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We develop a deep reinforcement learning (RL) framework for an optimal market-making (MM) trading problem, specifically focusing on price processes with semi-Markov and Hawkes Jump-Diffusion dynamics. We begin by discussing the basics of RL…

Computational Finance · Quantitative Finance 2025-03-03 Luca Lalor , Anatoliy Swishchuk

Traditional reinforcement learning (RL) generates discrete control policies, assigning one action per cycle. These policies are usually implemented as in a fixed-frequency control loop. This rigidity presents challenges as optimal control…

Robotics · Computer Science 2024-07-02 Dong Wang , Giovanni Beltrame

Deep Reinforcement Learning (Deep RL) and Evolutionary Algorithms (EA) are two major paradigms of policy optimization with distinct learning principles, i.e., gradient-based v.s. gradient-free. An appealing research direction is integrating…

Neural and Evolutionary Computing · Computer Science 2023-07-03 Jianye Hao , Pengyi Li , Hongyao Tang , Yan Zheng , Xian Fu , Zhaopeng Meng

Multi-agent deep reinforcement learning makes optimal decisions dependent on system states observed by agents, but any uncertainty on the observations may mislead agents to take wrong actions. The Mean-Field Actor-Critic reinforcement…

Machine Learning · Computer Science 2023-06-01 Ziyuan Zhou , Guanjun Liu

The integration of Reinforcement Learning (RL) and Evolutionary Algorithms (EAs) aims at simultaneously exploiting the sample efficiency as well as the diversity and robustness of the two paradigms. Recently, hybrid learning frameworks…

Neural and Evolutionary Computing · Computer Science 2022-11-08 Yuxing Wang , Tiantian Zhang , Yongzhe Chang , Bin Liang , Xueqian Wang , Bo Yuan

We propose WSAC (Weighted Safe Actor-Critic), a novel algorithm for Safe Offline Reinforcement Learning (RL) under functional approximation, which can robustly optimize policies to improve upon an arbitrary reference policy with limited…

Machine Learning · Computer Science 2024-11-01 Honghao Wei , Xiyue Peng , Arnob Ghosh , Xin Liu

Safety is essential for reinforcement learning (RL) applied in real-world situations. Chance constraints are suitable to represent the safety requirements in stochastic systems. Previous chance-constrained RL methods usually have a low…

Machine Learning · Computer Science 2021-03-17 Baiyu Peng , Yao Mu , Yang Guan , Shengbo Eben Li , Yuming Yin , Jianyu Chen

Combinatorial optimization problems are notoriously challenging due to their discrete structure and exponentially large solution space. Recent advances in deep reinforcement learning (DRL) have enabled the learning heuristics directly from…

Machine Learning · Computer Science 2025-06-12 Shengda Gu , Kai Li , Junliang Xing , Yifan Zhang , Jian Cheng

Learning-based methods have enabled robots to acquire bio-inspired movements with increasing levels of naturalness and adaptability. Among these, Imitation Learning (IL) has proven effective in transferring complex motion patterns from…

Robotics · Computer Science 2025-09-30 Nayari Marie Lessa , Melya Boukheddimi , Frank Kirchner

Modern offline Reinforcement Learning (RL) methods find performant actor-critics, however, fine-tuning these actor-critics online with value-based RL algorithms typically causes immediate drops in performance. We provide evidence consistent…

Machine Learning · Computer Science 2026-03-02 Nathan Samuel de Lara , Florian Shkurti

We study the robustness of deep reinforcement learning algorithms against distribution shifts within contextual multi-stage stochastic combinatorial optimization problems from the operations research domain. In this context, risk-sensitive…

Machine Learning · Computer Science 2024-02-16 Tobias Enders , James Harrison , Maximilian Schiffer

Evolution strategies (ES), as a family of black-box optimization algorithms, recently emerge as a scalable alternative to reinforcement learning (RL) approaches such as Q-learning or policy gradient, and are much faster when many central…

Machine Learning · Computer Science 2022-04-01 Zhi Wang , Chunlin Chen , Daoyi Dong

The Soft Actor-Critic (SAC) algorithm, a state-of-the-art method in maximum entropy reinforcement learning, traditionally relies on minimizing reverse Kullback-Leibler (KL) divergence for policy updates. However, this approach leads to an…

Machine Learning · Computer Science 2025-06-03 Yixian Zhang , Huaze Tang , Changxu Wei , Wenbo Ding

An innovative evolutionary method for the dynamic control of reconfigurable intelligent surfaces (RISs) is proposed. It leverages, on the one hand, on the exploration capabilities of evolutionary strategies and their effectiveness in…

Systems and Control · Electrical Eng. & Systems 2023-09-11 Francesco Zardi , Giacomo Oliveri , Andrea Massa

Evolution Strategies (ES) have recently been demonstrated to be a viable alternative to reinforcement learning (RL) algorithms on a set of challenging deep RL problems, including Atari games and MuJoCo humanoid locomotion benchmarks. While…

Neural and Evolutionary Computing · Computer Science 2018-02-27 Patryk Chrabaszcz , Ilya Loshchilov , Frank Hutter

As modern air combat evolves toward beyond-visual-range (BVR) multi-aircraft cooperative engagements, autonomous decision-making for unmanned combat aerial vehicles (UCAVs) faces significant challenges due to high-dimensional state spaces,…

Artificial Intelligence · Computer Science 2026-05-26 Chengwei Li , Junlin Liu , Yang Gao

It is difficult to be able to imitate well in unknown states from a small amount of expert data and sampling data. Supervised learning methods such as Behavioral Cloning do not require sampling data, but usually suffer from distribution…

Machine Learning · Computer Science 2020-02-03 Daichi Nishio , Daiki Kuyoshi , Toi Tsuneda , Satoshi Yamane

While the maximum entropy (MaxEnt) reinforcement learning (RL) framework -- often touted for its exploration and robustness capabilities -- is usually motivated from a probabilistic perspective, the use of deep probabilistic models has not…

Machine Learning · Computer Science 2023-02-13 Dinghuai Zhang , Aaron Courville , Yoshua Bengio , Qinqing Zheng , Amy Zhang , Ricky T. Q. Chen

In this work, we explore UAV-assisted reconfigurable intelligent surface (RIS) technology to enhance downlink communications in wireless networks. By integrating RIS on both UAVs and ground infrastructure, we aim to boost network coverage,…

Signal Processing · Electrical Eng. & Systems 2024-11-19 Abuzar B. M. Adam , Elhadj Moustapha Diallo , Mohammed A. M. Elhassan

Providing densely shaped reward functions for RL algorithms is often exceedingly challenging, motivating the development of RL algorithms that can learn from easier-to-specify sparse reward functions. This sparsity poses new exploration…

Machine Learning · Computer Science 2022-10-24 Albert Wilcox , Ashwin Balakrishna , Jules Dedieu , Wyame Benslimane , Daniel S. Brown , Ken Goldberg
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