The literature on learning in unknown environments emphasises reinforcing on actions which produce positive results …

The advent of reinforcement learning (RL) in financial markets is driven by several advantages inherent to this field … one integrated step, thereby closely aligning the machine learning problem with the objectives of the investor. At the … supervised learning methods, the RL research community has made considerable advances in the finance domain. The present paper …

dynamics and causal effects on observed variables. Using this connection, we develop two Reinforcement Learning methods termed … Direct Augmented V-Learning (DAV-Learning) and Safe Augmented V-Learning (SAV-Learning), which enable using the observed data … to efficiently learn an optimal treatment regime. We establish theoretical results for these learning methods, including …