Mean−variance policy iteration for risk−averse reinforcement learning
Main Authors: | Zhang, S, Liu, B, Whiteson, S |
---|---|
Format: | Conference item |
Language: | English |
Published: |
Association for the Advancement of Artificial Intelligence
2021
|
Similar Items
-
Risk-averse Bayes-adaptive reinforcement learning
by: Rigter, M, et al.
Published: (2021) -
Optimal mean-variance portfolio selection with mean-field reinforcement learning
by: Cheng, Zhengxing
Published: (2023) -
Mean‐variance hedging with basis risk
by: Xue, Xiaole, et al.
Published: (2021) -
The origin of risk aversion
by: Zhang, Ruixun, et al.
Published: (2015) -
Risk Aversion over Incomes and Risk Aversion over Commodities.
by: Martínez-Legaz, J, et al.
Published: (2003)