While in general trading off exploration and exploitation in reinforcement learning is hard, under some formulations relatively simple solutions exist. Optimal decision thresholds ...
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...
Abstract. Bayesian reinforcement learning (RL) is aimed at making more efficient use of data samples, but typically uses significantly more computation. For discrete Markov Decis...
The scarcity and large fluctuations of link bandwidth in wireless networks have motivated the development of adaptive multimedia services in mobile communication networks, where i...
In many multi-agent applications such as distributed sensor nets, a network of agents act collaboratively under uncertainty and local interactions. Networked Distributed POMDP (ND...