I’ve worked through the chapter on OpenAI Gym, even got the scripts working, adjusting for the changes to the API since the book was published. This is a problem with all IT related stuff, changes are so frequent that just about any tutorial/book material is out of date to some extent. Makes learning harder. Anyway, the approach to those games wasn’t very sophisticated. Just demonstrating that if one selects from available actions at random one doesn’t get very far.
So now we’ve moved on to One Armed Bandits, a nickname for slot machines. Looking at strategies for exploring a set of such machines to determine if any has a better probability of reward than the others. This could be relevant to trading. Given a situation where funds could be allocated to a range of strategies, how to determine the most profitable course of action. Especially if you don’t have past history to work with.