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Dynamic portfolio optimization is the process of sequentially allocating wealth to a collection of assets in some consecutive trading periods, based on investors' return-risk profile. Automating this process with machine learning remains a…

Machine Learning · Computer Science 2019-01-28 Pengqian Yu , Joon Sern Lee , Ilya Kulyatin , Zekun Shi , Sakyasingha Dasgupta

Embodied agents, such as robots and virtual characters, must continuously select actions to execute tasks effectively, solving complex sequential decision-making problems. Given the difficulty of designing such controllers manually,…

Robotics · Computer Science 2026-05-18 Pedro Santana

We propose a novel Reinforcement Learning model for discrete environments, which is inherently interpretable and supports the discovery of deep subgoal hierarchies. In the model, an agent learns information about environment in the form of…

Artificial Intelligence · Computer Science 2022-02-16 Alexander Demin , Denis Ponomaryov

Recently, AI systems have made remarkable progress in various tasks. Deep Reinforcement Learning(DRL) is an effective tool for agents to learn policies in low-level state spaces to solve highly complex tasks. Researchers have introduced…

Artificial Intelligence · Computer Science 2025-08-25 Gabriele Sartor , Angelo Oddi , Riccardo Rasconi , Vieri Giuliano Santucci , Rosa Meo

The Predictive Information is the mutual information between the past and the future, I(X_past; X_future). We hypothesize that capturing the predictive information is useful in RL, since the ability to model what will happen next is…

Machine Learning · Computer Science 2020-10-27 Kuang-Huei Lee , Ian Fischer , Anthony Liu , Yijie Guo , Honglak Lee , John Canny , Sergio Guadarrama

In this paper, We Apply Reinforcement learning (RL) techniques to train a realistic biomechanical model to work with different people and on different walking environments. We benchmarking 3 RL algorithms: Deep Deterministic Policy Gradient…

Artificial Intelligence · Computer Science 2019-01-16 Montaser Mohammedalamen , Waleed D. Khamies , Benjamin Rosman

We introduce Imagination-Augmented Agents (I2As), a novel architecture for deep reinforcement learning combining model-free and model-based aspects. In contrast to most existing model-based reinforcement learning and planning methods, which…

The standard theory of model-free reinforcement learning assumes that the environment dynamics are stationary and that agents are decoupled from their environment, such that policies are treated as being separate from the world they…

In model-based reinforcement learning, the agent interleaves between model learning and planning. These two components are inextricably intertwined. If the model is not able to provide sensible long-term prediction, the executed planner…

Machine Learning · Statistics 2019-03-19 Nan Rosemary Ke , Amanpreet Singh , Ahmed Touati , Anirudh Goyal , Yoshua Bengio , Devi Parikh , Dhruv Batra

Reasoning models have recently shown remarkable progress in domains such as math and coding. However, their expert-level abilities in math and coding contrast sharply with their performance in long-horizon, interactive tasks such as web…

Computation and Language · Computer Science 2025-10-13 Xiao Yu , Baolin Peng , Michel Galley , Hao Cheng , Qianhui Wu , Janardhan Kulkarni , Suman Nath , Zhou Yu , Jianfeng Gao

We introduce a reinforcement learning environment based on Heroic - Magic Duel, a 1 v 1 action strategy game. This domain is non-trivial for several reasons: it is a real-time game, the state space is large, the information given to the…

Artificial Intelligence · Computer Science 2020-02-18 Michal Warchalski , Dimitrije Radojevic , Milos Milosevic

Reinforcement learning has been increasingly applied in monitoring applications because of its ability to learn from previous experiences and can make adaptive decisions. However, existing machine learning-based health monitoring…

Machine Learning · Computer Science 2024-10-28 Thanveer Shaik , Xiaohui Tao , Lin Li , Haoran Xie , U R Acharya , Raj Gururajan , Xujuan Zhou

The problem of reinforcement learning is considered where the environment or the model undergoes a change. An algorithm is proposed that an agent can apply in such a problem to achieve the optimal long-time discounted reward. The algorithm…

Systems and Control · Electrical Eng. & Systems 2023-04-25 Wuxia Chen , Taposh Banerjee , Jemin George , Carl Busart

Algorithmic Information Theory has inspired intractable constructions of general intelligence (AGI), and undiscovered tractable approximations are likely feasible. Reinforcement Learning (RL), the dominant paradigm by which an agent might…

Artificial Intelligence · Computer Science 2021-05-14 Michael K. Cohen , Badri Vellambi , Marcus Hutter

Sequential decision-making agents struggle with long horizon tasks, since solving them requires multi-step reasoning. Most reinforcement learning (RL) algorithms address this challenge by improved credit assignment, introducing memory…

Machine Learning · Computer Science 2023-04-04 Bogdan Mazoure , Jake Bruce , Doina Precup , Rob Fergus , Ankit Anand

Reinforcement learning agents have demonstrated remarkable achievements in simulated environments. Data efficiency poses an impediment to carrying this success over to real environments. The design of data-efficient agents calls for a…

Machine Learning · Computer Science 2023-05-09 Xiuyuan Lu , Benjamin Van Roy , Vikranth Dwaracherla , Morteza Ibrahimi , Ian Osband , Zheng Wen

In this paper, we propose a principled deep reinforcement learning (RL) approach that is able to accelerate the convergence rate of general deep neural networks (DNNs). With our approach, a deep RL agent (synonym for optimizer in this work)…

Machine Learning · Computer Science 2017-07-14 Jie Fu

Reinforcement Learning (RL)-based control system has received considerable attention in recent decades. However, in many real-world problems, such as Batch Process Control, the environment is uncertain, which requires expensive interaction…

Machine Learning · Computer Science 2022-11-03 Peng Zhang , Yawen Huang , Bingzhang Hu , Shizheng Wang , Haoran Duan , Noura Al Moubayed , Yefeng Zheng , Yang Long

Reinforcement Learning (RL) enables an intelligent agent to optimise its performance in a task by continuously taking action from an observed state and receiving a feedback from the environment in form of rewards. RL typically uses tables…

Artificial Intelligence · Computer Science 2025-01-28 Alberto Castagna

Deep reinforcement learning (deep RL) has achieved superior performance in complex sequential tasks by learning directly from image input. A deep neural network is used as a function approximator and requires no specific state information.…

Machine Learning · Computer Science 2018-12-27 Xi Chen , Caylin Hickey