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Recent advances in Reinforcement Learning (RL) largely benefit from the inclusion of Deep Neural Networks, boosting the number of novel approaches proposed in the field of Deep Reinforcement Learning (DRL). These techniques demonstrate the…

Machine Learning · Computer Science 2025-07-30 Giovanni Dispoto , Paolo Bonetti , Marcello Restelli

Many traditional algorithms for solving combinatorial optimization problems involve using hand-crafted heuristics that sequentially construct a solution. Such heuristics are designed by domain experts and may often be suboptimal due to the…

Machine Learning · Computer Science 2020-12-25 Nina Mazyavkina , Sergey Sviridov , Sergei Ivanov , Evgeny Burnaev

This paper proposes a novel reinforcement learning (RL) framework for credit underwriting that tackles ungeneralizable contextual challenges. We adapt RL principles for credit scoring, incorporating action space renewal and multi-choice…

This paper investigates the so-called reward-balancing methods, a novel class of algorithms for solving discounted-return reinforcement learning (RL) problems. These methods consist of iteratively adjusting the reward function to transform…

Optimization and Control · Mathematics 2026-04-23 Simone Baroncini , Bahman Gharesifard , Giuseppe Notarstefano

Sequential decision making under uncertainty is central to many Process Systems Engineering (PSE) challenges, where traditional methods often face limitations related to controlling and optimizing complex and stochastic systems.…

Systems and Control · Electrical Eng. & Systems 2025-10-29 Maximilian Bloor , Max Mowbray , Ehecatl Antonio Del Rio Chanona , Calvin Tsay

There are several ways to categorise reinforcement learning (RL) algorithms, such as either model-based or model-free, policy-based or planning-based, on-policy or off-policy, and online or offline. Broad classification schemes such as…

Machine Learning · Computer Science 2020-07-07 Beren Millidge , Alexander Tschantz , Anil K Seth , Christopher L Buckley

Reinforcement learning (RL) has become a foundational approach for enabling intelligent robotic behavior in dynamic and uncertain environments. This work presents an in-depth review of RL principles, advanced deep reinforcement learning…

Robotics · Computer Science 2026-03-17 Kumater Ter , Abolanle Adetifa , Daniel Udekwe

Cryptocurrency is a cryptography-based digital asset with extremely volatile prices. Around USD 70 billion worth of cryptocurrency is traded daily on exchanges. Trading cryptocurrency is difficult due to the inherent volatility of the…

Computational Finance · Quantitative Finance 2024-12-12 Hongshen Yang , Avinash Malik

Inverse reinforcement learning (IRL) infers a reward function from demonstrations, allowing for policy improvement and generalization. However, despite much recent interest in IRL, little work has been done to understand the minimum set of…

Machine Learning · Computer Science 2019-08-19 Daniel S. Brown , Scott Niekum

Reinforcement learning (RL) has emerged as a transformative approach for financial trading, enabling dynamic strategy optimization in complex markets. This study explores the integration of sentiment analysis, derived from large language…

Computational Finance · Quantitative Finance 2024-11-19 Ananya Unnikrishnan

Reinforcement learning (RL) depends critically on the choice of reward functions used to capture the de- sired behavior and constraints of a robot. Usually, these are handcrafted by a expert designer and represent heuristics for relatively…

Artificial Intelligence · Computer Science 2017-03-03 Xiao Li , Cristian-Ioan Vasile , Calin Belta

Since deep neural networks' resurgence, reinforcement learning has gradually strengthened and surpassed humans in many conventional games. However, it is not easy to copy these accomplishments to autonomous driving because state spaces are…

Robotics · Computer Science 2023-02-14 B. Udugama

In financial applications, reinforcement learning (RL) agents are commonly trained on historical data, where their actions do not influence prices. However, during deployment, these agents trade in live markets where their own transactions…

Machine Learning · Computer Science 2026-01-27 Shaocong Ma , Heng Huang

While research of reinforcement learning applied to financial markets predominantly concentrates on finding optimal behaviours, it is worth to realize that the reinforcement learning returns $G_t$ and state value functions themselves are of…

Statistical Finance · Quantitative Finance 2024-05-21 Colin D. Grab

We start with a brief introduction to reinforcement learning (RL), about its successful stories, basics, an example, issues, the ICML 2019 Workshop on RL for Real Life, how to use it, study material and an outlook. Then we discuss a…

Machine Learning · Computer Science 2019-08-21 Yuxi Li

Effective feature selection, representation and transformation are principal steps in machine learning to improve prediction accuracy, model generalization and computational efficiency. Reinforcement learning provides a new perspective…

Machine Learning · Computer Science 2025-03-18 Sumana Sanyasipura Nagaraju

This thesis rigorously studies fundamental reinforcement learning (RL) methods in modern practical considerations, including robust RL, distributional RL, and offline RL with neural function approximation. The thesis first prepares the…

Machine Learning · Computer Science 2022-03-04 Thanh Nguyen-Tang

Unfair pricing policies have been shown to be one of the most negative perceptions customers can have concerning pricing, and may result in long-term losses for a company. Despite the fact that dynamic pricing models help companies maximize…

Machine Learning · Computer Science 2018-03-28 Roberto Maestre , Juan Duque , Alberto Rubio , Juan Arévalo

The desire to make applications and machines more intelligent and the aspiration to enable their operation without human interaction have been driving innovations in neural networks, deep learning, and other machine learning techniques.…

Machine Learning · Computer Science 2022-09-30 Fadi AlMahamid , Katarina Grolinger

Consider mutli-goal tasks that involve static environments and dynamic goals. Examples of such tasks, such as goal-directed navigation and pick-and-place in robotics, abound. Two types of Reinforcement Learning (RL) algorithms are used for…

Machine Learning · Computer Science 2019-01-08 Vikas Dhiman , Shurjo Banerjee , Jeffrey M. Siskind , Jason J. Corso