147 search results - page 3 / 30 » Policy Gradient in Continuous Time |
AAAI
2011
12 years 9 months ago
2011
In environmental and natural resource planning domains actions are taken at a large number of locations over multiple time periods. These problems have enormous state and action s...
ICANN
2007
Springer
14 years 3 months ago
2007
Springer
Abstract. This paper presents Recurrent Policy Gradients, a modelfree reinforcement learning (RL) method creating limited-memory stochastic policies for partially observable Markov...
EWRL
2008
13 years 11 months ago
2008
Policy Learning approaches are among the best suited methods for high-dimensional, continuous control systems such as anthropomorphic robot arms and humanoid robots. In this paper,...
EOR
2011
13 years 4 months ago
2011
We develop a numerical scheme for determining the optimal asset allocation strategy for time-consistent, continuous time, mean variance optimization. Any type of constraint can be...
DEDS
2010
13 years 9 months ago
2010
We study approaches that fit a linear combination of basis functions to the continuation value function of an optimal stopping problem and then employ a greedy policy based on the...