Policy Gradient Algorithms with Monte Carlo Tree Learning for Non-Markov Decision Processes

no code implementations • 2 Jun 2022 • Tetsuro Morimura, Kazuhiro Ota, Kenshi Abe, Peinan Zhang

In this work, we first introduce Monte Carlo Tree Learning (MCTL), an adaptation of MCTS for online RL setups.

Reinforcement Learning (RL)

Aggregate Learning for Mixed Frequency Data

no code implementations • 20 May 2021 • Takamichi Toda, Daisuke Moriwaki, Kazuhiro Ota

Large and acute economic shocks such as the 2007-2009 financial crisis and the current COVID-19 infections rapidly change the economic environment.