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We investigate the use of Reinforcement Learning for the optimal execution of meta-orders, where the objective is to execute incrementally large orders while minimizing implementation shortfall and market impact over an extended period of…

Trading and Market Microstructure · Quantitative Finance 2025-11-20 Tomas Espana , Yadh Hafsi , Fabrizio Lillo , Edoardo Vittori

Deep Reinforcement Learning (RL) has demonstrated success in solving complex sequential decision-making problems by integrating neural networks with the RL framework. However, training deep RL models poses several challenges, such as the…

Machine Learning · Computer Science 2025-09-30 Sooraj Sathish , Keshav Goyal , Raghuram Bharadwaj Diddigi

Opponent modeling is necessary in multi-agent settings where secondary agents with competing goals also adapt their strategies, yet it remains challenging because strategies interact with each other and change. Most previous work focuses on…

Machine Learning · Computer Science 2016-09-20 He He , Jordan Boyd-Graber , Kevin Kwok , Hal Daumé

Deep reinforcement learning (RL) algorithms can learn complex policies to optimize agent operation over time. RL algorithms have shown promising results in solving complicated problems in recent years. However, their application on…

Machine Learning · Computer Science 2021-09-29 Hamed Khorasgani , Haiyan Wang , Chetan Gupta , Susumu Serita

This paper presents a novel approach to multi-agent reinforcement learning (RL) for linear systems with convex polytopic constraints. Existing work on RL has demonstrated the use of model predictive control (MPC) as a function approximator…

Systems and Control · Electrical Eng. & Systems 2025-01-06 Samuel Mallick , Filippo Airaldi , Azita Dabiri , Bart De Schutter

We consider a dynamic multichannel access problem, where multiple correlated channels follow an unknown joint Markov model. A user at each time slot selects a channel to transmit data and receives a reward based on the success or failure of…

Networking and Internet Architecture · Computer Science 2018-02-21 Shangxing Wang , Hanpeng Liu , Pedro Henrique Gomes , Bhaskar Krishnamachari

Deep learning and reinforcement learning methods have recently been used to solve a variety of problems in continuous control domains. An obvious application of these techniques is dexterous manipulation tasks in robotics which are…

In this paper we investigate the properties of representations learned by deep reinforcement learning systems. Much of the early work on representations for reinforcement learning focused on designing fixed-basis architectures to achieve…

Machine Learning · Computer Science 2023-05-08 Han Wang , Erfan Miahi , Martha White , Marlos C. Machado , Zaheer Abbas , Raksha Kumaraswamy , Vincent Liu , Adam White

Deep reinforcement learning has proven remarkably useful in training agents from unstructured data. However, the opacity of the produced agents makes it difficult to ensure that they adhere to various requirements posed by human engineers.…

Machine Learning · Computer Science 2022-02-10 Raz Yerushalmi , Guy Amir , Achiya Elyasaf , David Harel , Guy Katz , Assaf Marron

We present a control approach for autonomous vehicles based on deep reinforcement learning. A neural network agent is trained to map its estimated state to acceleration and steering commands given the objective of reaching a specific target…

Robotics · Computer Science 2020-03-16 Andreas Folkers , Matthias Rick , Christof Büskens

Deep reinforcement learning is a promising approach to training a dialog manager, but current methods struggle with the large state and action spaces of multi-domain dialog systems. Building upon Deep Q-learning from Demonstrations (DQfD),…

Computation and Language · Computer Science 2020-08-14 Gabriel Gordon-Hall , Philip John Gorinski , Shay B. Cohen

In shared autonomy, user input is combined with semi-autonomous control to achieve a common goal. The goal is often unknown ex-ante, so prior work enables agents to infer the goal from user input and assist with the task. Such methods tend…

Machine Learning · Computer Science 2018-05-24 Siddharth Reddy , Anca D. Dragan , Sergey Levine

We propose a model-free deep reinforcement learning method that leverages a small amount of demonstration data to assist a reinforcement learning agent. We apply this approach to robotic manipulation tasks and train end-to-end visuomotor…

Multiagent systems appear in most social, economical, and political situations. In the present work we extend the Deep Q-Learning Network architecture proposed by Google DeepMind to multiagent environments and investigate how two agents…

Artificial Intelligence · Computer Science 2015-11-30 Ardi Tampuu , Tambet Matiisen , Dorian Kodelja , Ilya Kuzovkin , Kristjan Korjus , Juhan Aru , Jaan Aru , Raul Vicente

The study of unsupervised learning can be generally divided into two categories: imitation learning and reinforcement learning. In imitation learning the machine learns by mimicking the behavior of an expert system whereas in reinforcement…

Machine Learning · Computer Science 2020-04-07 Xiao Lei Zhang , Anish Agarwal

Spectrum sharing among users is a fundamental problem in the management of any wireless network. In this paper, we discuss the problem of distributed spectrum collaboration without central management under general unknown channels. Since…

Signal Processing · Electrical Eng. & Systems 2021-04-07 Pranav M. Pawar , Amir Leshem

Action-value estimation is a critical component of many reinforcement learning (RL) methods whereby sample complexity relies heavily on how fast a good estimator for action value can be learned. By viewing this problem through the lens of…

Machine Learning · Computer Science 2021-06-22 Arash Tavakoli , Mehdi Fatemi , Petar Kormushev

This work studies the distributed learning process on a network of agents. Agents make partial observation about an unknown hypothesis and iteratively share their beliefs over a set of possible hypotheses with their neighbors to learn the…

Systems and Control · Electrical Eng. & Systems 2024-11-19 P Raghavendra Rao , Pooja Vyavahare

In order perform a large variety of tasks and to achieve human-level performance in complex real-world environments, Artificial Intelligence (AI) Agents must be able to learn from their past experiences and gain both knowledge and an…

Machine Learning · Computer Science 2019-05-13 Andrei Claudiu Roibu

Multi-goal policy learning for robotic manipulation is challenging. Prior successes have used state-based representations of the objects or provided demonstration data to facilitate learning. In this paper, by hand-coding a high-level…

Robotics · Computer Science 2022-07-26 David Klee , Ondrej Biza , Robert Platt
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