A smoothed Q-learning algorithm for estimating optimal dynamic treatment regime
In this paper we propose a smoothed Q-learning algorithm for estimating optimal dynamic treatment regimes. In contrast to the Q-learning algorithm in which non-regular inference is involved, we show that under assumptions adopted in this paper, the proposed smoothed Q-learning estimator is asymptoti...
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Main Authors: | FAN, Yanqin, HE, Ming, SU, Liangjun, ZHOU, Xiao-Hua |
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格式: | text |
語言: | English |
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Institutional Knowledge at Singapore Management University
2019
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在線閱讀: | https://ink.library.smu.edu.sg/soe_research/2044 https://ink.library.smu.edu.sg/context/soe_research/article/3043/viewcontent/Smoothed_Q_learning_algorithm_for_estimating_optimal_2016_pp.pdf |
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機構: | Singapore Management University |
語言: | English |
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