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Generalized Kelly Coinflip game: right, observation space has to match the sufficient statistics...
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@@ -85,7 +85,10 @@ class KellyCoinflipGeneralizedEnv(gym.Env):
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self.action_space = spaces.Discrete(maxWealth*100)
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self.action_space = spaces.Discrete(maxWealth*100)
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self.observation_space = spaces.Tuple((
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self.observation_space = spaces.Tuple((
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spaces.Discrete(maxWealth*100+1),
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spaces.Discrete(maxWealth*100+1),
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spaces.Discrete(maxRounds+1)))
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spaces.Discrete(maxRounds+1), # rounds elapsed
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spaces.Discrete(maxRounds+1), # wins
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spaces.Discrete(maxRounds+1), # losses
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spaces.Discrete(maxWealth*100+1))) # maximum observed wealth
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self.reward_range = (0, maxWealth)
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self.reward_range = (0, maxWealth)
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self.edge = edge
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self.edge = edge
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self.wealth = initialWealth
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self.wealth = initialWealth
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