Simplex Decomposition for Portfolio Allocation Constraints in Reinforcement Learning.
David WinkelNiklas StraußMatthias SchubertThomas SeidlPublished in: ECAI (2023)
Keyphrases
- reinforcement learning
- multi agent
- state space
- resource allocation
- decomposition method
- geometric constraints
- constrained optimization
- linear programming problems
- decomposition methods
- dynamic allocation
- learning algorithm
- portfolio management
- linear constraints
- action selection
- mixed integer
- model free
- markov decision processes
- mobile robot