Learning equilibrium mean‐variance strategy.
- Resource Type
- Article
- Authors
- Dai, Min; Dong, Yuchao; Jia, Yanwei
- Source
- Mathematical Finance; Oct2023, Vol. 33 Issue 4, p1166-1212, 47p
- Subject
- MACHINE learning
NASH equilibrium
REINFORCEMENT learning
INCOMPLETE markets
GAUSSIAN distribution
DYNAMIC programming
- Language
- ISSN
- 09601627
Copyright of Mathematical Finance is the property of Wiley-Blackwell and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)