Deterministic Policy Gradient for Learning Equilibrium in Time-Inconsistent Control Problems

By Xin Guo, Yijie Huang, Xiang Yu

Published 2026-06-10

Everscope rating

1779.1

Relevance to quantitative trading

9 / 10

Implementation complexity

8 / 10

Reproducibility

3 / 5

About this paper

Methodology: DPG-FPI (Deterministic Policy Gradient - Fixed Point Iteration) Algorithm. Problem types: Reinforcement Learning, Portfolio Optimization, Optimization, Risk Management.

arXiv:2606.11798 · Paper rankings

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