G-Learner and GIRL: Goal Based Wealth Management with Reinforcement Learning

Portfolio Selection: Efficient Diversification of Investment

Markowitz, H. (1959) · 1959

Earlier work this paper cites.

Optimum Consumption and Portfolio Rules in a Continuous-Time Model

Merton, R. C. (1971) · 1971

Earlier work this paper cites.

Reaching Goals by a Deadline: Digital Options and Continuous-Time Active Portfolio Management

Browne, S. (1996) · 1996

Earlier work this paper cites.

Reinforcement Learning: An Introduction

Original

Sutton, R. S. and A. G. Barto (2018) · 2002

Earlier work this paper cites.

Least-Squares Policy Iteration

Lagoudakis, M. G. and R. Parr (2003) · 2003

Cited alongside, same era.

Taming the Noise in Reinforcement Learning Via Soft Updates

Original

Fox, R., A. Pakman, and N. Tishby (2015) · 2015

Cited alongside, same era.

Dynamic Portfolio Allocation in Goals-Based Wealth Management

Das, S. R., D. Ostrov, A. Radhakrishnan, and D. Srivastav (2018) · 2018

Cited alongside, same era.

Market Self-Learning of Signals, Impact and Optimal Trading: Invisible Hand Inference with Free Energy, (or, How We Learned to Stop Worrying and Love Bounded Rationality)

Halperin, I. and I. Feldshteyn (2018) · 2018

Later among the works it cites.

Multi-period Portfolio Optimization in a Defined Contribution Pension Plan During the Decumulation Phase

Lin, C., L. Zeng, and H. Wu (2019) · 2019

Later among the works it cites.

Machine Learning in Finance: from Theory to Practice

Dixon, M. F., I. Halperin, and P. Bilokon (2020) · 2020

Closest in time.