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Reinforcement Learning has emerged as a promising framework for developing adaptive and data-driven strategies, enabling market makers to optimize decision-making policies based on interactions with the limit order book environment. This…

Trading and Market Microstructure · Quantitative Finance 2026-02-17 Rafael Zimmer , Oswaldo Luiz do Valle Costa

Interacting with the actual environment to acquire data is often costly and time-consuming in robotic tasks. Model-based offline reinforcement learning (RL) provides a feasible solution. On the one hand, it eliminates the requirements of…

Machine Learning · Computer Science 2023-10-17 Pengqin Wang , Meixin Zhu , Shaojie Shen

Policy-gradient approaches to reinforcement learning have two common and undesirable overhead procedures, namely warm-start training and sample variance reduction. In this paper, we describe a reinforcement learning method based on a…

Machine Learning · Computer Science 2017-10-17 Nan Ding , Radu Soricut

Batch reinforcement learning enables policy learning without direct interaction with the environment during training, relying exclusively on previously collected sets of interactions. This approach is, therefore, well-suited for high-risk…

Machine Learning · Computer Science 2024-11-18 Amna Najib , Stefan Depeweg , Phillip Swazinna

Several works have addressed the problem of incorporating constraints in the reinforcement learning (RL) framework, however majority of them can only guarantee the satisfaction of soft constraints. In this work, we address the problem of…

Machine Learning · Computer Science 2020-06-16 Kwangyeon Kim , Akshita Gupta , Hong-Cheol Choi , Inseok Hwang

Recent breakthroughs in Go play and strategic games have witnessed the great potential of reinforcement learning in intelligently scheduling in uncertain environment, but some bottlenecks are also encountered when we generalize this…

Machine Learning · Computer Science 2018-12-27 Xingxing Liang , Qi Wang , Yanghe Feng , Zhong Liu , Jincai Huang

Traditional model-based reinforcement learning (RL) methods generate forward rollout traces using the learnt dynamics model to reduce interactions with the real environment. The recent model-based RL method considers the way to learn a…

Machine Learning · Computer Science 2022-08-05 Yuxin Pan , Fangzhen Lin

A common belief in model-free reinforcement learning is that methods based on random search in the parameter space of policies exhibit significantly worse sample complexity than those that explore the space of actions. We dispel such…

Machine Learning · Computer Science 2018-03-20 Horia Mania , Aurelia Guy , Benjamin Recht

We present a general, two-stage reinforcement learning approach to create robust policies that can be deployed on real robots without any additional training using a single demonstration generated by trajectory optimization. The…

Robotics · Computer Science 2022-01-25 Miroslav Bogdanovic , Majid Khadiv , Ludovic Righetti

While reinforcement learning (RL) has achieved notable success in various domains, training effective policies for complex tasks remains challenging. Agents often converge to local optima and fail to maximize long-term rewards. Existing…

Artificial Intelligence · Computer Science 2025-05-28 Heng Tan , Hua Yan , Yu Yang

Reinforcement learning is an appropriate and successful method to robustly perform low-level robot control under noisy conditions. Symbolic action planning is useful to resolve causal dependencies and to break a causally complex problem…

Machine Learning · Computer Science 2019-12-10 Manfred Eppe , Phuong D. H. Nguyen , Stefan Wermter

Model-based reinforcement learning is an effective approach for controlling an unknown system. It is based on a longstanding pipeline familiar to the control community in which one performs experiments on the environment to collect a…

Systems and Control · Electrical Eng. & Systems 2024-08-14 Bruce D. Lee , Ingvar Ziemann , George J. Pappas , Nikolai Matni

Reinforcement learning can enable complex, adaptive behavior to be learned automatically for autonomous robotic platforms. However, practical deployment of reinforcement learning methods must contend with the fact that the training process…

Machine Learning · Computer Science 2017-02-07 Gregory Kahn , Adam Villaflor , Vitchyr Pong , Pieter Abbeel , Sergey Levine

Reinforcement learning algorithms are typically limited to learning a single solution for a specified task, even though diverse solutions often exist. Recent studies showed that learning a set of diverse solutions is beneficial because…

Machine Learning · Statistics 2022-04-14 Takayuki Osa , Voot Tangkaratt , Masashi Sugiyama

We present a reinforcement learning-based solution to autonomously race on a miniature race car platform. We show that a policy that is trained purely in simulation using a relatively simple vehicle model, including model randomization, can…

Robotics · Computer Science 2021-05-10 Eugenio Chisari , Alexander Liniger , Alisa Rupenyan , Luc Van Gool , John Lygeros

The naive application of Reinforcement Learning algorithms to continuous control problems -- such as locomotion and manipulation -- often results in policies which rely on high-amplitude, high-frequency control signals, known colloquially…

Robotics · Computer Science 2019-02-14 Steven Bohez , Abbas Abdolmaleki , Michael Neunert , Jonas Buchli , Nicolas Heess , Raia Hadsell

We address the problem of reinforcement learning in which observations may exhibit an arbitrary form of stochastic dependence on past observations and actions, i.e. environments more general than (PO)MDPs. The task for an agent is to attain…

Machine Learning · Computer Science 2009-12-30 Daniil Ryabko , Marcus Hutter

Reinforcement learning is about learning agent models that make the best sequential decisions in unknown environments. In an unknown environment, the agent needs to explore the environment while exploiting the collected information, which…

Machine Learning · Computer Science 2021-02-12 Hong Qian , Yang Yu

Meta-reinforcement learning enables artificial agents to learn from related training tasks and adapt to new tasks efficiently with minimal interaction data. However, most existing research is still limited to narrow task distributions that…

Machine Learning · Computer Science 2023-05-02 Mingyang Wang , Zhenshan Bing , Xiangtong Yao , Shuai Wang , Hang Su , Chenguang Yang , Kai Huang , Alois Knoll

Motivated by the novel paradigm developed by Van Roy and coauthors for reinforcement learning in arbitrary non-Markovian environments, we propose a related formulation and explicitly pin down the error caused by non-Markovianity of…

Systems and Control · Electrical Eng. & Systems 2024-02-15 Siddharth Chandak , Pratik Shah , Vivek S Borkar , Parth Dodhia