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CACM
2010
105views more  CACM 2010»
13 years 7 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...
SIGDIAL
2010
13 years 5 months ago
Sparse Approximate Dynamic Programming for Dialog Management
Spoken dialogue management strategy optimization by means of Reinforcement Learning (RL) is now part of the state of the art. Yet, there is still a clear mismatch between the comp...
Senthilkumar Chandramohan, Matthieu Geist, Olivier...
CORR
2006
Springer
140views Education» more  CORR 2006»
13 years 7 months ago
Nearly optimal exploration-exploitation decision thresholds
While in general trading off exploration and exploitation in reinforcement learning is hard, under some formulations relatively simple solutions exist. Optimal decision thresholds ...
Christos Dimitrakakis
JMLR
2006
124views more  JMLR 2006»
13 years 7 months ago
Policy Gradient in Continuous Time
Policy search is a method for approximately solving an optimal control problem by performing a parametric optimization search in a given class of parameterized policies. In order ...
Rémi Munos
CDC
2010
IEEE
160views Control Systems» more  CDC 2010»
13 years 2 months ago
Adaptive bases for Q-learning
Abstract-- We consider reinforcement learning, and in particular, the Q-learning algorithm in large state and action spaces. In order to cope with the size of the spaces, a functio...
Dotan Di Castro, Shie Mannor