147 search results - page 3 / 30 » Policy Gradient in Continuous Time |
AAAI
2011
12 years 4 months ago
2011
In environmental and natural resource planning domains actions are taken at a large number of locations over multiple time periods. These problems have enormous state and action s...
ICANN
2007
Springer
13 years 11 months ago
2007
Springer
Abstract. This paper presents Recurrent Policy Gradients, a modelfree reinforcement learning (RL) method creating limited-memory stochastic policies for partially observable Markov...
EWRL
2008
13 years 6 months ago
2008
Policy Learning approaches are among the best suited methods for high-dimensional, continuous control systems such as anthropomorphic robot arms and humanoid robots. In this paper,...
EOR
2011
12 years 11 months ago
2011
We develop a numerical scheme for determining the optimal asset allocation strategy for time-consistent, continuous time, mean variance optimization. Any type of constraint can be...
DEDS
2010
13 years 4 months ago
2010
We study approaches that fit a linear combination of basis functions to the continuation value function of an optimal stopping problem and then employ a greedy policy based on the...