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20112023
most citedAn Application of Deep Reinforcement Learning to Algorithmic Trading

222 citations · 600 across the 46 of their papers we have counts for

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Showing 2012Show all

8 papers · 1 filter

eess.SY2012

Optimized Look-Ahead Tree Policies: A Bridge Between Look-Ahead Tree Policies and Direct Policy Search

Tobias Jung, Louis Wehenkel, Damien Ernst +1

Direct policy search (DPS) and look-ahead tree (LT) policies are two widely used classes of techniques to produce high performance policies for sequential decision-making problems.…

cs.AI2012★ 1 cited

Monte Carlo Search Algorithm Discovery for One Player Games

Francis Maes, David Lupien St-Pierre, Damien Ernst

Much current research in AI and games is being devoted to Monte Carlo search (MCS) algorithms. While the quest for a single unified MCS algorithm that would perform well on all pro…

cs.AI2012

Meta-Learning of Exploration/Exploitation Strategies: The Multi-Armed Bandit Case

Francis Maes, Damien Ernst, Louis Wehenkel

The exploration/exploitation (E/E) dilemma arises naturally in many subfields of Science. Multi-armed bandit problems formalize this dilemma in its canonical form. Most current res…

cs.LG2012★ 6 cited

Optimal discovery with probabilistic expert advice: finite time analysis and macroscopic optimality

Sebastien Bubeck, Damien Ernst, Aurelien Garivier

We consider an original problem that arises from the issue of security analysis of a power system and that we name optimal discovery with probabilistic expert advice. We address it…

eess.SY2012

The Global Grid

Spyros Chatzivasileiadis, Damien Ernst, Göran Andersson

This paper puts forward the vision that a natural future stage of the electricity network could be a grid spanning the whole planet and connecting most of the large power plants in…

eess.SY2012

Min Max Generalization for Two-stage Deterministic Batch Mode Reinforcement Learning: Relaxation Schemes

Raphael Fonteneau, Damien Ernst, Bernard Boigelot +1

We study the minmax optimization problem introduced in [22] for computing policies for batch mode reinforcement learning in a deterministic setting. First, we show that this proble…