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Reinforcement Learning for Risk-Sensitive Investment Management: a Fre

Publication: Reinforcement Learning for Risk-Sensitive Investment Management: a Free Energy--Entropy Duality Approach. Published Jun 18, 2026.

arxiv.orgPublished Jun 18, 2026
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Overview

Publication: Reinforcement Learning for Risk-Sensitive Investment Management: a Free Energy--Entropy Duality Approach. Published Jun 18, 2026.

Publication information

Publication title
Reinforcement Learning for Risk-Sensitive Investment Management: a Free Energy--Entropy Duality Approach
Authors
Sebastien Lleo, Wolfgang Runggaldier
Published
Jun 18, 2026
Last publication revision
Jun 18, 2026
Subject areas
q-fin.PM, math.OC
Publication source
arxiv.org · abs/2606.20903v1 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/2606.20903 ↗

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