Reinforcement Learning in Continuous Time and Space: A Stochastic Control Approach.
Haoran WangThaleia ZariphopoulouXun Yu ZhouPublished in: J. Mach. Learn. Res. (2020)
Keyphrases
- optimal control
- reinforcement learning
- stochastic control
- control problems
- function approximation
- brownian motion
- state space
- search space
- markov decision processes
- rl algorithms
- learning algorithm
- dynamical systems
- machine learning
- model free
- reinforcement learning algorithms
- dynamic programming
- markov chain
- optimal policy
- gaussian process
- queueing systems
- operations management