Deep Learning for Dynamic Programming with Recursive Utility

By Xianhua Peng, Wu Guo

Published 2026-07-07

Everscope rating

2013.4

Relevance to quantitative trading

8 / 10

Implementation complexity

8 / 10

Reproducibility

3 / 5

About this paper

Methodology: Certainty Equivalent Learning (CEL). Problem types: Optimization, Portfolio Optimization, Reinforcement Learning, Risk Management, Dynamic Programming, Stochastic Control.

arXiv:2607.04278 · Paper rankings

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