Factoring Exogenous State for Model-Free Monte Carlo.
Sean McGregorRachel HoutmanClaire A. MontgomeryRonald A. MetoyerThomas G. DietterichPublished in: CoRR (2017)
Keyphrases
- monte carlo
- model free
- temporal difference
- policy evaluation
- reinforcement learning
- monte carlo simulation
- markov chain
- importance sampling
- monte carlo tree search
- function approximation
- state space
- adaptive sampling
- particle filter
- policy iteration
- temporal difference learning
- markovian decision
- monte carlo methods
- variance reduction
- matrix inversion
- reinforcement learning methods
- quasi monte carlo
- training set