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ICML
2006
IEEE
14 years 8 months ago
Reinforcement learning for optimized trade execution
We present the first large-scale empirical application of reinforcement learning to the important problem of optimized trade execution in modern financial markets. Our experiments...
Yuriy Nevmyvaka, Yi Feng, Michael S. Kearns
ICML
2003
IEEE
14 years 8 months ago
Hierarchical Policy Gradient Algorithms
Hierarchical reinforcement learning is a general framework which attempts to accelerate policy learning in large domains. On the other hand, policy gradient reinforcement learning...
Mohammad Ghavamzadeh, Sridhar Mahadevan
ATAL
2005
Springer
14 years 1 months ago
An integrated framework for adaptive reasoning about conversation patterns
We present an integrated approach for reasoning about and learning conversation patterns in multiagent communication. The approach is based on the assumption that information abou...
Michael Rovatsos, Felix A. Fischer, Gerhard Wei&sz...
ICMLA
2010
13 years 5 months ago
Multi-Agent Inverse Reinforcement Learning
Learning the reward function of an agent by observing its behavior is termed inverse reinforcement learning and has applications in learning from demonstration or apprenticeship l...
Sriraam Natarajan, Gautam Kunapuli, Kshitij Judah,...
AGENTS
2001
Springer
14 years 4 days ago
Using background knowledge to speed reinforcement learning in physical agents
This paper describes Icarus, an agent architecture that embeds a hierarchical reinforcement learning algorithm within a language for specifying agent behavior. An Icarus program e...
Daniel G. Shapiro, Pat Langley, Ross D. Shachter