Regime-switching recurrent reinforcement learning for investment decision making.
Dietmar MaringerTikesh RamtohulPublished in: Comput. Manag. Sci. (2012)
Keyphrases
- decision making
- reinforcement learning
- action selection
- decision makers
- real option
- function approximation
- fuzzy logic
- decision support system
- information processing
- machine learning
- feed forward
- decision process
- business intelligence
- state space
- investment decisions
- temporal difference
- robotic control
- financial investment
- influence diagrams
- learning algorithm
- recurrent neural networks
- markov decision processes
- dynamic programming
- decision support
- multi criteria
- model free
- group decision making
- supply chain
- optimal policy
- multi unit combinatorial auctions
- biologically inspired
- bounded rationality
- recurrent networks
- temporal difference learning
- making decisions
- transfer learning
- learning problems