Essays about: "MDP"

Showing result 11 - 15 of 19 essays containing the word MDP.

  1. 11. Minimal Exploration in Episodic Reinforcement Learning

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Ardhendu Shekhar Tripathi; [2018]
    Keywords : Reinforcemebt Learning; Exploitation; Exploration; Regret; Optimism in Face of Uncertainty; Bayesian;

    Abstract : Exploration-exploitation trade-off is a fundamental dilemma that reinforcement learning algorithms face. This dilemma is also central to the design of various state of the art bandit algorithms. We take inspiration from these algorithms and try to design reinforcement learning algorithms in an episodic setting. READ MORE

  3. 12. Optimized Trade Execution with Reinforcement Learning

    University essay from Linköpings universitet/Institutionen för datavetenskap

    Author : Olle Dahlén; Axel Rantil; [2018]
    Keywords : Reinforcement Learning; Deep Learning; Trade Execution; Proximal Policy Optimization;

    Abstract : In this thesis, we study the problem of buying or selling a given volume of a financial asset within a given time horizon to the best possible price, a problem formally known as optimized trade execution. Our approach is an empirical one. We use historical data to simulate the process of placing artificial orders in a market. READ MORE

  4. 13. Privacy-enhancing and Cost-efficient Energy Management for an End-User Smart Grid in the Presence of an Energy Storage

    University essay from KTH/Teknisk informationsvetenskap

    Author : You Yang; [2017]
    Keywords : ;

    Abstract : A smart grid is an energy network which manages the energy generation anddistribution more efficiently following the real-time energy demands of end-usersthrough control and communication technologies. Deploying smart grids canimprove the energy efficiency, enhance the network reliability, and reduce costsof both the energy provider and end-users. READ MORE

  5. 14. Optimising a small satellite for hard X-ray polarisation studies of gamma ray Bursts.

    University essay from KTH/Fysik

    Author : Erik Ahlberg; Samin Hasan; [2014]
    Keywords : ;

    Abstract : Gamma ray bursts (GRBs) originate from extremely energetic extra-galactic events, and much is still unknown about them. Whereas the energy and time structure of GRBs have been studied extensively the past years, only a few polarisation measurements have been made on their initial, prompt emission. READ MORE

  6. 15. A Markov Chain Approach to Monetary Policy Decision Making.

    University essay from KTH/Matematik (Inst.)

    Author : Marcus Josefsson; Erik Rasmusson; [2012]
    Keywords : ;

    Abstract : Through monetary policy, central banks aim to prevent societal costs associated with high or unstable ination. Forecasts and several other tools are used to provide guidance to this end, as outcomes of interest rate decisions are not fully predictable. READ MORE