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"Learning Merton's Strategies in an Incomplete Market: Recursive Entropy ..."

Min Dai et al. (2023)

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DOI: 10.48550/ARXIV.2312.11797

access: open

type: Informal or Other Publication

metadata version: 2024-01-09

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  dblp key:
  - journals/corr/abs-2312-11797
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  - https://dblp.org/rec/journals/corr/abs-2312-11797
Min Dai, Yuchao Dong, Yanwei Jia, Xun Yu Zhou:
Learning Merton's Strategies in an Incomplete Market: Recursive Entropy Regularization and Biased Gaussian Exploration. CoRR abs/2312.11797 (2023)

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