Non-stationary Reinforcement Learning without Prior Knowledge: An Optimal Black-box Approach.
Chen-Yu WeiHaipeng LuoPublished in: CoRR (2021)
Keyphrases
- black box
- non stationary
- prior knowledge
- reinforcement learning
- black boxes
- adaptive algorithms
- white box
- autoregressive
- stock price
- optimal control
- test cases
- empirical mode decomposition
- change point detection
- temporal evolution
- dynamic programming
- white box testing
- learning algorithm
- hybrid systems
- markov decision processes
- state space
- white noise
- optimal policy
- training data