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Investment and Consumption Problems Based on Actor-Critic Reinforcement Learning

Year: 2025
Type: article
Abstract: This paper investigates the optimal asset and consumption problem based on Actor-Critic reinforcement learning.To describe the phenomenon of relatively low actual consumption levels after retirement, we assume that individuals have lower minimum consumption levels and pension levels after retirement.The asset prices in the financial market are regulated by a Markov chain, and 刘峻均 等
Author: 峻均 刘
Language: English
Subfield: Finance
Open Access status: bronze
OpenAlex ID: W4409113542
FWCI:
Cites: 12
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Related to: 10