When a Correct Reward Is Not Enough: Diagnosing and Guiding PPO in an Analytically Solved Broker-Trader Game

Paper recorded by Signals 4 on 2026-10-02 in cs.AI. Abstract reproduced from arXiv; link to the original below.

Published 2026-10-02 on arXiv · recorded by Signals 4 on 2026-10-05

Category: cs.AI · 人工智能 · first seen 2026-10-05

Abstract

Reinforcement learning (RL) is increasingly used for financial optimal-control problems when complex dynamics make analytical strategies difficult to obtain. There are financial mathematics literactures which provides many solved models whose equations and controls could evaluate and guide learning; we ask whether RL can exploit these results. We place a proximal policy optimisation (PPO) agent

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