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AAAI
2011
9 years 10 months ago
Differential Eligibility Vectors for Advantage Updating and Gradient Methods
In this paper we propose differential eligibility vectors (DEV) for temporal-difference (TD) learning, a new class of eligibility vectors designed to bring out the contribution of...
Francisco S. Melo
FS
2006
164views more  FS 2006»
10 years 10 months ago
Asymptotic behaviour of mean-quantile efficient portfolios
In this paper we investigate portfolio optimization in a Black-Scholes continuoustime setting under quantile based risk measures: value at risk, capital at risk and relative value...
Gordana Dmitrasinovic-Vidovic, Antony Ware
books