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Deep reinforcement learning has demonstrated superhuman performance in complex decision-making tasks, but it struggles with generalization and knowledge reuse - key aspects of true intelligence. This article introduces a novel approach that…

Machine Learning · Computer Science 2024-11-12 Marko Ruman , Tatiana V. Guy

Mean Field Games (MFGs) have the ability to handle large-scale multi-agent systems, but learning Nash equilibria in MFGs remains a challenging task. In this paper, we propose a deep reinforcement learning (DRL) algorithm that achieves…

Computer Science and Game Theory · Computer Science 2024-03-07 Zida Wu , Mathieu Lauriere , Samuel Jia Cong Chua , Matthieu Geist , Olivier Pietquin , Ankur Mehta

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

Recent advances in on-policy reinforcement learning (RL) methods enabled learning agents in virtual environments to master complex tasks with high-dimensional and continuous observation and action spaces. However, leveraging this family of…

Robotics · Computer Science 2019-09-24 Bohan Wu , Iretiayo Akinola , Peter K. Allen

Recent times have witnessed sharp improvements in reinforcement learning tasks using deep reinforcement learning techniques like Deep Q Networks, Policy Gradients, Actor Critic methods which are based on deep learning based models and…

Machine Learning · Computer Science 2019-12-10 Uddeshya Upadhyay , Nikunj Shah , Sucheta Ravikanti , Mayanka Medhe

This article shows how the recent breakthroughs in Reinforcement Learning (RL) that have enabled robots to learn to play arcade video games, walk or assemble colored bricks, can be used to perform other tasks that are currently at the core…

Artificial Intelligence · Computer Science 2017-02-01 Francois Belletti , Daniel Haziza , Gabriel Gomes , Alexandre M. Bayen

General game testing relies on the use of human play testers, play test scripting, and prior knowledge of areas of interest to produce relevant test data. Using deep reinforcement learning (DRL), we introduce a self-learning mechanism to…

Machine Learning · Computer Science 2021-03-31 Joakim Bergdahl , Camilo Gordillo , Konrad Tollmar , Linus Gisslén

Humans learn by interacting with their environments and perceiving the outcomes of their actions. A landmark in artificial intelligence has been the development of deep reinforcement learning (dRL) algorithms capable of doing the same in…

Studies that broaden drone applications into complex tasks require a stable control framework. Recently, deep reinforcement learning (RL) algorithms have been exploited in many studies for robot control to accomplish complex tasks.…

We argue that inventory management presents unique opportunities for the reliable application of deep reinforcement learning (DRL). To enable this, we emphasize and test two complementary techniques. The first is Hindsight Differentiable…

Machine Learning · Computer Science 2025-09-12 Matias Alvo , Daniel Russo , Yash Kanoria , Minuk Lee

Reinforcement learning (RL) has demonstrated its ability to solve high dimensional tasks by leveraging non-linear function approximators. However, these successes are mostly achieved by 'black-box' policies in simulated domains. When…

Machine Learning · Computer Science 2021-11-19 Riad Akrour , Davide Tateo , Jan Peters

To achieve general intelligence, agents must learn how to interact with others in a shared environment: this is the challenge of multiagent reinforcement learning (MARL). The simplest form is independent reinforcement learning (InRL), where…

Artificial Intelligence · Computer Science 2017-11-08 Marc Lanctot , Vinicius Zambaldi , Audrunas Gruslys , Angeliki Lazaridou , Karl Tuyls , Julien Perolat , David Silver , Thore Graepel

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

While researchers in the asset management industry have mostly focused on techniques based on financial and risk planning techniques like Markowitz efficient frontier, minimum variance, maximum diversification or equal risk parity, in…

Machine Learning · Computer Science 2020-10-20 Eric Benhamou , David Saltiel , Sandrine Ungari , Abhishek Mukhopadhyay

Deep reinforcement learning (deep RL) excels in various domains but lacks generalizability and interpretability. On the other hand, programmatic RL methods (Trivedi et al., 2021; Liu et al., 2023) reformulate RL tasks as synthesizing…

Machine Learning · Computer Science 2024-02-12 Yu-An Lin , Chen-Tao Lee , Guan-Ting Liu , Pu-Jen Cheng , Shao-Hua Sun

In this paper, we consider jointly optimizing cell load balance and network throughput via a reinforcement learning (RL) approach, where inter-cell handover (i.e., user association assignment) and massive MIMO antenna tilting are configured…

Machine Learning · Computer Science 2020-12-03 Zhou Zhou , Yan Xin , Hao Chen , Charlie Zhang , Lingjia Liu

Deep reinforcement learning (DRL) has been widely studied in the portfolio management task. However, it is challenging to understand a DRL-based trading strategy because of the black-box nature of deep neural networks. In this paper, we…

Portfolio Management · Quantitative Finance 2021-12-21 Mao Guan , Xiao-Yang Liu

Reinforcement Learning (RL) methods have emerged as a popular choice for training an efficient and effective dialogue policy. However, these methods suffer from sparse and unstable reward signals returned by a user simulator only when a…

Artificial Intelligence · Computer Science 2020-09-18 Ziming Li , Sungjin Lee , Baolin Peng , Jinchao Li , Julia Kiseleva , Maarten de Rijke , Shahin Shayandeh , Jianfeng Gao

Deep RL approaches build much of their success on the ability of the deep neural network to generate useful internal representations. Nevertheless, they suffer from a high sample-complexity and starting with a good input representation can…

Machine Learning · Computer Science 2021-02-17 Vikram Waradpande , Daniel Kudenko , Megha Khosla

Deep reinforcement learning (DRL) algorithms have been demonstrated to be effective in a wide range of challenging decision making and control tasks. However, these methods typically suffer from severe action oscillations in particular in…

Machine Learning · Computer Science 2021-03-04 Chen Chen , Hongyao Tang , Jianye Hao , Wulong Liu , Zhaopeng Meng