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Developing robotic agents that can perform well in diverse environments while showing a variety of behaviors is a key challenge in AI and robotics. Traditional reinforcement learning (RL) methods often create agents that specialize in…

Robotics · Computer Science 2025-03-25 Octi Zhang , Quanquan Peng , Rosario Scalise , Bryon Boots

Algorithmic trading refers to executing buy and sell orders for specific assets based on automatically identified trading opportunities. Strategies based on reinforcement learning (RL) have demonstrated remarkable capabilities in addressing…

Trading and Market Microstructure · Quantitative Finance 2024-07-03 Xi Cheng , Jinghao Zhang , Yunan Zeng , Wenfang Xue

Reinforcement learning is a machine learning approach based on behavioral psychology. It is focused on learning agents that can acquire knowledge and learn to carry out new tasks by interacting with the environment. However, a problem…

Artificial Intelligence · Computer Science 2022-12-15 Hugo Muñoz , Ernesto Portugal , Angel Ayala , Bruno Fernandes , Francisco Cruz

While humans and animals learn incrementally during their lifetimes and exploit their experience to solve new tasks, standard deep reinforcement learning methods specialize to solve only one task at a time. As a result, the information they…

Artificial Intelligence · Computer Science 2022-02-23 Diego Gomez , Nicanor Quijano , Luis Felipe Giraldo

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

While the recommendation system (RS) has advanced significantly through deep learning, current RS approaches usually train and fine-tune models on task-specific datasets, limiting their generalizability to new recommendation tasks and their…

Information Retrieval · Computer Science 2024-03-22 Yancheng Wang , Ziyan Jiang , Zheng Chen , Fan Yang , Yingxue Zhou , Eunah Cho , Xing Fan , Xiaojiang Huang , Yanbin Lu , Yingzhen Yang

Learning continually and online from a continuous stream of data is challenging, especially for a reinforcement learning agent with sequential data. When the environment only provides observations giving partial information about the state…

Machine Learning · Computer Science 2022-01-03 Amir Samani , Richard S. Sutton

Within the domain of Massively Multiplayer Online (MMO) economy research, Agent-Based Modeling (ABM) has emerged as a robust tool for analyzing game economics, evolving from rule-based agents to decision-making agents enhanced by…

Artificial Intelligence · Computer Science 2025-06-06 Bihan Xu , Shiwei Zhao , Runze Wu , Zhenya Huang , Jiawei Wang , Zhipeng Hu , Kai Wang , Haoyu Liu , Tangjie Lv , Le Li , Changjie Fan , Xin Tong , Jiangze Han

Providing Reinforcement Learning agents with expert advice can dramatically improve various aspects of learning. Prior work has developed teaching protocols that enable agents to learn efficiently in complex environments; many of these…

Machine Learning · Computer Science 2017-01-17 David Abel , John Salvatier , Andreas Stuhlmüller , Owain Evans

Large Language Model (LLM) agents can leverage multiple turns and tools to solve complex tasks, with prompt-based approaches achieving strong performance. This work demonstrates that Reinforcement Learning (RL) can push capabilities…

Computation and Language · Computer Science 2025-10-29 Vivek Kalyan , Martin Andrews

Investors and regulators can greatly benefit from a realistic market simulator that enables them to anticipate the consequences of their decisions in real markets. However, traditional rule-based market simulators often fall short in…

Trading and Market Microstructure · Quantitative Finance 2024-04-01 Zhiyuan Yao , Zheng Li , Matthew Thomas , Ionut Florescu

Market making is a fundamental trading problem in which an agent provides liquidity by continually offering to buy and sell a security. The problem is challenging due to inventory risk, the risk of accumulating an unfavourable position and…

Artificial Intelligence · Computer Science 2018-04-13 Thomas Spooner , John Fearnley , Rahul Savani , Andreas Koukorinis

Recurrent neural network is a powerful model that learns temporal patterns in sequential data. For a long time, it was believed that recurrent networks are difficult to train using simple optimizers, such as stochastic gradient descent, due…

Neural and Evolutionary Computing · Computer Science 2015-04-20 Tomas Mikolov , Armand Joulin , Sumit Chopra , Michael Mathieu , Marc'Aurelio Ranzato

We propose using deep reinforcement learning to solve dynamic stochastic general equilibrium models. Agents are represented by deep artificial neural networks and learn to solve their dynamic optimisation problem by interacting with the…

Econometrics · Economics 2023-01-06 Mingli Chen , Andreas Joseph , Michael Kumhof , Xinlei Pan , Xuan Zhou

Agents that can learn to imitate given video observation -- \emph{without direct access to state or action information} are more applicable to learning in the natural world. However, formulating a reinforcement learning (RL) agent that…

Machine Learning · Computer Science 2023-07-14 Glen Berseth , Florian Golemo , Christopher Pal

The outstanding capabilities of large language models (LLMs) render them a crucial component in various autonomous agent systems. While traditional methods depend on the inherent knowledge of LLMs without fine-tuning, more recent approaches…

Artificial Intelligence · Computer Science 2024-12-10 Zhirui Deng , Zhicheng Dou , Yutao Zhu , Ji-Rong Wen , Ruibin Xiong , Mang Wang , Weipeng Chen

We propose a multi-agent distributed reinforcement learning algorithm that balances between potentially conflicting short-term reward and sparse, delayed long-term reward, and learns with partial information in a dynamic environment. We…

Machine Learning · Computer Science 2022-04-06 Jing Tan , Ramin Khalili , Holger Karl

Large Language Models (LLMs) and Reinforcement Learning (RL) are two powerful approaches for building autonomous agents. However, due to limited understanding of the game environment, agents often resort to inefficient exploration and…

Machine Learning · Computer Science 2024-11-26 Ziyu Chen , Zhiqing Xiao , Xinbei Jiang , Junbo Zhao

Deep reinforcement learning has proven to be a great success in allowing agents to learn complex tasks. However, its application to actual robots can be prohibitively expensive. Furthermore, the unpredictability of human behavior in…

Robotics · Computer Science 2019-08-16 Mohammad Thabet , Massimiliano Patacchiola , Angelo Cangelosi

Execution algorithms are vital to modern trading, they enable market participants to execute large orders while minimising market impact and transaction costs. As these algorithms grow more sophisticated, optimising them becomes…

Computational Finance · Quantitative Finance 2025-10-28 Ollie Olby , Andreea Bacalum , Rory Baggott , Namid Stillman