Reinforcement Learning from First Principles (with applications in Finance)

This is an attempt to implement Reinforcement Learning algorithms and MDP framework in Rust language. Code performance is not an objective of the project in the first (current) phase but instead to develop all the ideas that are needed to understand RL algorithms with specific applications in the field of Finance.

Features

• Probabibility distribution interface
• Markov process interface

Licence

This project is licensed under the MIT license.