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Deep Reinforcement Learning (DRL) has achieved great success in solving complicated decision-making problems. Despite the successes, DRL is frequently criticized for many reasons, e.g., data inefficient, inflexible and intractable reward…

Machine Learning · Computer Science 2023-02-07 Weiqin Chen

Reinforcement learning (RL) algorithms have demonstrated promising results on complex tasks, yet often require impractical numbers of samples since they learn from scratch. Meta-RL aims to address this challenge by leveraging experience…

Machine Learning · Computer Science 2020-10-28 Russell Mendonca , Abhishek Gupta , Rosen Kralev , Pieter Abbeel , Sergey Levine , Chelsea Finn

Taking advantage of their data-driven and model-free features, Deep Reinforcement Learning (DRL) algorithms have the potential to deal with the increasing level of uncertainty due to the introduction of renewable-based generation. To deal…

Systems and Control · Electrical Eng. & Systems 2022-08-02 Hou Shengren , Edgar Mauricio Salazar , Pedro P. Vergara , Peter Palensky

We observe that several existing policy gradient methods (such as vanilla policy gradient, PPO, A2C) may suffer from overly large gradients when the current policy is close to deterministic (even in some very simple environments), leading…

Machine Learning · Computer Science 2019-11-19 Chuheng Zhang , Yuanqi Li , Jian Li

Dynamic hedging is a financial strategy that consists in periodically transacting one or multiple financial assets to offset the risk associated with a correlated liability. Deep Reinforcement Learning (DRL) algorithms have been used to…

Computational Finance · Quantitative Finance 2025-04-18 Andrei Neagu , Frédéric Godin , Leila Kosseim

Deep Reinforcement Learning is gaining increasing attention thanks to its capability to learn complex policies in high-dimensional settings. Recent advancements utilize a dual-network architecture to learn optimal policies through the…

Machine Learning · Computer Science 2025-10-14 Alberto Sinigaglia , Niccolò Turcato , Ruggero Carli , Gian Antonio Susto

Deep neuroevolution, that is evolutionary policy search methods based on deep neural networks, have recently emerged as a competitor to deep reinforcement learning algorithms due to their better parallelization capabilities. However, these…

Machine Learning · Computer Science 2018-08-20 Aloïs Pourchot , Nicolas Perrin , Olivier Sigaud

Portfolio optimization is essential for balancing risk and return in financial decision-making. Deep Reinforcement Learning (DRL) has stood out as a cutting-edge tool for portfolio optimization that learns dynamic asset allocation using…

Machine Learning · Computer Science 2025-09-16 Himanshu Choudhary , Arishi Orra , Manoj Thakur

This paper presents a novel form of policy gradient for model-free reinforcement learning (RL) with improved exploration properties. Current policy-based methods use entropy regularization to encourage undirected exploration of the reward…

Machine Learning · Computer Science 2017-03-17 Ofir Nachum , Mohammad Norouzi , Dale Schuurmans

Deterministic and Stochastic techniques in Deep Reinforcement Learning (Deep-RL) have become a promising solution to improve motion control and the decision-making tasks for a wide variety of robots. Previous works showed that these Deep-RL…

Most reinforcement learning (RL) algorithms assume online access to the environment, in which one may readily interleave updates to the policy with experience collection using that policy. However, in many real-world applications such as…

Machine Learning · Computer Science 2020-06-24 Tatsuya Matsushima , Hiroki Furuta , Yutaka Matsuo , Ofir Nachum , Shixiang Gu

The following interdisciplinary article presents a memetic algorithm with applying deep reinforcement learning (DRL) for solving practically oriented dual resource constrained flexible job shop scheduling problems (DRC-FJSSP). From research…

Machine Learning · Computer Science 2023-07-10 Felix Grumbach , Nour Eldin Alaa Badr , Pascal Reusch , Sebastian Trojahn

Modern Reinforcement Learning (RL) is more than just learning the optimal policy; Alternative learning goals such as exploring the environment, estimating the underlying model, and learning from preference feedback are all of practical…

Machine Learning · Computer Science 2024-12-24 Fan Chen , Song Mei , Yu Bai

Training multi-layer neural networks (MLNNs), a challenging task, involves finding appropriate weights and biases. MLNN training is important since the performance of MLNNs is mainly dependent on these network parameters. However,…

Neural and Evolutionary Computing · Computer Science 2021-06-30 Seyed Jalaleddin Mousavirad , Diego Oliva , Salvador Hinojosa , Gerald Schaefer

Clustered cell-free networking paves a new way for enabling scalable joint transmission among access points (APs) by partitioning the whole network into non-overlapping subnetworks. Previous works adopted clustering algorithms, graph…

Signal Processing · Electrical Eng. & Systems 2026-05-26 Ouyang Zhou , Junyuan Wang , Bo Qian , Antonio Pérez Yuste , Yusheng Ji

A general control policy framework based on deep reinforcement learning (DRL) is introduced for closed-loop decision making in subsurface flow settings. Traditional closed-loop modeling workflows in this context involve the repeated…

Computational Physics · Physics 2023-02-15 Yusuf Nasir , Louis J. Durlofsky

Meta Reinforcement Learning (RL) methods focus on automating the design of RL algorithms that generalize to a wide range of environments. The framework introduced in (Anonymous, 2020) addresses the problem by representing different RL…

Machine Learning · Computer Science 2021-01-19 Juan Jose Garau Luis

In domains such as finance, healthcare, and robotics, managing worst-case scenarios is critical, as failure to do so can lead to catastrophic outcomes. Distributional Reinforcement Learning (DRL) provides a natural framework to incorporate…

Machine Learning · Computer Science 2026-02-13 Mehrdad Moghimi , Hyejin Ku

Reinforcement Learning (RL) applied to financial problems has been the subject of a lively area of research. The use of RL for optimal trading strategies that exploit latent information in the market is, to the best of our knowledge, not…

Trading and Market Microstructure · Quantitative Finance 2025-11-04 Andrea Macrì , Sebastian Jaimungal , Fabrizio Lillo

Deep reinforcement learning (RL) has achieved great empirical successes in various domains. However, the large search space of neural networks requires a large amount of data, which makes the current RL algorithms not sample efficient.…

Machine Learning · Computer Science 2020-08-18 Qianli Shen , Yan Li , Haoming Jiang , Zhaoran Wang , Tuo Zhao