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cs.AI2024
Autoregressive Policy Optimization for Constrained Allocation Tasks
David Winkel, Niklas Strauß, 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★ 1 cited
Simplex Decomposition for Portfolio Allocation Constraints in Reinforcement Learning
David Winkel, Niklas Strauß, 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…