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CDC
2008
IEEE
110views Control Systems» more  CDC 2008»
15 years 8 months ago
Multistage investments with recourse: A single-asset case with transaction costs
— We consider a financial decision problem involving dynamic investment decisions on a single risky instrument over multiple and discrete time periods. Investment returns are as...
Ufuk Topcu, Giuseppe Carlo Calafiore, Laurent El G...
IFIP
1994
Springer
15 years 6 months ago
Program Speedups in Theory and Practice
The aim of this discussion paper is to stimulate (or perhaps to provoke) stronger interactions among theoreticians and practitioners interested in efficient problem solutions. We ...
Neil D. Jones
QRE
2010
129views more  QRE 2010»
15 years 11 days ago
Improving quality of prediction in highly dynamic environments using approximate dynamic programming
In many applications, decision making under uncertainty often involves two steps- prediction of a certain quality parameter or indicator of the system under study and the subseque...
Rajesh Ganesan, Poornima Balakrishna, Lance Sherry
ATAL
2008
Springer
15 years 4 months ago
Non-linear dynamics in multiagent reinforcement learning algorithms
Several multiagent reinforcement learning (MARL) algorithms have been proposed to optimize agents' decisions. Only a subset of these MARL algorithms both do not require agent...
Sherief Abdallah, Victor R. Lesser
ECML
2004
Springer
15 years 7 months ago
Analyzing Multi-agent Reinforcement Learning Using Evolutionary Dynamics
In this paper, we show how the dynamics of Q-learning can be visualized and analyzed from a perspective of Evolutionary Dynamics (ED). More specifically, we show how ED can be use...
Pieter Jan't Hoen, Karl Tuyls