离散选择模型 Discrete Choice Models

参考文献: Discrete Choice Models and Applications in Operations Management. In INFORMS TutORials in Operations Research. https://doi.org/10.1287/educ.2021.0229 Consumer Choice Models and Estimation: A Review and Extension. Production and Operations Management. https://doi.org/10.1111/poms.13499 Discrete Choice Models 离散选择模……

Lecture 5: Value Function Approximation

Many real world problems have enormous state and/or action spaces, so tabular representation is insufficient. Value Function Approximation Represent a (state/state-action) value function with a parameterized function instead of a table We will write $\hat{v}(s; \mathbf{w}) \approx v_{\pi}(s)$ for the approximate value……

Lecture 4.5: n-step Bootstrapping

$n$-step TD Prediction The idea of $n$-step TD Monte Carlo target $$ G_{t} \doteq R_{t+1}+\gamma R_{t+2}+\gamma^{2} R_{t+3}+\cdots+\gamma^{T-t-1} R_{T} $$ 1-step TD target $$ G_{t: t+1} \doteq R_{t+1}+\gamma V_{t}\left(S_{t+1}\right) $$ 2-step TD target $$ G_{t: t+2} \doteq R_{t+1}+\gamma R_{t+2}+\gamma^{2} V_{t+1}\left(S_{t+2}\right) $$ n-step TD……