Reinforcement learning with dynamic convex risk measures

Anthony Coache, Sebastian Jaimungal

Year of publication:	2024
Authors:	Coache, Anthony ; Jaimungal, Sebastian
Subject:	actor-critic algorithm \| dynamic risk measures \| financial hedging \| policy gradient \| reinforcement learning \| robot control \| time-consistency \| trading strategies \| Theorie \| Theory \| Lernprozess \| Learning process \| Portfolio-Management \| Portfolio selection \| Hedging \| Risikomaß \| Risk measure \| Risiko \| Risk \| Messung \| Measurement \| Zeitkonsistenz \| Time consistency \| Entscheidung unter Risiko \| Decision under risk \| Algorithmus \| Algorithm \| Lernen \| Learning \| Risikomanagement \| Risk management

Type of publication:	Article
Type of publication (narrower categories):	Aufsatz in Zeitschrift ; Article in journal
Language:	English
Other identifiers:	10.1111/mafi.12388 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014514792