Risk-sensitive reinforcement learning-Reference-Cited by-同舟云学术

Risk-sensitive reinforcement learning

Published:2020-10-15 Issue: Volume: Page:
ISSN:
Container-title:Proceedings of the First ACM International Conference on AI in Finance
language:
Short-container-title:

Author:

Vadori Nelson¹,Ganesh Sumitra¹,Reddy Prashant¹,Veloso Manuela¹

Affiliation:

1. J.P. Morgan AI Research

Publisher

ACM

Link

https://dl.acm.org/doi/pdf/10.1145/3383455.3422519

Reference26 articles.

1. Marc G Bellemare Will Dabney and Rémi Munos. 2017. A Distributional Perspective on Reinforcement Learning. In ICML. Marc G Bellemare Will Dabney and Rémi Munos. 2017. A Distributional Perspective on Reinforcement Learning. In ICML .

2. Natural actor–critic algorithms

3. Q-Learning for Risk-Sensitive Control

4. An actor-critic algorithm for constrained Markov decision processes

Cited by 6 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Reinforcement Learning Review: Past Acts, Present Facts and Future Prospects;IT Journal Research and Development;2024-02-15

2. A Transparent Single Financial Asset Trading Framework via Reinforcement Learning;Selected Papers from the 10th International Conference on E-Business and Applications 2024;2024

3. Recent advances in reinforcement learning in finance;Mathematical Finance;2023-04-07

4. Devs Model Construction As A Reinforcement Learning Problem;2022 Annual Modeling and Simulation Conference (ANNSIM);2022-07-18

5. Mean-variance Based Risk-sensitive Reinforcement Learning with Interpretable Attention;2022 the 5th International Conference on Machine Vision and Applications (ICMVA);2022-02-18