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

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

However, since the standard MCTS does not have the ability to learn state representation, the size of the tree-search space can be too large to search.

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.