"Conditionally Elicitable Dynamic Risk Measures for Deep Reinforcement ..."

Anthony Coache, Sebastian Jaimungal, Álvaro Cartea (2023)

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DOI: 10.1137/22M1527209

access: closed

type: Journal Article

metadata version: 2023-12-10

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Anthony Coache, Sebastian Jaimungal, Álvaro Cartea:
Conditionally Elicitable Dynamic Risk Measures for Deep Reinforcement Learning. SIAM J. Financial Math. 14(4): 1249-1289 (2023)

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