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Martin P van der Schelling

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#machine learning Preprint Sep 2026

Reinforcement learning to choose optimizers

Reinforcement Learning to Choose Optimizers is introduced, which formulates the optimization algorithm choice as a sequential decision-making problem and outperforms every portfolio optimizer at all but the smallest budgets.

Martin P van der Schelling, D. Toshniwal, M. A. Bessa · 0 citations