Deep Reinforcement Learning - Masterclass 12 - Model-Based Reinforcement Learning

42 Pages Posted: 24 Mar 2022

See all articles by Eric Benhamou

Eric Benhamou

Université Paris Dauphine; AI For Alpha; EB AI Advisory; Université Paris-Dauphine, PSL Research University

David Saltiel

Université Paris Dauphine; A.I. Square Connect; AI For Alpha

Date Written: February 22, 2022

Abstract

Episode 12 of 24 lectures on Deep Reinforcement Learning, which is part of the Syllabus of Dauphine PSL's Master Programm IASD, this lecture presents the basics of model-based RL, as well as uncertainty in model-based RL and how to tackle model-based RL with complex observations.

Keywords: Model-based RL, Uncertainty in RL

JEL Classification: C6, C63

Suggested Citation

Benhamou, Eric and Saltiel, David, Deep Reinforcement Learning - Masterclass 12 - Model-Based Reinforcement Learning (February 22, 2022). Available at SSRN: https://ssrn.com/abstract=4041434

Eric Benhamou (Contact Author)

Université Paris Dauphine ( email )

Place du Maréchal de Tassigny
Paris, Cedex 16 75775
France

AI For Alpha ( email )

35 boulevard d'Inkermann
Neuilly sur Seine, 92200
France

EB AI Advisory ( email )

35 Boulevard d'Inkermann
Neuilly sur Seine, 92200
France

Université Paris-Dauphine, PSL Research University ( email )

Place du Maréchal de Lattre de Tassigny
Paris, 75016
France

David Saltiel

Université Paris Dauphine ( email )

Place du Maréchal de Tassigny
Paris, Cedex 16 75775
France

A.I. Square Connect ( email )

35 Boulevard d'Inkermann
Neuilly sur Seine, 92200
France

AI For Alpha ( email )

35 boulevard d'Inkermann
Neuilly sur Seine, 92200
France

Do you have a job opening that you would like to promote on SSRN?

Paper statistics

Downloads
909
Abstract Views
3,278
PlumX Metrics