Boyu Wang

The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management

SCHOLARLY PAPERS

1

DOWNLOADS

382

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (1)

Actions:
Email selected abstracts
1.

Reinforcement Learning for Continuous-Time Optimal Execution: Actor-Critic Algorithm and Error Analysis

Number of pages: 50 Posted: 10 Mar 2023 Last Revised: 08 Feb 2024
Boyu Wang, Xuefeng Gao and Lingfei Li
The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management, The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management and The Chinese University of Hong Kong
Downloads 382 (143,481)
Citation 2

Abstract:

Loading...

reinforcement learning, optimal execution, stochastic control, actor-critic method, finite-time error analysis, convergence analysis