Reinforcement Learning in Economics

  • M.Sc. Kurs
  • Seminar
  • 4 SWS, 10 CP
  • 3. Fachsemester
  • First Date: tba

INSTRUCTORS:

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Reinforcement Learning in Economics

Reinforcement Learning is a subfield of Machine Learning which is suitable for sequential decision making.

In this course, you will learn about the basic RL framework and how to model a problem as a Markov Decision Process. You will learn how to solve those problems with different algorithms using Python and OpenAI Gym. In particular, you will study Dynamic Programming, Monte-Carlo Methods, and Temporal Difference. First, you will solve small, discrete problems and later more complex problems using function approximation like neural networks.

More information can be found here.