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Applying Q-learning to high-dimensional or continuous action spaces can be difficult due to the required maximization over the set of possible actions. Motivated by techniques from amortized inference, we replace the expensive maximization…

Machine Learning · Computer Science 2020-01-23 Tom Van de Wiele , David Warde-Farley , Andriy Mnih , Volodymyr Mnih

Deep reinforcement learning (DRL) has emerged as a pervasive and potent methodology for addressing artificial intelligence challenges. Due to its substantial potential for autonomous self-learning and self-improvement, DRL finds broad…

Artificial Intelligence · Computer Science 2023-10-10 Teng Liu , Yuyou Yang , Wenxuan Xiao , Xiaolin Tang , Mingzhu Yin

In distributed optimization, the practical problem-solving performance is essentially sensitive to algorithm selection, parameter setting, problem type and data pattern. Thus, it is often laborious to acquire a highly efficient method for a…

Optimization and Control · Mathematics 2024-01-04 Daokuan Zhu , Tianqi Xu , Jie Lu

This paper proposes adversarial attacks for Reinforcement Learning (RL) and then improves the robustness of Deep Reinforcement Learning algorithms (DRL) to parameter uncertainties with the help of these attacks. We show that even a naively…

Machine Learning · Computer Science 2017-12-12 Anay Pattanaik , Zhenyi Tang , Shuijing Liu , Gautham Bommannan , Girish Chowdhary

We introduce a deep reinforcement learning (DRL) approach for solving management problems including inventory management, dynamic pricing, and recommendation. This DRL approach has the potential to lead to a large management model based on…

Artificial Intelligence · Computer Science 2024-03-04 Jinyang Jiang , Xiaotian Liu , Tao Ren , Qinghao Wang , Yi Zheng , Yufu Du , Yijie Peng , Cheng Zhang

With the rapid development of artificial intelligence, data-driven methods effectively overcome limitations in traditional portfolio optimization. Conventional models primarily employ long-only mechanisms, excluding highly correlated assets…

Computational Finance · Quantitative Finance 2025-03-18 Gang Huang , Xiaohua Zhou , Qingyang Song

This paper presents a Quantum Reinforcement Learning (QRL) solution to the dynamic portfolio optimization problem based on Variational Quantum Circuits. The implemented QRL approaches are quantum analogues of the classical…

Machine Learning · Computer Science 2026-01-29 Vincent Gurgul , Ying Chen , Stefan Lessmann

To mitigate the limitation that the classical reinforcement learning (RL) framework heavily relies on identical training and test environments, Distributionally Robust RL (DRRL) has been proposed to enhance performance across a range of…

Machine Learning · Statistics 2024-09-24 Zhipeng Liang , Xiaoteng Ma , Jose Blanchet , Jiheng Zhang , Zhengyuan Zhou

Reinforcement learning (RL) is a classical tool to solve network control or policy optimization problems in unknown environments. The original Q-learning suffers from performance and complexity challenges across very large networks. Herein,…

Machine Learning · Computer Science 2024-09-02 Talha Bozkus , Urbashi Mitra

Distributional reinforcement learning (DRL) extends the value-based approach by approximating the full distribution over future returns instead of the mean only, providing a richer signal that leads to improved performances. Quantile…

Machine Learning · Statistics 2022-02-23 Alix Lhéritier , Nicolas Bondoux

This study presents a novel computer system performance optimization and adaptive workload management scheduling algorithm based on Q-learning. In modern computing environments, characterized by increasing data volumes, task complexity, and…

Machine Learning · Computer Science 2024-11-11 Pochun Li , Yuyang Xiao , Jinghua Yan , Xuan Li , Xiaoye Wang

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

Cyber-attacks are becoming increasingly sophisticated and frequent, highlighting the importance of network intrusion detection systems. This paper explores the potential and challenges of using deep reinforcement learning (DRL) in network…

Cryptography and Security · Computer Science 2026-03-03 Wanrong Yang , Alberto Acuto , Yihang Zhou , Dominik Wojtczak

Offline reinforcement learning requires reconciling two conflicting aims: learning a policy that improves over the behavior policy that collected the dataset, while at the same time minimizing the deviation from the behavior policy so as to…

Machine Learning · Computer Science 2021-10-13 Ilya Kostrikov , Ashvin Nair , Sergey Levine

Ensuring strict safety guarantees is the paramount challenge for emerging 5G/6G wireless systems, particularly as they increasingly govern mission-critical applications ranging from autonomous UAV swarms to industrial automation. While deep…

Signal Processing · Electrical Eng. & Systems 2026-04-21 Haoran Peng , Tong Wu , Hang Liu , Weijia Zheng , Ying-Jun Angela Zhang , Anna Scaglione

Deep Reinforcement Learning (DRL) has achieved remarkable success in sequential decision-making tasks across diverse domains, yet its reliance on black-box neural architectures hinders interpretability, trust, and deployment in high-stakes…

Machine Learning · Computer Science 2025-02-12 Zelei Cheng , Jiahao Yu , Xinyu Xing

The key approaches for machine learning, especially learning in unknown probabilistic environments are new representations and computation mechanisms. In this paper, a novel quantum reinforcement learning (QRL) method is proposed by…

Quantum Physics · Physics 2008-10-22 Daoyi Dong , Chunlin Chen , Hanxiong Li , Tzyh-Jong Tarn

In Reinforcement Learning the Q-learning algorithm provably converges to the optimal solution. However, as others have demonstrated, Q-learning can also overestimate the values and thereby spend too long exploring unhelpful states. Double…

Machine Learning · Computer Science 2023-03-16 David Barber

Quantum Machine Learning (QML) is considered to be one of the most promising applications of near term quantum devices. However, the optimization of quantum machine learning models presents numerous challenges arising from the imperfections…

Machine Learning · Computer Science 2022-05-17 Owen Lockwood

Q-Learning is a fundamental off-policy reinforcement learning (RL) algorithm that has the objective of approximating action-value functions in order to learn optimal policies. Nonetheless, it has difficulties in reconciling bias with…

Machine Learning · Computer Science 2024-11-22 Mahammad Humayoo