Reinforcement learning for continuous-time optimal execution: actor–critic algorithm and error analysis
Crossref DOI link: https://doi.org/10.1007/s00780-026-00589-5
Published Online: 2026-03-10
Published Print: 2026-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Wang, Boyu
Gao, Xuefeng
Li, Lingfei
Text and Data Mining valid from 2026-03-10
Version of Record valid from 2026-03-10
Article History
Received: 24 October 2023
Accepted: 26 February 2025
First Online: 10 March 2026
Declarations
:
: The authors declare no competing interests.