Archive for Paris
Here are two exercises I wrote for my R mid-term exam in Paris-Dauphine around Buffon’s needle problem. In the end, the problems sounded too long and too hard for my 3rd year students so I opted for softer questions. So recycle those if you wish (but do not ask for solutions!)
Mardi 26 novembre 2013 à 14h00
Salle de Conseil, 4ème étage (LINCS) 23 AVENUE D’ITALIE 75013 PARIS
Titre de l’exposé : Feature Selection for Neuro-Dynamic Programming
Neuro-Dynamic Programming encompasses techniques from both reinforcement learning and approximate dynamic programming. Feature selection refers to the choice of basis that defines the function class that is required in the application of these techniques. This talk reviews two popular approaches to neuro-dynamic programming, TD-learning and Q-learning. The main goal of this work is to demonstrate how insight from idealized models can be used as a guide for feature selection for these algorithms. Several approaches are surveyed, including fluid and diffusion models, and the application of idealized models arising from mean-field game approximations. The theory is illustrated with several examples.