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» Recurrent policy gradients
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IOR
2011
107views more  IOR 2011»
13 years 2 months ago
Information Collection on a Graph
We derive a knowledge gradient policy for an optimal learning problem on a graph, in which we use sequential measurements to refine Bayesian estimates of individual edge values i...
Ilya O. Ryzhov, Warren B. Powell
KES
2007
Springer
14 years 1 months ago
Making Financial Trading by Recurrent Reinforcement Learning
In this paper we propose a financial trading system whose strategy is developed by means of an artificial neural network approach based on a recurrent reinforcement learning algo...
Francesco Bertoluzzo, Marco Corazza
PE
2010
Springer
133views Optimization» more  PE 2010»
13 years 6 months ago
Positive Harris recurrence and diffusion scale analysis of a push pull queueing network
We consider a push pull queueing system with two servers and two types of jobs which are processed by the two servers in opposite order, with stochastic generally distributed proc...
Yoni Nazarathy, Gideon Weiss
NIPS
2007
13 years 9 months ago
Incremental Natural Actor-Critic Algorithms
We present four new reinforcement learning algorithms based on actor-critic and natural-gradient ideas, and provide their convergence proofs. Actor-critic reinforcement learning m...
Shalabh Bhatnagar, Richard S. Sutton, Mohammad Gha...
INFOCOM
1995
IEEE
13 years 11 months ago
Complexity of Gradient Projection Method for Optimal Routing in Data Networks
—In this paper, we derive a time-complexity bound for the gradient projection method for optimal routing in data networks. This result shows that the gradient projection algorith...
Wei Kang Tsai, John K. Antonio, Garng M. Huang