Reinforcement Learning in Economics and Finance
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DOI: 10.1007/s10614-021-10119-4
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Keywords
Causality; Control; Machine learning; Markov decision process; Multi-armed bandits; Online-learning; Q-learning; Regret; Reinforcement learning; Rewards; Sequential learning;All these keywords.
JEL classification:
- C18 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Methodolical Issues: General
- C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis; Optimal Timing Strategies
- C44 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Operations Research; Statistical Decision Theory
- C54 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Quantitative Policy Modeling
- C57 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Econometrics of Games and Auctions
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- C68 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computable General Equilibrium Models
- C70 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - General
- C90 - Mathematical and Quantitative Methods - - Design of Experiments - - - General
- D40 - Microeconomics - - Market Structure, Pricing, and Design - - - General
- D70 - Microeconomics - - Analysis of Collective Decision-Making - - - General
- D83 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Search; Learning; Information and Knowledge; Communication; Belief; Unawareness
Statistics
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