Reinforcement Learning in Economics and Finance | AISC

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For slides and more information on the paper, visit https://ai.science/e/reinforcement-learning-in-economics-and-finance--NYmLP302OuMeHDxlIURf

Speaker: Arthur Charpentier; Discussion Facilitator: Susan Shu Chang

Motivation:
Many problems of optimal control, popular in economics for more than forty years, can be expressed in the reinforcement learning framework, and recent advances in computational science, provided in particular by deep learning algorithms, can be used by economists in order to solve complex behavioral problems.

In this article, we propose state-of-the-art of reinforcement learning techniques, and present applications in economics, game theory, operation research and finance.



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