[graycat]

Your first reference is good enough -- it's okay.

All I saw was the Github page of gibberish -- I don't use Github whatever the heck it is. But your URL was fine.

So, the work is a relatively routine application of classic work from optimization going way back, e.g., to Bellman.

The "Reinforcement learning" terminology looks like a new label for some quite ancient wine.

I've wondered what machine learning had that was good and new, and so far I've seen some that is good but not new and some that is new but not good.

For an application, it would be good to justify the Markov assumption, that is, that the past and future of the process are conditionally independent given the present.

For a more detailed treatment, I'd recommend, say,

E. B. Dynkin and A. A. Yushkevich, 'Controlled Markov Processes'.

[defen]

Hi - in a previous comment you mention a paper you wrote that describes a distribution-free multivariate anomaly detector (this is the comment: https://news.ycombinator.com/item?id=9580929)

Would you mind emailing me a copy of it please? Address in profile. Thanks in advance!