Hierarchical Deep Reinforcement Learning for VWAP Strategy Optimization.
Xiaodong LiPangjing WuChenxin ZouQing LiPublished in: CoRR (2022)
Keyphrases
- reinforcement learning
- optimization strategy
- optimization strategies
- optimization algorithm
- global optimization
- evolutionary strategy
- multi agent
- function approximation
- optimal policy
- markov decision processes
- state space
- machine learning
- optimization problems
- hierarchical structure
- optimization methods
- dynamic programming
- optimal control
- discrete optimization
- model free
- hierarchical reinforcement learning
- exploration strategy
- deep learning
- robust optimization
- action selection
- optimization model
- learning process
- database systems
- learning algorithm