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As a paradigm for sequential decision making in unknown environments, reinforcement learning (RL) has received a flurry of attention in recent years. However, the explosion of model complexity in emerging applications and the presence of…

Machine Learning · Statistics 2025-07-22 Yuejie Chi , Yuxin Chen , Yuting Wei

There has been a lot of recent work on Bayesian methods for reinforcement learning exhibiting near-optimal online performance. The main obstacle facing such methods is that in most problems of interest, the optimal solution involves…

Machine Learning · Computer Science 2009-12-31 Christos Dimitrakakis

This short review discusses recent applications of Reinforcement Learning (RL) techniques to the flavor problem in particle physics. Traditional approaches to fermion masses and mixing often rely on extensions of the Standard Model based on…

High Energy Physics - Phenomenology · Physics 2025-12-30 A. Giarnetti , D. Meloni

The objective of a reinforcement learning agent is to discover better actions through exploration. However, typical exploration techniques aim to maximize rewards, often incurring high costs in both exploration and learning processes. We…

Machine Learning · Computer Science 2024-12-24 Akane Tsuboya , Yu Kono , Tatsuji Takahashi

The application of reinforcement learning (RL) to dynamic resource allocation in optical networks has been the focus of intense research activity in recent years, with almost 100 peer-reviewed papers. We present a review of progress in the…

Networking and Internet Architecture · Computer Science 2025-04-23 Michael Doherty , Robin Matzner , Rasoul Sadeghi , Polina Bayvel , Alejandra Beghelli

Test-time scaling methods have seen a rapid increase in popularity for its computational efficiency and parameter-independent training to improve reasoning performance on Large Language Models. One such method is called budget forcing, a…

Artificial Intelligence · Computer Science 2025-10-27 Ravindra Aribowo Tarunokusumo , Rafael Fernandes Cunha

Flexibility design problems are a class of problems that appear in strategic decision-making across industries, where the objective is to design a ($e.g.$, manufacturing) network that affords flexibility and adaptivity. The underlying…

Machine Learning · Computer Science 2021-01-19 Yehua Wei , Lei Zhang , Ruiyi Zhang , Shijing Si , Hao Zhang , Lawrence Carin

The realm of High-Frequency Trading (HFT) is characterized by rapid decision-making processes that capitalize on fleeting market inefficiencies. As the financial markets become increasingly competitive, there is a pressing need for…

Trading and Market Microstructure · Quantitative Finance 2023-11-21 Soumyadip Sarkar

Through many recent successes in simulation, model-free reinforcement learning has emerged as a promising approach to solving continuous control robotic tasks. The research community is now able to reproduce, analyze and build quickly on…

Machine Learning · Computer Science 2018-09-21 A. Rupam Mahmood , Dmytro Korenkevych , Gautham Vasan , William Ma , James Bergstra

Many real-world systems problems require reasoning about the long term consequences of actions taken to configure and manage the system. These problems with delayed and often sequentially aggregated reward, are often inherently…

Machine Learning · Computer Science 2019-09-06 Ameer Haj-Ali , Nesreen K. Ahmed , Ted Willke , Joseph Gonzalez , Krste Asanovic , Ion Stoica

Order Picker Routing is a critical issue in Warehouse Operations Management. Due to the complexity of the problem and the need for quick solutions, suboptimal algorithms are frequently employed in practice. However, Reinforcement Learning…

Machine Learning · Computer Science 2024-02-07 George Dunn , Hadi Charkhgard , Ali Eshragh , Sasan Mahmoudinazlou , Elizabeth Stojanovski

Combinatorial optimization is frequently used in computer vision. For instance, in applications like semantic segmentation, human pose estimation and action recognition, programs are formulated for solving inference in Conditional Random…

Computer Vision and Pattern Recognition · Computer Science 2020-05-06 Safa Messaoud , Maghav Kumar , Alexander G. Schwing

Reinforcement learning algorithms in multi-agent systems deliver highly resilient and adaptable solutions for common problems in telecommunications,aerospace, and industrial robotics. However, achieving an optimal global goal remains a…

Multiagent Systems · Computer Science 2021-05-18 Changgang Zheng , Shufan Yang , Juan Parra-Ullauri , Antonio Garcia-Dominguez , Nelly Bencomo

Reinforcement learning is a machine learning approach concerned with solving dynamic optimization problems in an almost model-free way by maximizing a reward function in state and action spaces. This property makes it an exciting area of…

Portfolio Management · Quantitative Finance 2020-10-12 Miquel Noguer i Alonso , Sonam Srivastava

In modern ML Ops environments, model deployment is a critical process that traditionally relies on static heuristics such as validation error comparisons and A/B testing. However, these methods require human intervention to adapt to…

Machine Learning · Computer Science 2025-03-31 S. Aaron McClendon , Vishaal Venkatesh , Juan Morinelli

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

In this paper, we introduce a novel reinforcement learning framework for optimal trade execution in a limit order book. We formulate the trade execution problem as a dynamic allocation task whose objective is the optimal placement of market…

Trading and Market Microstructure · Quantitative Finance 2026-01-28 Patrick Cheridito , Moritz Weiss

Reinforcement learning has been explored for many problems, from video games with deterministic environments to portfolio and operations management in which scenarios are stochastic; however, there have been few attempts to test these…

General Finance · Quantitative Finance 2024-02-19 Sherly Alfonso-Sánchez , Jesús Solano , Alejandro Correa-Bahnsen , Kristina P. Sendova , Cristián Bravo

Reinforcement learning has gained wide popularity as a technique for simulation-driven approximate dynamic programming. A less known aspect is that the very reasons that make it effective in dynamic programming can also be leveraged for…

Machine Learning · Computer Science 2013-11-13 Vivek S. Borkar , Adwaitvedant S. Mathkar

In many real-world applications, reinforcement learning (RL) agents might have to solve multiple tasks, each one typically modeled via a reward function. If reward functions are expressed linearly, and the agent has previously learned a set…

Machine Learning · Computer Science 2022-06-24 Lucas N. Alegre , Ana L. C. Bazzan , Bruno C. da Silva