We introduce and analyze a natural algorithm for multi-venue exploration from censored data, which is motivated by the Dark Pool Problem of modern quantitative finance. We prove t...
Kuzman Ganchev, Yuriy Nevmyvaka, Michael Kearns, J...
Reinforcement learning (RL) can be impractical for many high dimensional problems because of the computational cost of doing stochastic search in large state spaces. We propose a ...
Abstract. We investigate the problem of using function approximation in reinforcement learning where the agent’s policy is represented as a classifier mapping states to actions....
Reinforcement learning models generally assume that a stimulus is presented that allows a learner to unambiguously identify the state of nature, and the reward received is drawn f...
Tobias Larsen, David S. Leslie, Edmund J. Collins,...
Recent algorithmic and theoretical advances in reinforcement learning (RL) have attracted widespread interest. RL algorithmshave appeared that approximatedynamic programming on an ...