2 papers
cs.AI2024
Autoregressive Policy Optimization for Constrained Allocation Tasks
David Winkel, Niklas StrauÃ, Maximilian Bernhard +3
Allocation tasks represent a class of problems where a limited amount of resources must be allocated to a set of entities at each time step. Prominent examples of this task include…
cs.AI2024
Simplex Decomposition for Portfolio Allocation Constraints in Reinforcement Learning
David Winkel, Niklas StrauÃ, Matthias Schubert +1
Portfolio optimization tasks describe sequential decision problems in which the investor's wealth is distributed across a set of assets. Allocation constraints are used to enforce…