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Using deep neural nets as function approximator for reinforcement learning tasks have recently been shown to be very powerful for solving problems approaching real-world complexity. Using these results as a benchmark, we discuss the role…

Machine Learning · Computer Science 2016-01-21 Vincent François-Lavet , Raphael Fonteneau , Damien Ernst

We present a novel algorithm to train a deep Q-learning agent using natural-gradient techniques. We compare the original deep Q-network (DQN) algorithm to its natural-gradient counterpart, which we refer to as NGDQN, on a collection of…

Machine Learning · Computer Science 2018-11-15 Ethan Knight , Osher Lerner

Deep Q-Learning is an important reinforcement learning algorithm, which involves training a deep neural network, called Deep Q-Network (DQN), to approximate the well-known Q-function. Although wildly successful under laboratory conditions,…

Machine Learning · Computer Science 2021-04-13 Arunselvan Ramaswamy , Eyke Hüllermeier

The Q-learning algorithm is known to be affected by the maximization bias, i.e. the systematic overestimation of action values, an important issue that has recently received renewed attention. Double Q-learning has been proposed as an…

Machine Learning · Computer Science 2021-02-03 Rong Zhu , Mattia Rigotti

Deep reinforcement learning for high dimensional, hierarchical control tasks usually requires the use of complex neural networks as functional approximators, which can lead to inefficiency, instability and even divergence in the training…

Machine Learning · Computer Science 2019-11-26 Yuguang Yang

In many real world applications, reinforcement learning agents have to optimize multiple objectives while following certain rules or satisfying a list of constraints. Classical methods based on reward shaping, i.e. a weighted combination of…

Machine Learning · Computer Science 2020-09-15 Gabriel Kalweit , Maria Huegle , Moritz Werling , Joschka Boedecker

Despite the great empirical success of deep reinforcement learning, its theoretical foundation is less well understood. In this work, we make the first attempt to theoretically understand the deep Q-network (DQN) algorithm (Mnih et al.,…

Machine Learning · Computer Science 2020-02-25 Jianqing Fan , Zhaoran Wang , Yuchen Xie , Zhuoran Yang

In this work we present a method for using Deep Q-Networks (DQNs) in multi-objective environments. Deep Q-Networks provide remarkable performance in single objective problems learning from high-level visual state representations. However,…

Artificial Intelligence · Computer Science 2018-02-26 Tomasz Tajmajer

Optimal trade execution is an important problem faced by essentially all traders. Much research into optimal execution uses stringent model assumptions and applies continuous time stochastic control to solve them. Here, we instead take a…

Trading and Market Microstructure · Quantitative Finance 2020-06-09 Brian Ning , Franco Ho Ting Lin , Sebastian Jaimungal

Deep Q-learning Network (DQN) is a successful way which combines reinforcement learning with deep neural networks and leads to a widespread application of reinforcement learning. One challenging problem when applying DQN or other…

Machine Learning · Computer Science 2022-09-19 Zhe Zhang , Yukun Zou , Junjie Lai , Qing Xu

In this paper, the implementation of two Reinforcement learnings namely, Q Learning and Deep Q Network(DQN) on a Self Balancing Robot Gazebo model has been discussed. The goal of the experiments is to make the robot model learn the best…

Robotics · Computer Science 2018-07-24 MD Muhaimin Rahman , SM Hasanur Rashid , M. M Hossain

The popular Q-learning algorithm is known to overestimate action values under certain conditions. It was not previously known whether, in practice, such overestimations are common, whether they harm performance, and whether they can…

Machine Learning · Computer Science 2015-12-10 Hado van Hasselt , Arthur Guez , David Silver

Financial market prediction and optimal trading strategy development remain challenging due to market complexity and volatility. Our research in quantum finance and reinforcement learning for decision-making demonstrates the approach of…

Quantum Physics · Physics 2025-01-24 Siddhant Dutta , Nouhaila Innan , Alberto Marchisio , Sadok Ben Yahia , Muhammad Shafique

We propose Deep Q-Networks (DQN) with model-based exploration, an algorithm combining both model-free and model-based approaches that explores better and learns environments with sparse rewards more efficiently. DQN is a general-purpose,…

Machine Learning · Computer Science 2019-03-25 Stephen Zhen Gou , Yuyang Liu

This paper introduces Q-learning with gradient target tracking, a novel reinforcement learning framework that provides a learned continuous target update mechanism as an alternative to the conventional hard update paradigm. In the standard…

Machine Learning · Computer Science 2025-07-21 Bum Geun Park , Taeho Lee , Donghwan Lee

The deep Q-network (DQN) and return-based reinforcement learning are two promising algorithms proposed in recent years. DQN brings advances to complex sequential decision problems, while return-based algorithms have advantages in making use…

Machine Learning · Computer Science 2019-12-02 Wenjia Meng , Qian Zheng , Long Yang , Pengfei Li , Gang Pan

In this paper, we propose a principled deep reinforcement learning (RL) approach that is able to accelerate the convergence rate of general deep neural networks (DNNs). With our approach, a deep RL agent (synonym for optimizer in this work)…

Machine Learning · Computer Science 2017-07-14 Jie Fu

Machine Learning algorithms and Neural Networks are widely applied to many different areas such as stock market prediction, face recognition and population analysis. This paper will introduce a strategy based on the classic Deep…

Portfolio Management · Quantitative Finance 2020-03-16 Ziming Gao , Yuan Gao , Yi Hu , Zhengyong Jiang , Jionglong Su

Parameterised actions in reinforcement learning are composed of discrete actions with continuous action-parameters. This provides a framework for solving complex domains that require combining high-level actions with flexible control. The…

Machine Learning · Computer Science 2019-05-14 Craig J. Bester , Steven D. James , George D. Konidaris

Deep reinforcement learning is a technique for solving problems in a variety of environments, ranging from Atari video games to stock trading. This method leverages deep neural network models to make decisions based on observations of a…

Machine Learning · Computer Science 2022-09-13 Anthony Dowling
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