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Investment Policy Equilibrium Recovery on Merton Problem Case 2
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0
MAE (L1)
PG-DPO
-0.02156
0.12397
0.2695
0.41503
May 20, 2026
MAE (L1)
Max Error (Linf)
Updated 13d ago
Evaluation Results
Method
Method
Links
MAE (L1)
Max Error (Linf)
PG-DPO
2026.05
0
0
BSVIE
2026.05
0.0408
0.244
PINN
2026.05
0.0473
0.305
DPO
2026.05
0.312
1.11
PPO
2026.05
0.539
2.22
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