Predictive Off-Policy Policy Evaluation for Nonstationary Decision Problems, with Applications to Digital Marketing.
Philip S. ThomasGeorgios TheocharousMohammad GhavamzadehIshan DurugkarEmma BrunskillPublished in: AAAI (2017)
Keyphrases
- non stationary
- decision problems
- policy evaluation
- optimal policy
- partially observable markov decision processes
- influence diagrams
- least squares
- policy iteration
- markov decision processes
- temporal difference
- computational complexity
- reinforcement learning
- optimal strategy
- utility function
- model free
- np hard
- semi parametric
- monte carlo
- function approximation
- state space
- data mining
- decision processes
- variance reduction
- finite state
- dynamic programming
- regression model
- infinite horizon
- single agent