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This paper tackles the challenge of learning non-Markovian optimal execution strategies in dynamic financial markets. We introduce a novel actor-critic algorithm based on Deep Deterministic Policy Gradient (DDPG) to address this issue, with…
Model-based reinforcement learning is an appealing framework for creating agents that learn, plan, and act in sequential environments. Model-based algorithms typically involve learning a transition model that takes a state and an action and…
Changes in demand, various hydrological inputs, and environmental stressors are among the issues that water managers and policymakers face on a regular basis. These concerns have sparked interest in applying different techniques to…
Deep Reinforcement Learning is a promising tool for robotic control, yet practical application is often hindered by the difficulty of designing effective reward functions. Real-world tasks typically require optimizing multiple objectives…
Model-free reinforcement learning algorithms such as Deep Deterministic Policy Gradient (DDPG) often require additional exploration strategies, especially if the actor is of deterministic nature. This work evaluates the use of model-based…
Multistep returns, such as $n$-step returns and $\lambda$-returns, are commonly used to improve the sample efficiency of reinforcement learning (RL) methods. The variance of the multistep returns becomes the limiting factor in their length;…
Hierarchical reinforcement learning (HRL) enables agents to solve complex, long-horizon tasks by decomposing them into manageable sub-tasks. However, HRL methods face two fundamental challenges: (i) non-stationarity caused by the evolving…
In this paper, we propose a new learning technique named message-dropout to improve the performance for multi-agent deep reinforcement learning under two application scenarios: 1) classical multi-agent reinforcement learning with direct…
Deep reinforcement learning (RL) can acquire complex behaviors from low-level inputs, such as images. However, real-world applications of such methods require generalizing to the vast variability of the real world. Deep networks are known…
This paper makes one step forward towards characterizing a new family of \textit{model-free} Deep Reinforcement Learning (DRL) algorithms. The aim of these algorithms is to jointly learn an approximation of the state-value function ($V$),…
Deep reinforcement learning (DRL) is a promising way to achieve human-like autonomous driving. However, the low sample efficiency and difficulty of designing reward functions for DRL would hinder its applications in practice. In light of…
Recent advances in one-step text-to-image generation have enabled real-time synthesis with remarkable efficiency and quality. Previous reinforcement learning methods for one-step generators combine image-space reward optimization with…
This paper describes an approach for attractor selection (or multi-stability control) in nonlinear dynamical systems with constrained actuation. Attractor selection is obtained using two different deep reinforcement learning methods: 1) the…
Enhancing the reasoning capabilities of Large Language Models (LLMs) with efficiency and scalability remains a fundamental challenge in artificial intelligence research. This paper presents a rigorous experimental investigation into how…
A promising characteristic of Deep Reinforcement Learning (DRL) is its capability to learn optimal policy in an end-to-end manner without relying on feature engineering. However, most approaches assume a fully observable state space, i.e.…
Most deep reinforcement learning algorithms are data inefficient in complex and rich environments, limiting their applicability to many scenarios. One direction for improving data efficiency is multitask learning with shared neural network…
Aligning generative diffusion models with human preferences via reinforcement learning (RL) is critical yet challenging. Most existing algorithms are often vulnerable to reward hacking, such as quality degradation, over-stylization, or…
Overtaking on two-lane roads is a great challenge for autonomous vehicles, as oncoming traffic appearing on the opposite lane may require the vehicle to change its decision and abort the overtaking. Deep reinforcement learning (DRL) has…
In this paper, we implement three state-of-art continuous reinforcement learning algorithms, Deep Deterministic Policy Gradient (DDPG), Proximal Policy Optimization (PPO) and Policy Gradient (PG)in portfolio management. All of them are…
Risk-sensitive reinforcement learning (RL) is crucial for maintaining reliable performance in high-stakes applications. While traditional RL methods aim to learn a point estimate of the random cumulative cost, distributional RL (DRL) seeks…