IDEAS home Printed from https://ideas.repec.org/p/lei/ingber/03rl.html
   My bibliography  Save this paper

A reinforcement learning method based on adaptive simulated annealing

Author

Listed:

Abstract

No abstract is available for this item.

Suggested Citation

  • A.F. Atiya & A.G. Parlos & L. Ingber, 2003. "A reinforcement learning method based on adaptive simulated annealing," Lester Ingber Papers 03rl, Lester Ingber.
    • Handle: RePEc:lei:ingber:03rl
    as

    Download full text from publisher

    File URL: https://www.ingber.com/asa03_reinforce.pdf
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. L. Ingber, 1989. "Very fast simulated re-annealing," Lester Ingber Papers 89vf, Lester Ingber.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. L. Ingber, 2006. "Ideas by statistical mechanics (ISM)," Lester Ingber Papers 06is, Lester Ingber.
    2. L. Ingber, 2018. "Quantum Variables in Finance and Neuroscience," Lester Ingber Papers 18qv, Lester Ingber.
    3. L. Ingber, 2022. "Quantum Variables in Finance," Lester Ingber Papers 22qv, Lester Ingber.
    4. L. Ingber, 2018. "Quantum calcium-ion interactions with EEG," Lester Ingber Papers 18qc, Lester Ingber.
    5. L. Ingber, 2021. "Forecasting COVID-19 with importance-sampling and path-integrals," Lester Ingber Papers 21fc, Lester Ingber.
    6. L. Ingber, 2020. "Forecasting with importance-sampling and path-integrals: Applications to COVID-19," Lester Ingber Papers 20fi, Lester Ingber.
    7. L. Ingber, 2018. "Model of Models (MOM)," Lester Ingber Papers 18mo, Lester Ingber.
    8. Cheng-Ming Lee & Chia-Nan Ko, 2016. "Short-Term Load Forecasting Using Adaptive Annealing Learning Algorithm Based Reinforcement Neural Network," Energies, MDPI, vol. 9(12), pages 1-15, November.
    9. L. Ingber, 2012. "Adaptive simulated annealing," Lester Ingber Papers 12as, Lester Ingber.
    10. Alok Dhaundiyal & Laszlo Toth, 2024. "Optimization of Torrefaction Parameters Using Metaheuristic Approach," Energies, MDPI, vol. 17(13), pages 1-18, July.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. L. Ingber, 2015. "Synergy among multiple scales of neocortical interactions," Lester Ingber Papers 15sc, Lester Ingber.
    2. L. Ingber & B. Rosen, 1992. "Genetic algorithms and very fast simulated reannealing: A comparison," Lester Ingber Papers 92ga, Lester Ingber.
    3. Sakata, Shinichi & White, Halbert, 2001. "S-estimation of nonlinear regression models with dependent and heterogeneous observations," Journal of Econometrics, Elsevier, vol. 103(1-2), pages 5-72, July.
    4. Amir Atiya & Steve Wall, 2009. "An analytic approximation of the likelihood function for the Heston model volatility estimation problem," Quantitative Finance, Taylor & Francis Journals, vol. 9(3), pages 289-296.
    5. Moriguchi, Kai & Ueki, Tatsuhito & Saito, Masashi, 2020. "Establishing optimal forest harvesting regulation with continuous approximation," Operations Research Perspectives, Elsevier, vol. 7(C).
    6. Chang-Yong Lee & Dongju Lee, 2014. "Determination of initial temperature in fast simulated annealing," Computational Optimization and Applications, Springer, vol. 58(2), pages 503-522, June.
    7. Gerber, Mathieu & Bornn, Luke, 2018. "Convergence results for a class of time-varying simulated annealing algorithms," Stochastic Processes and their Applications, Elsevier, vol. 128(4), pages 1073-1094.
    8. Preminger, Arie & Franck, Raphael, 2007. "Forecasting exchange rates: A robust regression approach," International Journal of Forecasting, Elsevier, vol. 23(1), pages 71-84.
    9. L. Ingber, 2018. "Quantum Variables in Finance and Neuroscience," Lester Ingber Papers 18qv, Lester Ingber.
    10. Sha Lin & Xin-Jiang He, 2022. "Analytically Pricing European Options under a New Two-Factor Heston Model with Regime Switching," Computational Economics, Springer;Society for Computational Economics, vol. 59(3), pages 1069-1085, March.
    11. L. Ingber & H. Fujio & M.F. Wehner, 1991. "Mathematical comparison of combat computer models to exercise data," Lester Ingber Papers 91mc, Lester Ingber.
    12. L. Ingber, 2022. "Quantum Variables in Finance," Lester Ingber Papers 22qv, Lester Ingber.
    13. L. Ingber, 2018. "Model of Models (MOM)," Lester Ingber Papers 18mo, Lester Ingber.
    14. L. Ingber & D.D. Sworder, 1991. "Statistical mechanics of combat with human factors," Lester Ingber Papers 91ch, Lester Ingber.
    15. L. Ingber, 1994. "Statistical mechanics of neocortical interactions: Path-integral evolution of short-term memory," Lester Ingber Papers 94ni, Lester Ingber.
    16. Ingber, Lester, 2000. "High-resolution path-integral development of financial options," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 283(3), pages 529-558.
    17. L. Ingber, 2018. "Quantum calcium-ion interactions with EEG," Lester Ingber Papers 18qc, Lester Ingber.
    18. Michael Saah Hayford & Bithin Datta, 2021. "Source Characterization of Multiple Reactive Species at an Abandoned Mine Site Using a Groundwater Numerical Simulation Model and Optimization Models," IJERPH, MDPI, vol. 18(9), pages 1-42, April.
    19. Dimitris Bertsimas & Omid Nohadani, 2010. "Robust optimization with simulated annealing," Journal of Global Optimization, Springer, vol. 48(2), pages 323-334, October.
    20. Sakata, Shinichi, 2007. "Instrumental variable estimation based on conditional median restriction," Journal of Econometrics, Elsevier, vol. 141(2), pages 350-382, December.

    More about this item

    NEP fields

    This paper has been announced in the following NEP Reports:

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:lei:ingber:03rl. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: the person in charge (email available below). General contact details of provider: .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.