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CACM
2010
105views more  CACM 2010»
14 years 9 months ago
Censored exploration and the dark pool problem
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...
AAAI
2000
14 years 11 months ago
Localizing Search in Reinforcement Learning
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 ...
Gregory Z. Grudic, Lyle H. Ungar
ECML
2004
Springer
15 years 3 months ago
Batch Reinforcement Learning with State Importance
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....
Lihong Li, Vadim Bulitko, Russell Greiner
NECO
2010
103views more  NECO 2010»
14 years 8 months ago
Posterior Weighted Reinforcement Learning with State Uncertainty
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,...
ML
1998
ACM
101views Machine Learning» more  ML 1998»
14 years 9 months ago
Elevator Group Control Using Multiple Reinforcement Learning Agents
Recent algorithmic and theoretical advances in reinforcement learning (RL) have attracted widespread interest. RL algorithmshave appeared that approximatedynamic programming on an ...
Robert H. Crites, Andrew G. Barto