DEVS Modeling and Simulation of Financial Leverage Effect Based on Markov Decision Process.
Emmanuel BarbieriLaurent CapocchiJean François SantucciPublished in: UV (2018)
Keyphrases
- markov decision process
- discrete event
- markov decision processes
- reinforcement learning
- state space
- infinite horizon
- decision making
- transition matrices
- simulation model
- markov models
- optimal policy
- hidden markov models
- machine learning
- dynamic systems
- multistage
- initial state
- policy iteration
- finite horizon
- temporal difference learning
- partial observability