Nonstationary Reinforcement Learning: The Blessing of (More) Optimism.
Wang Chi CheungDavid Simchi-LeviRuihao ZhuPublished in: Manag. Sci. (2023)
Keyphrases
- non stationary
- reinforcement learning
- function approximation
- state space
- model free
- markov decision processes
- adaptive algorithms
- random fields
- blind source separation
- optimal policy
- autoregressive
- machine learning
- multi agent
- fourier analysis
- concept drift
- fractional brownian motion
- gaussian markov random fields
- multi component
- optimal control
- probabilistic model
- image segmentation
- learning algorithm