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In previous work, using a process we call meshing, the reachable state spaces for various continuous and hybrid systems were approximated as a discrete set of states which can then be synthesized into a Markov chain. One of the applications…

Robotics · Computer Science 2021-10-01 Sean Gillen , Katie Byl

In reinforcement learning, Return, which is the weighted accumulated future rewards, and Value, which is the expected return, serve as the objective that guides the learning of the policy. In classic RL, return is defined as the…

Machine Learning · Computer Science 2020-10-27 Yufei Wang , Qiwei Ye , Tie-Yan Liu

Reinforcement learning is explored as a candidate machine learning technique to enhance existing analytical solutions for optimal trade execution with elements from the market microstructure. Given a volume-to-trade, fixed time horizon and…

Trading and Market Microstructure · Quantitative Finance 2016-02-19 Dieter Hendricks , Diane Wilcox

We study inverse reinforcement learning (IRL) and imitation learning (IM), the problems of recovering a reward or policy function from expert's demonstrated trajectories. We propose a new way to improve the learning process by adding a…

Machine Learning · Computer Science 2022-08-23 The Viet Bui , Tien Mai , Patrick Jaillet

We consider the problem of knowledge transfer when an agent is facing a series of Reinforcement Learning (RL) tasks. We introduce a novel metric between Markov Decision Processes (MDPs) and establish that close MDPs have close optimal value…

Machine Learning · Computer Science 2021-03-23 Erwan Lecarpentier , David Abel , Kavosh Asadi , Yuu Jinnai , Emmanuel Rachelson , Michael L. Littman

Reward models have been increasingly critical for improving the reasoning capability of LLMs. Existing research has shown that a well-trained reward model can substantially improve model performances at inference time via search. However,…

Machine Learning · Computer Science 2024-11-28 Jiaxuan Gao , Shusheng Xu , Wenjie Ye , Weilin Liu , Chuyi He , Wei Fu , Zhiyu Mei , Guangju Wang , Yi Wu

An automatic program that generates constant profit from the financial market is lucrative for every market practitioner. Recent advance in deep reinforcement learning provides a framework toward end-to-end training of such trading agent.…

Trading and Market Microstructure · Quantitative Finance 2018-07-10 Chien Yi Huang

Imitation learning is an effective alternative approach to learn a policy when the reward function is sparse. In this paper, we consider a challenging setting where an agent and an expert use different actions from each other. We assume…

Machine Learning · Computer Science 2019-08-27 Konrad Zolna , Negar Rostamzadeh , Yoshua Bengio , Sungjin Ahn , Pedro O. Pinheiro

Reinforcement Learning (RL) is a promising approach for solving various control, optimization, and sequential decision making tasks. However, designing reward functions for complex tasks (e.g., with multiple objectives and safety…

Artificial Intelligence · Computer Science 2021-07-23 Xuan Zhao , Marcos Campos

In reinforcement learning (RL), agents continually interact with the environment and use the feedback to refine their behavior. To guide policy optimization, reward models are introduced as proxies of the desired objectives, such that when…

Machine Learning · Computer Science 2025-06-19 Rui Yu , Shenghua Wan , Yucen Wang , Chen-Xiao Gao , Le Gan , Zongzhang Zhang , De-Chuan Zhan

Bugs in popular distributed protocol implementations have been the source of many downtimes in popular internet services. We describe a randomized testing approach for distributed protocol implementations based on reinforcement learning.…

Software Engineering · Computer Science 2024-09-05 Andrea Borgarelli , Constantin Enea , Rupak Majumdar , Srinidhi Nagendra

Asset allocation using reinforcement learning has advantages such as flexibility in goal setting and utilization of various information. However, existing asset allocation methods do not consider the following viewpoints in solving the…

Computational Finance · Quantitative Finance 2022-07-07 Jungyu Ahn , Sungwoo Park , Jiwoon Kim , Ju-hong Lee

Model-based reinforcement learning (MBRL) has gained much attention for its ability to learn complex behaviors in a sample-efficient way: planning actions by generating imaginary trajectories with predicted rewards. Despite its success, we…

Machine Learning · Computer Science 2024-02-20 Vint Lee , Pieter Abbeel , Youngwoon Lee

Designing effective reward functions is critical for reinforcement learning-based biomechanical simulations, yet HCI researchers and practitioners often waste (computation) time with unintuitive trial-and-error tuning. This paper…

Human-Computer Interaction · Computer Science 2025-08-22 Hannah Selder , Florian Fischer , Per Ola Kristensson , Arthur Fleig

Applying reinforcement learning (RL) to foreign exchange (Forex) trading remains challenging because realistic environments, well-defined reward functions, and expressive action spaces must be satisfied simultaneously, yet many prior…

General Finance · Quantitative Finance 2026-04-02 Nabeel Ahmad Saidd

Robotic grasping is a crucial area of research as it can result in the acceleration of the automation of several Industries utilizing robots ranging from manufacturing to healthcare. Reinforcement learning is the field of study where an…

Artificial Intelligence · Computer Science 2020-01-14 Raghav Nagpal , Achyuthan Unni Krishnan , Hanshen Yu

Reward shaping is an effective technique for incorporating domain knowledge into reinforcement learning (RL). Existing approaches such as potential-based reward shaping normally make full use of a given shaping reward function. However,…

Machine Learning · Computer Science 2020-11-06 Yujing Hu , Weixun Wang , Hangtian Jia , Yixiang Wang , Yingfeng Chen , Jianye Hao , Feng Wu , Changjie Fan

While reinforcement learning algorithms provide automated acquisition of optimal policies, practical application of such methods requires a number of design decisions, such as manually designing reward functions that not only define the…

Machine Learning · Computer Science 2022-12-29 Tim G. J. Rudner , Vitchyr H. Pong , Rowan McAllister , Yarin Gal , Sergey Levine

Reinforcement Learning (RL) is a general framework concerned with an agent that seeks to maximize rewards in an environment. The learning typically happens through trial and error using explorative methods, such as epsilon-greedy. There are…

Machine Learning · Computer Science 2022-10-06 Per-Arne Andersen , Morten Goodwin , Ole-Christoffer Granmo

Reinforcement Learning has suffered from poor reward specification, and issues for reward hacking even in simple enough domains. Preference Based Reinforcement Learning attempts to solve the issue by utilizing binary feedbacks on queried…

Artificial Intelligence · Computer Science 2023-02-20 Mudit Verma , Subbarao Kambhampati