508 search results - page 20 / 102 » Learning for stochastic dynamic programming |
149
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ICML
2006
IEEE
2006
IEEE
Automatic basis function construction for approximate dynamic programming and reinforcement learning
15 years 8 months ago
We address the problem of automatically constructing basis functions for linear approximation of the value function of a Markov Decision Process (MDP). Our work builds on results ...
199
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ICML
2010
IEEE
15 years 3 months ago
2010
IEEE
Predicting the "Value at Risk" of a portfolio of stocks is of great significance in quantitative finance. We introduce a new class models, "dynamical products of ex...
117
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IAT
2008
IEEE
15 years 8 months ago
2008
IEEE
This paper extends the link between evolutionary game theory and multi-agent reinforcement learning to multistate games. In previous work, we introduced piecewise replicator dynam...
157
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AMAI
2008
Springer
15 years 2 months ago
2008
Springer
This paper presents and evaluates an approach to Bayesian model averaging where the models are Bayesian nets (BNs). Prior distributions are defined using stochastic logic programs...