B Hambly, R Xu, H Yang - Mathematical Finance, 2023 - Wiley Online Library
The rapid changes in the finance industry due to the increasing amount of data have revolutionized the techniques on data processing and data analysis and brought new …
C Jin, Z Yang, Z Wang… - Conference on learning …, 2020 - proceedings.mlr.press
Abstract Modern Reinforcement Learning (RL) is commonly applied to practical problems with an enormous number of states, where\emph {function approximation} must be deployed …
Partial observability is ubiquitous in applications of Reinforcement Learning (RL), in which agents learn to make a sequence of decisions despite lacking complete information about …
Recent theoretical work studies sample-efficient reinforcement learning (RL) extensively in two settings: learning interactively in the environment (online RL), or learning from an offline …
This paper studies model-based reinforcement learning (RL) for regret minimization. We focus on finite-horizon episodic RL where the transition model $ P $ belongs to a known …
Q Cai, Z Yang, C Jin, Z Wang - International Conference on …, 2020 - proceedings.mlr.press
While policy-based reinforcement learning (RL) achieves tremendous successes in practice, it is significantly less understood in theory, especially compared with value-based RL. In …
Recent years have witnessed significant progresses in deep Reinforcement Learning (RL). Empowered with large scale neural networks, carefully designed architectures, novel …
A Zanette, E Brunskill - International Conference on Machine …, 2019 - proceedings.mlr.press
Strong worst-case performance bounds for episodic reinforcement learning exist but fortunately in practice RL algorithms perform much better than such bounds would predict …
Q Liu, T Yu, Y Bai, C Jin - International Conference on …, 2021 - proceedings.mlr.press
Abstract Model-based algorithms—algorithms that explore the environment through building and utilizing an estimated model—are widely used in reinforcement learning practice and …