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Reinforcement Learning for Finance: Solve Problems in Finance with CNN and RNN Using the TensorFlow Library
book

Reinforcement Learning for Finance: Solve Problems in Finance with CNN and RNN Using the TensorFlow Library

by Samit Ahlawat
December 2022
Intermediate to advanced content levelIntermediate to advanced
435 pages
7h 29m
English
Apress
Content preview from Reinforcement Learning for Finance: Solve Problems in Finance with CNN and RNN Using the TensorFlow Library
© The Author(s), under exclusive license to APress Media, LLC, part of Springer Nature 2023
S. AhlawatReinforcement Learning for Financehttps://doi.org/10.1007/978-1-4842-8835-1_5

5. Reinforcement Learning Theory

Samit Ahlawat1  
(1)
Irvington, NJ, USA
 

This chapter lays out basic reinforcement learning theory. It introduces the notation used in reinforcement learning literature and provides detailed explanation and proofs of underlying concepts. It provides the foundation for reinforcement learning algorithms introduced in the next chapter.

Richard Bellman pioneered the development of reinforcement learning in the 1950s (Dreyfus, 2002) with the formulation of the Bellman equation governing the optimal state-action selection in a Markov decision problem ...

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Publisher Resources

ISBN: 9781484288351Purchase LinkPublisher Website