Kernel-based reinforcement learning in average-cost problems: An application to optimal portfolio choice

Advances in Neural Information Processing Systems

Volumn , Issue , 2001, Pages

  Ormoneit, Dirk ^a   Glynn, Peter ^b  

^a Stanford University   (United States)

^b STANFORD UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

LEARNING ALGORITHMS; MARKOV PROCESSES; OPTIMIZATION; REINFORCEMENT LEARNING;

AVERAGE COST; KERNEL BASED APPROACH; MARKOV DECISION PROCESSES; OPTIMAL COSTS; OPTIMAL PORTFOLIOS; PARAMETRIC FUNCTIONS; TEMPORAL DIFFERENCE LEARNING; VALUE FUNCTIONS;

COSTS;

EID: 0003327481     PISSN: 10495258     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (10)

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