Dynamic Programming, Q-learning and other discrete Markov Decision Process solvers can be applied to continuous d-dimensional state-spaces by quantizing the state space into an arr...
Abstract. Bayesian reinforcement learning (RL) is aimed at making more efficient use of data samples, but typically uses significantly more computation. For discrete Markov Decis...
Lyapunov design methods are used widely in control engineering to design controllers that achieve qualitative objectives, such as stabilizing a system or maintaining a system'...
We propose a new approach to verification of probabilistic processes for which the model may not be available. We use a technique from Reinforcement Learning to approximate how far...
In this paper we propose a financial trading system whose strategy is developed by means of an artificial neural network approach based on a recurrent reinforcement learning algo...