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We investigate the use of Reinforcement Learning for the optimal execution of meta-orders, where the objective is to execute incrementally large orders while minimizing implementation shortfall and market impact over an extended period of…

Trading and Market Microstructure · Quantitative Finance 2025-11-20 Tomas Espana , Yadh Hafsi , Fabrizio Lillo , Edoardo Vittori

Deep reinforcement learning has shown its success in game playing. However, 2.5D fighting games would be a challenging task to handle due to ambiguity in visual appearances like height or depth of the characters. Moreover, actions in such…

Machine Learning · Computer Science 2018-05-08 Yu-Jhe Li , Hsin-Yu Chang , Yu-Jing Lin , Po-Wei Wu , Yu-Chiang Frank Wang

This paper explores the problem of simultaneously learning a value function and policy in deep actor-critic reinforcement learning models. We find that the common practice of learning these functions jointly is sub-optimal, due to an…

Machine Learning · Computer Science 2022-11-15 Matthew Aitchison , Penny Sweetser

Survival analysis is playing a major role in manufacturing sector by analyzing occurrence of any unwanted event based on the input data. Predictive maintenance, which is a part of survival analysis, helps to find any device failure based on…

Machine Learning · Computer Science 2022-05-31 Renith G , Harikrishna Warrier , Yogesh Gupta

In reinforcement learning, it is often difficult to automate high-dimensional, rapid decision-making in dynamic environments, especially when domains require real-time online interaction and adaptive strategies such as web-based games. This…

Machine Learning · Computer Science 2024-05-30 Prabhath Reddy Gujavarthy

There is increasing interest in data-driven approaches for recommending optimal treatment strategies in many chronic disease management and critical care applications. Reinforcement learning methods are well-suited to this sequential…

Machine Learning · Computer Science 2023-06-14 Milashini Nambiar , Supriyo Ghosh , Priscilla Ong , Yu En Chan , Yong Mong Bee , Pavitra Krishnaswamy

Combining deep model-free reinforcement learning with on-line planning is a promising approach to building on the successes of deep RL. On-line planning with look-ahead trees has proven successful in environments where transition models are…

Artificial Intelligence · Computer Science 2018-03-09 Gregory Farquhar , Tim Rocktäschel , Maximilian Igl , Shimon Whiteson

The behavior decision-making subsystem is a key component of the autonomous driving system, which reflects the decision-making ability of the vehicle and the driver, and is an important symbol of the high-level intelligence of the vehicle.…

Machine Learning · Computer Science 2024-12-31 Zixiang Wang , Hao Yan , Changsong Wei , Junyu Wang , Minheng Xiao

This letter presents a deep reinforcement learning (DRL) approach for transmission design to optimize the energy efficiency in vehicle-to-vehicle (V2V) communication links. Considering the dynamic environment of vehicular communications,…

Signal Processing · Electrical Eng. & Systems 2024-04-22 Zhengpeng Wang , Yanqun Tang , Yingzhe Mao , Tao Wang , Xiunan Huang

Deep Reinforcement Learning (DRL) solutions are becoming pervasive at the edge of the network as they enable autonomous decision-making in a dynamic environment. However, to be able to adapt to the ever-changing environment, the DRL…

Networking and Internet Architecture · Computer Science 2022-05-31 Jernej Hribar , Ivana Dusparic

Applying Q-learning to high-dimensional or continuous action spaces can be difficult due to the required maximization over the set of possible actions. Motivated by techniques from amortized inference, we replace the expensive maximization…

Machine Learning · Computer Science 2020-01-23 Tom Van de Wiele , David Warde-Farley , Andriy Mnih , Volodymyr Mnih

For the purpose of inspecting power plants, autonomous robots can be built using reinforcement learning techniques. The method replicates the environment and employs a simple reinforcement learning (RL) algorithm. This strategy might be…

Robotics · Computer Science 2023-03-17 Haoran Guan

Deep Reinforcement Learning (RL) methods rely on experience replay to approximate the minibatched supervised learning setting; however, unlike supervised learning where access to lots of training data is crucial to generalization,…

Machine Learning · Computer Science 2021-02-24 Brett Daley , Cameron Hickert , Christopher Amato

Reinforcement learning algorithms based on Q-learning are driving Deep Reinforcement Learning (DRL) research towards solving complex problems and achieving super-human performance on many of them. Nevertheless, Q-Learning is known to be…

Machine Learning · Computer Science 2022-06-14 Andrea Cini , Carlo D'Eramo , Jan Peters , Cesare Alippi

A number of recent approaches to policy learning in 2D game domains have been successful going directly from raw input images to actions. However when employed in complex 3D environments, they typically suffer from challenges related to…

Artificial Intelligence · Computer Science 2016-12-02 Shehroze Bhatti , Alban Desmaison , Ondrej Miksik , Nantas Nardelli , N. Siddharth , Philip H. S. Torr

In this paper reinforcement learning with binary vector actions was investigated. We suggest an effective architecture of the neural networks for approximating an action-value function with binary vector actions. The proposed architecture…

Neural and Evolutionary Computing · Computer Science 2015-12-07 Naoto Yoshida

We present a novel negotiation model that allows an agent to learn how to negotiate during concurrent bilateral negotiations in unknown and dynamic e-markets. The agent uses an actor-critic architecture with model-free reinforcement…

Multiagent Systems · Computer Science 2020-02-04 Pallavi Bagga , Nicola Paoletti , Bedour Alrayes , Kostas Stathis

Reinforcement learning (RL) is a powerful tool for optimal control that has found great success in Atari games, the game of Go, robotic control, and building optimization. RL is also very brittle; agents often overfit to their training…

Machine Learning · Computer Science 2023-12-19 Doseok Jang , Larry Yan , Lucas Spangher , Costas Spanos

We solve active target tracking, one of the essential tasks in autonomous systems, using a deep reinforcement learning (RL) approach. In this problem, an autonomous agent is tasked with acquiring information about targets of interests using…

Machine Learning · Computer Science 2020-06-19 Heejin Jeong , Hamed Hassani , Manfred Morari , Daniel D. Lee , George J. Pappas

Active learning is a paradigm of machine learning which aims at reducing the amount of labeled data needed to train a classifier. Its overall principle is to sequentially select the most informative data points, which amounts to determining…

Statistics Theory · Mathematics 2022-09-01 Christophe Denis , Mohamed Hebiri , Boris Ndjia Njike , Xavier Siebert
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