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Deep reinforcement learning (DRL) is a well-suited approach to financial decision-making, where an agent makes decisions based on its trading strategy developed from market observations. Existing DRL intraday trading strategies mainly use…

Trading and Market Microstructure · Quantitative Finance 2024-06-13 Sven Goluža , Tomislav Kovačević , Tessa Bauman , Zvonko Kostanjčar

Combining data-driven applications with control systems plays a key role in recent Autonomous Car research. This thesis offers a structured review of the latest literature on Deep Reinforcement Learning (DRL) within the realm of autonomous…

Robotics · Computer Science 2024-04-02 Yiyang Chen , Chao Ji , Yunrui Cai , Tong Yan , Bo Su

We present a unifying framework for designing and analysing distributional reinforcement learning (DRL) algorithms in terms of recursively estimating statistics of the return distribution. Our key insight is that DRL algorithms can be…

Machine Learning · Statistics 2019-02-22 Mark Rowland , Robert Dadashi , Saurabh Kumar , Rémi Munos , Marc G. Bellemare , Will Dabney

Deep reinforcement learning (DRL) breaks through the bottlenecks of traditional reinforcement learning (RL) with the help of the perception capability of deep learning and has been widely applied in real-world problems.While model-free RL,…

Machine Learning · Computer Science 2022-11-28 Tingting Zhao , Ying Wang , Wei Sun , Yarui Chen , Gang Niub , Masashi Sugiyama

Recently, deep reinforcement learning (RL) methods have been applied successfully to multi-agent scenarios. Typically, these methods rely on a concatenation of agent states to represent the information content required for decentralized…

Multiagent Systems · Computer Science 2019-06-07 Maximilian Hüttenrauch , Adrian Šošić , Gerhard Neumann

The framework of deep reinforcement learning (DRL) provides a powerful and widely applicable mathematical formalization for sequential decision-making. This paper present a novel DRL framework, termed \emph{$f$-Divergence Reinforcement…

Machine Learning · Computer Science 2021-12-15 Chen Gong , Qiang He , Yunpeng Bai , Zhou Yang , Xiaoyu Chen , Xinwen Hou , Xianjie Zhang , Yu Liu , Guoliang Fan

Data processing and analytics are fundamental and pervasive. Algorithms play a vital role in data processing and analytics where many algorithm designs have incorporated heuristics and general rules from human knowledge and experience to…

Machine Learning · Computer Science 2022-02-07 Qingpeng Cai , Can Cui , Yiyuan Xiong , Wei Wang , Zhongle Xie , Meihui Zhang

Reinforcement Learning (RL) based methods have seen their paramount successes in solving serial decision-making and control problems in recent years. For conventional RL formulations, Markov Decision Process (MDP) and state-action-value…

Machine Learning · Computer Science 2020-06-09 Ziyao Zhang , Liang Ma , Kin K. Leung , Konstantinos Poularakis , Mudhakar Srivatsa

Machine scheduling aims to optimize job assignments to machines while adhering to manufacturing rules and job specifications. This optimization leads to reduced operational costs, improved customer demand fulfillment, and enhanced…

Reinforcement Learning (RL) enables an intelligent agent to optimise its performance in a task by continuously taking action from an observed state and receiving a feedback from the environment in form of rewards. RL typically uses tables…

Artificial Intelligence · Computer Science 2025-01-28 Alberto Castagna

A promising characteristic of Deep Reinforcement Learning (DRL) is its capability to learn optimal policy in an end-to-end manner without relying on feature engineering. However, most approaches assume a fully observable state space, i.e.…

Machine Learning · Computer Science 2021-09-14 Lingheng Meng , Rob Gorbet , Dana Kulić

Algorithmic stock trading has become a staple in today's financial market, the majority of trades being now fully automated. Deep Reinforcement Learning (DRL) agents proved to be to a force to be reckon with in many complex games like Chess…

Machine Learning · Computer Science 2021-06-02 Tidor-Vlad Pricope

Multi-agent pathfinding (MAPF) is a critical field in many large-scale robotic applications, often being the fundamental step in multi-agent systems. The increasing complexity of MAPF in complex and crowded environments, however, critically…

Artificial Intelligence · Computer Science 2024-02-09 Jaehoon Chung , Jamil Fayyad , Younes Al Younes , Homayoun Najjaran

In dynamic programming (DP) and reinforcement learning (RL), an agent learns to act optimally in terms of expected long-term return by sequentially interacting with its environment modeled by a Markov decision process (MDP). More generally…

Machine Learning · Computer Science 2022-01-03 Mastane Achab , Gergely Neu

Distributional reinforcement learning (DRL) is a recent reinforcement learning framework whose success has been supported by various empirical studies. It relies on the key idea of replacing the expected return with the return distribution,…

Machine Learning · Computer Science 2020-01-09 Rahul Singh , Keuntaek Lee , Yongxin Chen

Deep Reinforcement Learning (RL) recently emerged as one of the most competitive approaches for learning in sequential decision making problems with fully observable environments, e.g., computer Go. However, very little work has been done…

Machine Learning · Computer Science 2018-05-09 Pengfei Zhu , Xin Li , Pascal Poupart , Guanghui Miao

Deep Reinforcement Learning (RL) recently emerged as one of the most competitive approaches for learning in sequential decision making problems with fully observable environments, e.g., computer Go. However, very little work has been done…

Machine Learning · Computer Science 2018-05-25 Pengfei Zhu , Xin Li , Pascal Poupart , Guanghui Miao

Deep reinforcement learning (DRL) agents are trained through trial-and-error interactions with the environment. This leads to a long training time for dense neural networks to achieve good performance. Hence, prohibitive computation and…

Machine Learning · Computer Science 2022-05-09 Ghada Sokar , Elena Mocanu , Decebal Constantin Mocanu , Mykola Pechenizkiy , Peter Stone

Researchers have demonstrated that Deep Reinforcement Learning (DRL) is a powerful tool for finding policies that perform well on complex robotic systems. However, these policies are often unpredictable and can induce highly variable…

Robotics · Computer Science 2022-03-08 Sean Gillen , Asutay Ozmen , Katie Byl

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