人工知能学会論文誌
Online ISSN : 1346-8030
Print ISSN : 1346-0714
速報論文
複利型強化学習における投資比率の最適化
松井 藤五郎後藤 卓和泉 潔陳 ユ
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ジャーナル フリー

2013 年 28 巻 3 号 p. 267-272

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抄録

This paper describes optimization of the betting fraction parameter in compound reinforcement learning. Compound reinforcement learning maximizes the expected logarithm of compound returns in return-based MDPs. However, a new betting fraction parameter is introduced in order not to diverge values to negative infinity and it causes a problem of choosing the parameter. In this paper, we proposed a method to optimize the betting fraction with on-line gradient ascent in compound reinforcement learning.

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© 2013 JSAI (The Japanese Society for Artificial Intelligence)
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