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In recent years, there has been a growing trend of applying Reinforcement Learning (RL) in financial applications. This approach has shown great potential to solve decision-making tasks in finance. In this survey, we present a comprehensive…

Computational Finance · Quantitative Finance 2024-11-21 Yahui Bai , Yuhe Gao , Runzhe Wan , Sheng Zhang , Rui Song

Reinforcement Learning (RL) has demonstrated significant potential in certain real-world industrial applications, yet its broader deployment remains limited by inherent challenges such as sample inefficiency and unstable learning dynamics.…

Machine Learning · Computer Science 2025-07-03 Tom Maus , Asma Atamna , Tobias Glasmachers

Reinforcement Learning (RL) has demonstrated a great potential for automatically solving decision-making problems in complex uncertain environments. RL proposes a computational approach that allows learning through interaction in an…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-11-18 Yisel Garí , David A. Monge , Elina Pacini , Cristian Mateos , Carlos García Garino

Reinforcement learning usually makes use of numerical rewards, which have nice properties but also come with drawbacks and difficulties. Using rewards on an ordinal scale (ordinal rewards) is an alternative to numerical rewards that has…

Machine Learning · Computer Science 2020-12-09 Alexander Zap , Tobias Joppen , Johannes Fürnkranz

In recent years, reinforcement learning (RL) has emerged as a popular approach for solving sequence-based tasks in machine learning. However, finding suitable alternatives to RL remains an exciting and innovative research area. One such…

Machine Learning · Computer Science 2023-04-11 Ali Beikmohammadi , Sindri Magnússon

We propose a general formulation for addressing reinforcement learning (RL) problems in settings with observational data. That is, we consider the problem of learning good policies solely from historical data in which unobserved factors…

Machine Learning · Computer Science 2018-12-31 Chaochao Lu , Bernhard Schölkopf , José Miguel Hernández-Lobato

In this paper, we introduce and apply Operations Research Question Answering (ORQA), a new benchmark designed to assess the generalization capabilities of Large Language Models (LLMs) in the specialized technical domain of Operations…

Complex high-dimensional spaces with high Degree-of-Freedom and complicated action spaces, such as humanoid robots equipped with dexterous hands, pose significant challenges for reinforcement learning (RL) algorithms, which need to wisely…

Robotics · Computer Science 2025-02-25 Zifeng Zhuang , Diyuan Shi , Runze Suo , Xiao He , Hongyin Zhang , Ting Wang , Shangke Lyu , Donglin Wang

The rapid changes in the finance industry due to the increasing amount of data have revolutionized the techniques on data processing and data analysis and brought new theoretical and computational challenges. In contrast to classical…

Mathematical Finance · Quantitative Finance 2023-03-01 Ben Hambly , Renyuan Xu , Huining Yang

Reinforcement learning (RL) has shown great promise with algorithms learning in environments with large state and action spaces purely from scalar reward signals. A crucial challenge for current deep RL algorithms is that they require a…

Machine Learning · Computer Science 2023-11-23 Shivakanth Sujit , Pedro H. M. Braga , Jorg Bornschein , Samira Ebrahimi Kahou

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

Online matching problems arise in many complex systems, from cloud services and online marketplaces to organ exchange networks, where timely, principled decisions are critical for maintaining high system performance. Traditional heuristics…

Machine Learning · Statistics 2025-10-09 Chiara Mignacco , Matthieu Jonckheere , Gilles Stoltz

While reinforcement learning (RL) has shown promising performance, its sample complexity continues to be a substantial hurdle, restricting its broader application across a variety of domains. Imitation learning (IL) utilizes oracles to…

Machine Learning · Computer Science 2025-08-12 Xuefeng Liu , Takuma Yoneda , Rick L. Stevens , Matthew R. Walter , Yuxin Chen

Reinforcement learning (RL) algorithms have been successfully applied to control tasks associated with unmanned aerial vehicles and robotics. In recent years, safe RL has been proposed to allow the safe execution of RL algorithms in…

Machine Learning · Computer Science 2025-02-25 Austin Coursey , Marcos Quinones-Grueiro , Gautam Biswas

The problem of inverse reinforcement learning (IRL) is relevant to a variety of tasks including value alignment and robot learning from demonstration. Despite significant algorithmic contributions in recent years, IRL remains an ill-posed…

Machine Learning · Computer Science 2020-11-18 Sreejith Balakrishnan , Quoc Phong Nguyen , Bryan Kian Hsiang Low , Harold Soh

In reinforcement learning (RL) research, simulations enable benchmarks between algorithms, as well as prototyping and hyper-parameter tuning of agents. In order to promote RL both in research and real-world applications, frameworks are…

Robotics · Computer Science 2022-12-05 Christian Bitter , Timo Thun , Tobias Meisen

Reinforcement learning (RL) algorithms have demonstrated promising results on complex tasks, yet often require impractical numbers of samples since they learn from scratch. Meta-RL aims to address this challenge by leveraging experience…

Machine Learning · Computer Science 2020-10-28 Russell Mendonca , Abhishek Gupta , Rosen Kralev , Pieter Abbeel , Sergey Levine , Chelsea Finn

Operations Research (OR) serves as a core decision-support methodology for complex systems, with significant applications across mathematics, management science, and computer science. Traditional approaches heavily rely on expert knowledge…

Optimization and Control · Mathematics 2026-05-21 Xianchao Xiu , Jianhao Li , Jun Fan , Wanquan Liu

First-order methods for quadratic optimization such as OSQP are widely used for large-scale machine learning and embedded optimal control, where many related problems must be rapidly solved. These methods face two persistent challenges:…

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