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JCP
2007
143views more  JCP 2007»
13 years 8 months ago
Noisy K Best-Paths for Approximate Dynamic Programming with Application to Portfolio Optimization
Abstract— We describe a general method to transform a non-Markovian sequential decision problem into a supervised learning problem using a K-bestpaths algorithm. We consider an a...
Nicolas Chapados, Yoshua Bengio
ICML
2001
IEEE
14 years 9 months ago
Direct Policy Search using Paired Statistical Tests
Direct policy search is a practical way to solve reinforcement learning problems involving continuous state and action spaces. The goal becomes finding policy parameters that maxi...
Malcolm J. A. Strens, Andrew W. Moore
GECCO
2004
Springer
100views Optimization» more  GECCO 2004»
14 years 1 months ago
Transfer of Neuroevolved Controllers in Unstable Domains
In recent years, the evolution of artificial neural networks or neuroevolution has brought promising results in solving difficult reinforcement learning problems. But, like standa...
Faustino J. Gomez, Risto Miikkulainen
JAIR
2011
144views more  JAIR 2011»
13 years 3 months ago
Non-Deterministic Policies in Markovian Decision Processes
Markovian processes have long been used to model stochastic environments. Reinforcement learning has emerged as a framework to solve sequential planning and decision-making proble...
Mahdi Milani Fard, Joelle Pineau
CORR
2011
Springer
209views Education» more  CORR 2011»
13 years 8 days ago
Close the Gaps: A Learning-while-Doing Algorithm for a Class of Single-Product Revenue Management Problems
In this work, we consider a retailer selling a single product with limited on-hand inventory over a finite selling season. Customer demand arrives according to a Poisson process,...
Zizhuo Wang, Shiming Deng, Yinyu Ye