MetaCURL: Non-stationary Concave Utility Reinforcement Learning.
Bianca Marin MorenoMargaux BrégèrePierre GaillardNadia OudjanePublished in: CoRR (2024)
Keyphrases
- non stationary
- reinforcement learning
- function approximation
- utility function
- adaptive algorithms
- piecewise linear
- random fields
- learning algorithm
- white noise
- empirical mode decomposition
- concept drift
- objective function
- markov decision processes
- autoregressive
- stock price
- optimal policy
- blind source separation
- model free
- dynamic programming
- machine learning
- fractional brownian motion
- temporal evolution
- change point detection