Importance Sampling for Reinforcement Learning with Multiple Objectives

This thesis considers three complications that arise from applying reinforcement learning to a real-world application. In the process of using reinforcement learning to build an adaptive electronic market-maker, we find the sparsity of data, the partial observability of the domain, and the multiple...

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Bibliographic Details
Main Author: Shelton, Christian Robert
Language:en_US
Published: 2004
Subjects:
Online Access:http://hdl.handle.net/1721.1/5568