Simplex Decomposition for Portfolio Allocation Constraints in Reinforcement Learning.
David WinkelNiklas StraußMatthias SchubertThomas SeidlPublished in: CoRR (2024)
Keyphrases
- reinforcement learning
- global constraints
- machine learning
- resource allocation
- constraint satisfaction
- state space
- decomposition methods
- resource constraints
- constrained optimization
- optimal allocation
- reinforcement learning algorithms
- constraint networks
- function approximation
- constraint programming
- optimal policy
- supervised learning
- learning process