Policy Gradient Optimal Correlation Search for Variance Reduction in
Monte Carlo simulation and Maximum Optimal Transport

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Policy Gradient Optimal Correlation Search for Variance Reduction in Monte Carlo simulation and Maximum Optimal Transport

24 July 2023

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Papers citing "Policy Gradient Optimal Correlation Search for Variance Reduction in Monte Carlo simulation and Maximum Optimal Transport"

7 / 7 papers shown

Title
Convergence Analysis of Machine Learning Algorithms for the Numerical Solution of Mean Field Control and Games: II -- The Finite Horizon Case René Carmona Mathieu Laurière 48 99 0 05 Aug 2019
Deep neural networks algorithms for stochastic control problems on finite horizon: numerical applications Achref Bachouch Côme Huré N. Langrené H. Pham 74 87 0 13 Dec 2018
Addressing Function Approximation Error in Actor-Critic Methods Scott Fujimoto H. V. Hoof David Meger OffRL 180 5,204 0 26 Feb 2018
Proximal Policy Optimization Algorithms John Schulman Filip Wolski Prafulla Dhariwal Alec Radford Oleg Klimov OffRL 517 19,237 0 20 Jul 2017
OpenAI Gym Greg Brockman Vicki Cheung Ludwig Pettersson Jonas Schneider John Schulman Jie Tang Wojciech Zaremba OffRL ODL 223 5,077 0 05 Jun 2016
Asynchronous Methods for Deep Reinforcement Learning Volodymyr Mnih Adria Puigdomenech Badia M. Berk Mirza Alex Graves Timothy Lillicrap Tim Harley David Silver Koray Kavukcuoglu 202 8,875 0 04 Feb 2016
Playing Atari with Deep Reinforcement Learning Volodymyr Mnih Koray Kavukcuoglu David Silver Alex Graves Ioannis Antonoglou Daan Wierstra Martin Riedmiller 127 12,261 0 19 Dec 2013

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