In this paper, we propose a dynamic allocation method of basis functions, an Allocation/Elimination Gaussian Softmax Basis Function Network (AE-GSBFN), that is used in reinforcemen...
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 ...
In reinforcement learning, it is a common practice to map the state(-action) space to a different one using basis functions. This transformation aims to represent the input data i...
Abstract— Continuous action sets are used in many reinforcement learning (RL) applications in robot control since the control input is continuous. However, discrete action sets a...
Akihiko Yamaguchi, Jun Takamatsu, Tsukasa Ogasawar...
Given the pattern-based multi-predictors of the stock price, we study a method of dynamic asset allocation to maximize the trading performance. To optimize the proportion of asset ...
Jangmin O, Jae Won Lee, Jongwoo Lee, Byoung-Tak Zh...