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Despite the great empirical success of deep reinforcement learning, its theoretical foundation is less well understood. In this work, we make the first attempt to theoretically understand the deep Q-network (DQN) algorithm (Mnih et al.,…

Machine Learning · Computer Science 2020-02-25 Jianqing Fan , Zhaoran Wang , Yuchen Xie , Zhuoran Yang

We present a novel definition of the reinforcement learning state, actions and reward function that allows a deep Q-network (DQN) to learn to control an optimization hyperparameter. Using Q-learning with experience replay, we train two DQNs…

Optimization and Control · Mathematics 2016-06-21 Samantha Hansen

The current success of Reinforcement Learning algorithms for its performance in complex environments has inspired many recent theoretical approaches to cognitive science. Artistic environments are studied within the cognitive science…

Robotics · Computer Science 2024-02-02 Raul Fernandez-Fernandez , Juan G. Victores , Carlos Balaguer

Deep Q-learning Network (DQN) is a successful way which combines reinforcement learning with deep neural networks and leads to a widespread application of reinforcement learning. One challenging problem when applying DQN or other…

Machine Learning · Computer Science 2022-09-19 Zhe Zhang , Yukun Zou , Junjie Lai , Qing Xu

Using deep neural nets as function approximator for reinforcement learning tasks have recently been shown to be very powerful for solving problems approaching real-world complexity. Using these results as a benchmark, we discuss the role…

Machine Learning · Computer Science 2016-01-21 Vincent François-Lavet , Raphael Fonteneau , Damien Ernst

Deep reinforcement learning techniques have demonstrated superior performance in a wide variety of environments. As improvements in training algorithms continue at a brisk pace, theoretical or empirical studies on understanding what these…

Machine Learning · Computer Science 2018-11-16 Raghuram Mandyam Annasamy , Katia Sycara

Over the past decade, remarkable progress has been made in adopting deep neural networks to enhance the performance of conventional reinforcement learning. A notable milestone was the development of Deep Q-Networks (DQN), which achieved…

Systems and Control · Electrical Eng. & Systems 2025-07-14 Klinsmann Agyei , Pouria Sarhadi , Daniel Polani

We establish a continuous-time framework for analyzing Deep Q-Networks (DQNs) via stochastic control and Forward-Backward Stochastic Differential Equations (FBSDEs). Considering a continuous-time Markov Decision Process (MDP) driven by a…

Machine Learning · Computer Science 2025-05-06 Qian Qi

Q-learning methods represent a commonly used class of algorithms in reinforcement learning: they are generally efficient and simple, and can be combined readily with function approximators for deep reinforcement learning (RL). However, the…

Machine Learning · Computer Science 2019-02-28 Justin Fu , Aviral Kumar , Matthew Soh , Sergey Levine

Neural networks allow Q-learning reinforcement learning agents such as deep Q-networks (DQN) to approximate complex mappings from state spaces to value functions. However, this also brings drawbacks when compared to other function…

Machine Learning · Computer Science 2018-06-21 Jack Shannon , Marek Grzes

A primary requirement for any reinforcement learning method is that it should produce policies that improve upon the initial guess. In this work, we show that the widely used Deep Q-Network (DQN) fails to satisfy this minimal criterion --…

Machine Learning · Computer Science 2025-06-18 Aditya Gopalan , Gugan Thoppe

Q-learning with neural network function approximation (neural Q-learning for short) is among the most prevalent deep reinforcement learning algorithms. Despite its empirical success, the non-asymptotic convergence rate of neural Q-learning…

Machine Learning · Computer Science 2020-03-05 Pan Xu , Quanquan Gu

The use of target networks is a common practice in deep reinforcement learning for stabilizing the training; however, theoretical understanding of this technique is still limited. In this paper, we study the so-called periodic Q-learning…

Machine Learning · Computer Science 2020-02-25 Donghwan Lee , Niao He

Despite the empirical success of the deep Q network (DQN) reinforcement learning algorithm and its variants, DQN is still not well understood and it does not guarantee convergence. In this work, we show that DQN can indeed diverge and cease…

Machine Learning · Computer Science 2022-05-04 Zhikang T. Wang , Masahito Ueda

A deep learning approach to reinforcement learning led to a general learner able to train on visual input to play a variety of arcade games at the human and superhuman levels. Its creators at the Google DeepMind's team called the approach:…

Machine Learning · Computer Science 2015-12-08 Ivan Sorokin , Alexey Seleznev , Mikhail Pavlov , Aleksandr Fedorov , Anastasiia Ignateva

The Deep Q-Network proposed by Mnih et al. [2015] has become a benchmark and building point for much deep reinforcement learning research. However, replicating results for complex systems is often challenging since original scientific…

Machine Learning · Computer Science 2017-11-22 Melrose Roderick , James MacGlashan , Stefanie Tellex

This paper provides a theoretical understanding of Deep Q-Network (DQN) with the $\varepsilon$-greedy exploration in deep reinforcement learning. Despite the tremendous empirical achievement of the DQN, its theoretical characterization…

Machine Learning · Computer Science 2023-10-26 Shuai Zhang , Hongkang Li , Meng Wang , Miao Liu , Pin-Yu Chen , Songtao Lu , Sijia Liu , Keerthiram Murugesan , Subhajit Chaudhury

The popular Q-learning algorithm is known to overestimate action values under certain conditions. It was not previously known whether, in practice, such overestimations are common, whether they harm performance, and whether they can…

Machine Learning · Computer Science 2015-12-10 Hado van Hasselt , Arthur Guez , David Silver

Deep Reinforcement Learning (RL) has considerably advanced over the past decade. At the same time, state-of-the-art RL algorithms require a large computational budget in terms of training time to converge. Recent work has started to…

Machine Learning algorithms and Neural Networks are widely applied to many different areas such as stock market prediction, face recognition and population analysis. This paper will introduce a strategy based on the classic Deep…

Portfolio Management · Quantitative Finance 2020-03-16 Ziming Gao , Yuan Gao , Yi Hu , Zhengyong Jiang , Jionglong Su
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