F Giorgi, S Herzel, P Pigato - Applied Stochastic Models in …, 2024 - Wiley Online Library
We propose a reinforcement learning (RL) algorithm for generating a trading strategy in a realistic setting, that includes transaction costs and factors driving the asset dynamics. We …
H Chen, Y Soh - Int J Inf Technol, 2017 - intjit.org
With the rapid increase of population with Alzheimer's disease, it has been more and more costly for the society to provide personal care to the patients. Artificial intelligence (AI) …
BD Nichols - 2015 IEEE International Conference on Systems …, 2015 - ieeexplore.ieee.org
Here I apply three reinforcement learning methods to the full, continuous action, swing-up acrobot control benchmark problem. These include two approaches from the literature …
SW Carden, JO Lindborg, Z Utic - AppliedMath, 2022 - mdpi.com
Reinforcement learning (RL) is a subdomain of machine learning concerned with achieving optimal behavior by interacting with an unknown and potentially stochastic environment. The …
BD Nichols - 2016 International Joint Conference on Neural …, 2016 - ieeexplore.ieee.org
In this paper I investigate methods of applying reinforcement learning to continuous state- and action-space problems without a policy function. I compare the performance of four …
M Gottwald, H Shen, K Diepold - IFAC-PapersOnLine, 2022 - Elsevier
Abstract We investigate Actor-Critic algorithms from the non-convex optimisation perspective. For the past years, powerful Deep Reinforcement Learning algorithms, such as …
Dynamic Programming and a Neural Network-based value-function approximation approach have demonstrated superior performance in solving sequential decision making …
SW Carden, JO Lindborg, Z Utic - 2022 - academia.edu
Reinforcement learning (RL) is a subdomain of machine learning concerned with achieving optimal behavior by interacting with an unknown and potentially stochastic environment. The …
Here the Newton's Method direct action selection approach to continuous action-space reinforcement learning is extended to use an eligibility trace. This is then compared to the …