News for hackers. Stuff that matters.

A comment on Alpha Go Zero: How and Why It Works. Parent comment

Re:Alpha Go Zero: How and Why It Works by arnioxux on Sunday November 05, 2017 @01:17AM (#15628266)
I think the bellman equation (which is used extensively in reinforcement learning) is also taught in stochastic calculus for finance (except in the continuous form?). https://en.wikipedia.org/wiki/Hamilton%E2%80%93Jacobi%E2%80%...

My memory is hazy so there might not be a real connection here.

[ Parent | on HN ]
Re:Alpha Go Zero: How and Why It Works by jey on Sunday November 05, 2017 @01:23AM (#15628280)
Yup, and a lot more! The Hamilton-Jacobi-Bellman equations come up in anything that can be formulated as an optimal control problem.

I'm not an expert, but he is: http://www.athenasc.com/dpbook.html

[ Parent | on HN ]
Re:Alpha Go Zero: How and Why It Works by waynenilsen on Sunday November 05, 2017 @06:56AM (#15629047)
Yes see book by oksendal
[ Parent | on HN ]