TD algorithm for the variance of return and mean-variance reinforcement learning

被引：0
|
作者：
Sato, Makoto [1 ]
Kimura, Hajime [1 ]
Kobayashi, Shibenobu [1 ]
机构：
[1] Interdisc. Grad. Sch. Sci. and Eng., Tokyo Institute of Technology
来源：
Transactions of the Japanese Society for Artificial Intelligence | 2001年 / 16卷 / 03期
关键词：
D O I：
10.1527/tjsai.16.353
中图分类号：
学科分类号：
摘要：
26
引用
收藏
页码：353 / 362
相关论文
共 50 条
  • [21] Variance Vulnerability, Background Risks, and Mean-Variance Preferences
    Thomas Eichner
    Andreas Wagener
    The Geneva Papers on Risk and Insurance Theory, 2003, 28 : 173 - 184
  • [22] ON MEAN-VARIANCE PORTFOLIO SELECTION
    SCHNABEL, JA
    MANAGERIAL AND DECISION ECONOMICS, 1984, 5 (01) : 3 - 6
  • [23] Mean-variance hedging and numeraire
    Gourieroux, C
    Laurent, JP
    Pham, H
    MATHEMATICAL FINANCE, 1998, 8 (03) : 179 - 200
  • [24] On the Distributed Mean-Variance Paradigm
    Siwe, Alain Tcheukam
    Tembine, Hamidou
    2016 13TH INTERNATIONAL MULTI-CONFERENCE ON SYSTEMS, SIGNALS & DEVICES (SSD), 2016, : 607 - 612
  • [25] Beyond Mean-Variance Markowitz Portfolio Selection: A Comparison of Mean-Variance-Skewness-Kurtosis Model and Robust Mean-Variance Model
    Gubu, La
    Rashif, Muhamad
    ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, 2024, 58 (01): : 298 - 313
  • [26] On Generalizations of Mean-Variance Model
    Fu, Yuting
    2018 INTERNATIONAL CONFERENCE ON COMPUTER INFORMATION SCIENCE AND APPLICATION TECHNOLOGY, 2019, 1168
  • [27] CONCAVITY OF MEAN-VARIANCE PROBLEM
    SIBLEY, D
    REVIEW OF ECONOMIC STUDIES, 1975, 42 (03): : 479 - 481
  • [28] FOUNDATIONS OF MEAN-VARIANCE ANALYSES
    FISHBURN, PC
    THEORY AND DECISION, 1979, 10 (1-4) : 99 - 111
  • [29] On the mean-variance hedging problem
    Melnikov, AV
    Nechaev, ML
    THEORY OF PROBABILITY AND ITS APPLICATIONS, 1999, 43 (04) : 588 - 603
  • [30] Revisiting mean-variance optimization
    Uysal, E
    Trainer, FH
    Reiss, J
    JOURNAL OF PORTFOLIO MANAGEMENT, 2001, 27 (04): : 71 - +
12345