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Up the Down Staircase: Hierarchical Reinforcement Learning

  • Alexander Paprotny
  • Michael Thess
Chapter
  • 1.7k Downloads
Part of the Applied and Numerical Harmonic Analysis book series (ANHA)

Abstract

We address the question of how hierarchical, or multigrid, methods may figure in dynamic programming and reinforcement learning for recommendation engines.

After providing a general introduction, we approach the framework of hierarchical methods from both the historical analytical and algebraic viewpoints; we proceed to devising and justifying approaches to apply hierarchical methods to both the model-based as well as the model-free case. In regard to the latter, we set out from the multigrid reinforcement learning algorithms introduced by Ziv in [Ziv04] and extend these methods to finite-horizon problems.

Keywords

Coarse Grid Multigrid Method Bellman Equation Sparse Grid Nodal Basis 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer International Publishing Switzerland 2013

Authors and Affiliations

  • Alexander Paprotny
    • 1
  • Michael Thess
    • 2
  1. 1.Research and Developmentprudsys AGBerlinGermany
  2. 2.Research and Developmentprudsys AGChemnitzGermany

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