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Researchers have demonstrated that Deep Reinforcement Learning (DRL) is a powerful tool for finding policies that perform well on complex robotic systems. However, these policies are often unpredictable and can induce highly variable…

Robotics · Computer Science 2022-03-08 Sean Gillen , Asutay Ozmen , Katie Byl

Deep Reinforcement Learning (DRL) has been successfully applied in several research domains such as robot navigation and automated video game playing. However, these methods require excessive computation and interaction with the…

Machine Learning · Computer Science 2020-04-07 Ayberk Aydın , Elif Surer

Deep Reinforcement Learning (DRL) algorithms have achieved great success in solving many challenging tasks while their black-box nature hinders interpretability and real-world applicability, making it difficult for human experts to…

Machine Learning · Computer Science 2024-10-23 Jingdi Chen , Hanhan Zhou , Yongsheng Mei , Carlee Joe-Wong , Gina Adam , Nathaniel D. Bastian , Tian Lan

Today, human operators primarily perform voltage control of the electric transmission system. As the complexity of the grid increases, so does its operation, suggesting additional automation could be beneficial. A subset of machine learning…

Machine Learning · Computer Science 2020-10-19 Brandon L. Thayer , Thomas J. Overbye

Deep reinforcement learning (DRL) has achieved significant breakthroughs in various tasks. However, most DRL algorithms suffer a problem of generalizing the learned policy which makes the learning performance largely affected even by minor…

Machine Learning · Computer Science 2019-07-11 Zhengyao Jiang , Shan Luo

We present a maximum entropy inverse reinforcement learning (IRL) approach for improving the sample quality of diffusion generative models, especially when the number of generation time steps is small. Similar to how IRL trains a policy…

Machine Learning · Computer Science 2024-11-01 Sangwoong Yoon , Himchan Hwang , Dohyun Kwon , Yung-Kyun Noh , Frank C. Park

We reinterpret and propose a framework for pricing path-dependent financial derivatives by estimating the full distribution of payoffs using Distributional Reinforcement Learning (DistRL). Unlike traditional methods that focus on expected…

Mathematical Finance · Quantitative Finance 2025-07-18 Ahmet Umur Özsoy

Deep reinforcement learning (DRL) algorithms have achieved great success on sequential decision-making problems, yet is criticized for the lack of data-efficiency and explainability. Especially, explainability of subtasks is critical in…

Artificial Intelligence · Computer Science 2020-05-20 Daoming Lyu

Conventional off-policy reinforcement learning (RL) focuses on maximizing the expected return of scalar rewards. Distributional RL (DRL), in contrast, studies the distribution of returns with the distributional Bellman operator in a…

Machine Learning · Statistics 2024-08-15 Dong Neuck Lee , Michael R. Kosorok

Instability and variability of Deep Reinforcement Learning (DRL) algorithms tend to adversely affect their performance. Averaged-DQN is a simple extension to the DQN algorithm, based on averaging previously learned Q-values estimates, which…

Artificial Intelligence · Computer Science 2017-03-13 Oron Anschel , Nir Baram , Nahum Shimkin

Recently, distributed controller architectures have been quickly gaining popularity in Software-Defined Networking (SDN). However, the use of distributed controllers introduces a new and important Request Dispatching (RD) problem with the…

Networking and Internet Architecture · Computer Science 2023-05-19 Victoria Huang , Gang Chen , Qiang Fu

Bias problems in the estimation of $Q$-values are a well-known obstacle that slows down convergence of $Q$-learning and actor-critic methods. One of the reasons of the success of modern RL algorithms is partially a direct or indirect…

Machine Learning · Computer Science 2025-06-26 Leif Döring , Benedikt Wille , Maximilian Birr , Mihail Bîrsan , Martin Slowik

Infrastructure systems are critical in modern communities but are highly susceptible to various natural and man-made disasters. Efficient post-disaster recovery requires repair-scheduling approaches under the limitation of capped resources…

Computational Engineering, Finance, and Science · Computer Science 2025-06-24 Huangbin Liang , Beatriz Moya , Francisco Chinesta , Eleni Chatzi

This paper presents a deep reinforcement learning (DRL) framework for dynamic portfolio optimization under market uncertainty and risk. The proposed model integrates a Sharpe ratio-based reward function with direct risk control mechanisms,…

Portfolio Management · Quantitative Finance 2025-11-17 Emmanuel Lwele , Sabuni Emmanuel , Sitali Gabriel Sitali

Over the past decades, researchers have been pushing the limits of Deep Reinforcement Learning (DRL). Although DRL has attracted substantial interest from practitioners, many are blocked by having to search through a plethora of available…

Mathematical Finance · Quantitative Finance 2023-10-05 Sophia Gu

Reinforcement learning (RL) research focuses on general solutions that can be applied across different domains. This results in methods that RL practitioners can use in almost any domain. However, recent studies often lack the engineering…

Machine Learning · Computer Science 2021-07-05 Anssi Kanervisto , Christian Scheller , Yanick Schraner , Ville Hautamäki

Researchers and practitioners are increasingly considering reinforcement learning to optimize decisions in complex domains like robotics and healthcare. To date, these efforts have largely utilized expectation-based learning. However,…

Machine Learning · Computer Science 2026-04-13 Zequn Chen , Wesley J. Marrero

Meta-reinforcement learning (meta-RL) aims to learn from multiple training tasks the ability to adapt efficiently to unseen test tasks. Despite the success, existing meta-RL algorithms are known to be sensitive to the task distribution…

Machine Learning · Computer Science 2021-03-02 Zichuan Lin , Garrett Thomas , Guangwen Yang , Tengyu Ma

Financial trading has been widely analyzed for decades with market participants and academics always looking for advanced methods to improve trading performance. Deep reinforcement learning (DRL), a recently reinvigorated method with…

Trading and Market Microstructure · Quantitative Finance 2021-06-17 Ali Hirsa , Joerg Osterrieder , Branka Hadji-Misheva , Jan-Alexander Posth

Combining data-driven applications with control systems plays a key role in recent Autonomous Car research. This thesis offers a structured review of the latest literature on Deep Reinforcement Learning (DRL) within the realm of autonomous…

Robotics · Computer Science 2024-04-02 Yiyang Chen , Chao Ji , Yunrui Cai , Tong Yan , Bo Su