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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

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2 results for “MOMDPs”

A Demonstration of Issues with Value-Based Multiobjective Reinforcement Learning Under Stochastic State Transitionscs.LG

New issue found in value-based reinforcement learning for stochastic environments.

problem Value-based reinforcement learning struggles with stochastic state transitions.

method Demonstrated using a multiobjective Markov Decision Process (MOMDP).

result Approaches may converge to Pareto-dominated solutions instead of optimal ones.

reinforcement learning multiobjective stochastic Markov Decision Process value-based

2020-04-14abs ↗pdf ↗

Factored Policy Gradients: Leveraging Structure for Efficient Learning in MOMDPscs.LG

FPGs use structure to improve policy learning in complex tasks.

problem Policy gradient methods struggle with high-dimensional action spaces and objective multiplicity.

method Factor baseline and action-target influence network to reduce gradient variance.

result FPGs provide a general framework for state-of-the-art algorithms and improve performance.

policy gradients action-target influence MOMDPs variance reduction spatial approximation

2021-02-20abs ↗pdf ↗