Reinforcement Learning in Possibly Nonstationary Environments.
Mengbing LiChengchun ShiZhenke WuPiotr FryzlewiczPublished in: CoRR (2022)
Keyphrases
- non stationary
- reinforcement learning
- adaptive algorithms
- function approximation
- random fields
- autoregressive
- state space
- learning algorithm
- dynamic environments
- optimal policy
- model free
- empirical mode decomposition
- markov decision processes
- stock price
- temporal evolution
- fractional brownian motion
- multi component
- fourier analysis
- dynamic programming
- finite horizon
- probabilistic model
- long range
- higher order