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检索条件"机构=CAI Data Science and Machine Learning"
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Reinforcement learning in continuous time and space: a stochastic control approach
The Journal of Machine Learning Research
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The Journal of machine learning Research 2020年 第1期21卷 8145-8178页
作者: Haoran Wang Thaleia Zariphopoulou Xun Yu Zhou CAI Data Science and Machine Learning The Vanguard Group Inc. Malvern PA Department of Mathematics and IROM The University of Texas at Austin Austin TX and Oxford-Man Institute University of Oxford Oxford UK Department of Industrial Engineering and Operations Research The Data Science Institute Columbia University New York NY
We consider reinforcement learning (RL) in continuous time with continuous feature and action spaces. We motivate and devise an exploratory formulation for the feature dynamics that captures learning under exploration... 详细信息
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