Gradient estimates of return

The exploration-exploitation trade-off that arises when one considers simple point estimates of expected returns no longer appears when full distributions are considered. This work develops a simple gradient-based approach for mainting such distributions and investigates methods for using them to direct exploration.


Year:
2005
Publisher:
IDIAP
Keywords:
Note:
Published in PASCAL Workshop in Principled Methods of Trading Exploration and Exploitation, London, UK, 2005
Laboratories:




 Record created 2006-03-10, last modified 2018-01-27

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