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We propose a reinforcement learning (RL) approach to model optimal exercise strategies for option-type products. We pursue the RL avenue in order to learn the optimal action-value function of the underlying stopping problem. In addition to…

Pricing of Securities · Quantitative Finance 2024-06-27 John Ery , Loris Michel

We study the problem of off-policy value evaluation in reinforcement learning (RL), where one aims to estimate the value of a new policy based on data collected by a different policy. This problem is often a critical step when applying RL…

Machine Learning · Computer Science 2016-05-27 Nan Jiang , Lihong Li

Applications of reinforcement learning (RL) to stabilization problems of real systems are restricted since an agent needs many experiences to learn an optimal policy and may determine dangerous actions during its exploration. If we know a…

Machine Learning · Computer Science 2021-04-20 Junya Ikemoto , Toshimitsu Ushio

The variable and unpredictable load demands in hybrid agricultural tractors make it difficult to design optimal rule-based energy management strategies, motivating the use of adaptive, learning-based control. However, existing approaches…

Systems and Control · Electrical Eng. & Systems 2025-08-06 Hend Abououf , Sidra Ghayour Bhatti , Qadeer Ahmed

While model selection is a well-studied topic in parametric and nonparametric regression or density estimation, selection of possibly high-dimensional nuisance parameters in semiparametric problems is far less developed. In this paper, we…

Methodology · Statistics 2023-09-06 Yifan Cui , Eric Tchetgen Tchetgen

In this paper, dynamic non-cooperative coexistence between a cognitive pulsed radar and a nearby communications system is addressed by applying nonlinear value function approximation via deep reinforcement learning (Deep RL) to develop a…

Signal Processing · Electrical Eng. & Systems 2020-08-28 Charles E. Thornton , Mark A. Kozy , R. Michael Buehrer , Anthony F. Martone , Kelly D. Sherbondy

This paper proposes a new optimization objective for value-based deep reinforcement learning. We extend conventional Deep Q-Networks (DQNs) by adding a model-learning component yielding a transcoder network. The prediction errors for the…

Machine Learning · Computer Science 2018-11-21 Felix Leibfried , Peter Vrancx

Machine learning problems with multiple objective functions appear either in learning with multiple criteria where learning has to make a trade-off between multiple performance metrics such as fairness, safety and accuracy; or, in…

Machine Learning · Computer Science 2024-03-20 Heshan Fernando , Han Shen , Miao Liu , Subhajit Chaudhury , Keerthiram Murugesan , Tianyi Chen

Deep neural nets typically perform end-to-end backpropagation to learn the weights, a procedure that creates synchronization constraints in the weight update step across layers and is not biologically plausible. Recent advances in…

Machine Learning · Computer Science 2020-12-01 Yuwen Xiong , Mengye Ren , Raquel Urtasun

We introduce the lookahead-bounded Q-learning (LBQL) algorithm, a new, provably convergent variant of Q-learning that seeks to improve the performance of standard Q-learning in stochastic environments through the use of ``lookahead'' upper…

Machine Learning · Computer Science 2020-06-30 Ibrahim El Shar , Daniel R. Jiang

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

Human visual preferences are inherently multi-dimensional, encompassing aesthetics, detail fidelity, and semantic alignment. However, existing datasets provide only single, holistic annotations, resulting in severe label noise: images that…

Computer Vision and Pattern Recognition · Computer Science 2026-04-29 Xinxin Liu , Ming Li , Zonglin Lyu , Yuzhang Shang , Chen Chen

Value decomposition is widely used in cooperative multi-agent reinforcement learning, however, its implicit credit assignment mechanism is not yet fully understood due to black-box networks. In this work, we study an interpretable value…

Multiagent Systems · Computer Science 2024-01-30 Zichuan Liu , Yuanyang Zhu , Chunlin Chen

Bias is a common problem inherent in recommender systems, which is entangled with users' preferences and poses a great challenge to unbiased learning. For debiasing tasks, the doubly robust (DR) method and its variants show superior…

Information Retrieval · Computer Science 2023-03-03 Haoxuan Li , Yan Lyu , Chunyuan Zheng , Peng Wu

Robust imitation learning using disturbance injections overcomes issues of limited variation in demonstrations. However, these methods assume demonstrations are optimal, and that policy stabilization can be learned via simple augmentations.…

Robotics · Computer Science 2022-05-10 Hirotaka Tahara , Hikaru Sasaki , Hanbit Oh , Brendan Michael , Takamitsu Matsubara

Visual Quality Assessment (QA) seeks to predict human perceptual judgments of visual fidelity. While recent multimodal large language models (MLLMs) show promise in reasoning about image and video quality, existing approaches mainly rely on…

Computer Vision and Pattern Recognition · Computer Science 2025-11-10 Zehui Feng , Tian Qiu , Tong Wu , Junxuan Li , Huayuan Xu , Ting Han

Current deep reinforcement learning (RL) approaches incorporate minimal prior knowledge about the environment, limiting computational and sample efficiency. \textit{Objects} provide a succinct and causal description of the world, and many…

Machine Learning · Computer Science 2021-06-07 William Agnew , Pedro Domingos

Training a deep neural network to maximize a target objective has become the standard recipe for successful machine learning over the last decade. These networks can be optimized with supervised learning, if the target objective is…

Machine Learning · Computer Science 2025-05-12 Bernhard Jaeger , Andreas Geiger

Data rehearsal has emerged as a leading approach for mitigating catastrophic forgetting in Continual Reinforcement Learning (CRL). However, existing work remains confined to policy gradient frameworks, regularizing only actors due to the…

Machine Learning · Computer Science 2026-05-22 Benjamin Poole , Andrew Quinn , Li Yang , Minwoo Lee

On error of value function inevitably causes an overestimation phenomenon and has a negative impact on the convergence of the algorithms. To mitigate the negative effects of the approximation error, we propose Error Controlled Actor-critic…

Machine Learning · Computer Science 2021-09-08 Xingen Gao , Fei Chao , Changle Zhou , Zhen Ge , Chih-Min Lin , Longzhi Yang , Xiang Chang , Changjing Shang