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Policy Gradient for Ratio Optimization: A Case Study

  • Wesley A. Suttle
  • , Alec Koppel
  • , Ji Liu
  • Stony Brook University
  • Amazon.com, Inc.

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

We consider policy gradient methods for ratio optimization problems by way of an illustrative case study: maximizing the Omega ratio of a financial portfolio. We propose a general framework for ratio optimization in sequential decision-making problems, explore the notion of hidden quasiconcavity in such problems, and propose an actor-critic algorithm for the Omega ratio problem. Our central contribution is to show that the algorithm converges almost surely to (a neighborhood of) a global optimum and to demonstrate its performance in practice.

Original languageEnglish
Title of host publication2022 56th Annual Conference on Information Sciences and Systems, CISS 2022
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages281-286
Number of pages6
ISBN (Electronic)9781665417969
DOIs
StatePublished - 2022
Event56th Annual Conference on Information Sciences and Systems, CISS 2022 - Princeton, United States
Duration: Mar 9 2022Mar 11 2022

Publication series

Name2022 56th Annual Conference on Information Sciences and Systems, CISS 2022

Conference

Conference56th Annual Conference on Information Sciences and Systems, CISS 2022
Country/TerritoryUnited States
CityPrinceton
Period03/9/2203/11/22

Keywords

  • portfolio optimization
  • quasiconcave programming
  • reinforcement learning

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