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We develop a deep reinforcement learning (RL) framework for an optimal market-making (MM) trading problem, specifically focusing on price processes with semi-Markov and Hawkes Jump-Diffusion dynamics. We begin by discussing the basics of RL…

Computational Finance · Quantitative Finance 2025-03-03 Luca Lalor , Anatoliy Swishchuk

Reinforcement learning (RL) is a core approach for robot control when expert demonstrations are unavailable. On-policy methods such as Proximal Policy Optimization (PPO) are widely used for their stability, but their reliance on narrowly…

We introduce a novel reinforcement learning (RL) framework that treats parameterized action distributions as actions, redefining the boundary between agent and environment. This reparameterization makes the new action space continuous,…

Machine Learning · Computer Science 2026-05-15 Jiamin He , A. Rupam Mahmood , Martha White

The present study applies a Deep Reinforcement Learning (DRL) algorithm to Active Flow Control (AFC) of a two-dimensional flow around a confined square cylinder. Specifically, the Soft Actor-Critic (SAC) algorithm is employed to modulate…

Fluid Dynamics · Physics 2024-09-27 Wang Jia , Hang Xu

Existing actor-critic algorithms, which are popular for continuous control reinforcement learning (RL) tasks, suffer from poor sample efficiency due to lack of principled exploration mechanism within them. Motivated by the success of…

Machine Learning · Computer Science 2025-01-30 Haque Ishfaq , Guangyuan Wang , Sami Nur Islam , Doina Precup

Safe and reliable state estimation techniques are a critical component of next-generation robotic systems. Agents in such systems must be able to reason about the intentions and trajectories of other agents for safe and efficient motion…

Robotics · Computer Science 2023-06-28 Harrison Delecki , Liam A. Kruse , Marc R. Schlichting , Mykel J. Kochenderfer

We show that the simplest actor-critic method -- a linear softmax policy updated with TD through interaction with a linear MDP, but featuring no explicit regularization or exploration -- does not merely find an optimal policy, but moreover…

Machine Learning · Computer Science 2022-03-15 Yuzheng Hu , Ziwei Ji , Matus Telgarsky

Hidden confounders that influence both states and actions can bias policy learning in reinforcement learning (RL), leading to suboptimal or non-generalizable behavior. Most RL algorithms ignore this issue, learning policies from…

Machine Learning · Computer Science 2025-06-09 Thanh Vinh Vo , Young Lee , Haozhe Ma , Chien Lu , Tze-Yun Leong

Reinforcement learning, mathematically described by Markov Decision Problems, may be approached either through dynamic programming or policy search. Actor-critic algorithms combine the merits of both approaches by alternating between steps…

Machine Learning · Computer Science 2023-01-31 Harshat Kumar , Alec Koppel , Alejandro Ribeiro

Recently, robust reinforcement learning (RL) methods designed to handle adversarial input observations have received significant attention, motivated by RL's inherent vulnerabilities. While existing approaches have demonstrated reasonable…

Machine Learning · Computer Science 2025-06-23 Kosuke Nakanishi , Akihiro Kubo , Yuji Yasui , Shin Ishii

Entropy regularization is an important idea in reinforcement learning, with great success in recent algorithms like Soft Q Network (SQN) and Soft Actor-Critic (SAC1). In this work, we extend this idea into the on-policy realm. We propose…

Machine Learning · Computer Science 2020-10-19 Jingbin Liu , Xinyang Gu , Shuai Liu

To learn approximately optimal acting policies for decision problems, modern Actor Critic algorithms rely on deep Neural Networks (DNNs) to parameterize the acting policy and greedification operators to iteratively improve it. The reliance…

In this paper, we propose a max-min entropy framework for reinforcement learning (RL) to overcome the limitation of the soft actor-critic (SAC) algorithm implementing the maximum entropy RL in model-free sample-based learning. Whereas the…

Machine Learning · Computer Science 2021-12-21 Seungyul Han , Youngchul Sung

We propose WSAC (Weighted Safe Actor-Critic), a novel algorithm for Safe Offline Reinforcement Learning (RL) under functional approximation, which can robustly optimize policies to improve upon an arbitrary reference policy with limited…

Machine Learning · Computer Science 2024-11-01 Honghao Wei , Xiyue Peng , Arnob Ghosh , Xin Liu

Deep reinforcement learning (RL) methods have significant potential for dialogue policy optimisation. However, they suffer from a poor performance in the early stages of learning. This is especially problematic for on-line learning with…

Computation and Language · Computer Science 2017-07-06 Pei-Hao Su , Pawel Budzianowski , Stefan Ultes , Milica Gasic , Steve Young

Continuous control tasks in reinforcement learning are important because they provide an important framework for learning in high-dimensional state spaces with deceptive rewards, where the agent can easily become trapped into suboptimal…

Machine Learning · Computer Science 2020-07-10 Thang Doan , Bogdan Mazoure , Moloud Abdar , Audrey Durand , Joelle Pineau , R Devon Hjelm

Deep Actor-Critic algorithms, which combine Actor-Critic with deep neural network (DNN), have been among the most prevalent reinforcement learning algorithms for decision-making problems in simulated environments. However, the existing deep…

Machine Learning · Computer Science 2024-09-19 Kexuan Wang , An Liu , Baishuo Lin

This paper implements deep reinforcement learning (DRL) for spacecraft reorientation control with a single pointing keep-out zone. The Soft Actor-Critic (SAC) algorithm is adopted to handle continuous state and action space. A new state…

Systems and Control · Electrical Eng. & Systems 2025-11-19 Juntang Yang , Mohamed Khalil Ben-Larbi

Entropy regularization is a popular method in reinforcement learning (RL). Although it has many advantages, it alters the RL objective of the original Markov Decision Process (MDP). Though divergence regularization has been proposed to…

Machine Learning · Computer Science 2022-06-22 Kefan Su , Zongqing Lu

Off-policy actor-critic algorithms have shown strong potential in deep reinforcement learning for continuous control tasks. Their success primarily comes from leveraging pessimistic state-action value function updates, which reduce function…

Machine Learning · Computer Science 2025-08-21 Bahareh Tasdighi , Nicklas Werge , Yi-Shan Wu , Melih Kandemir
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