Zhengyao Jiang
Zhengyao Jiang
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Graph Backup: Data Efficient Backup Exploiting Markovian Transitions
We propose to treat the transition data of an MDP as a graph, and define a novel backup operator exploiting this graph structure. Comparing to multi-step backup, our graph backup method allows counterfactual credit assignment, and can reduce the variance that comes from stochastic environment dynamics.
Zhengyao Jiang
,
Tianjun Zhang
,
Robert Kirk
,
Tim Rocktäschel
,
Edward Grefenstette
A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem
Zhengyao Jiang
,
Dixing Xu
,
Jinjun Liang
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