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Deep Reinforcement Learning (DRL) has been extensively used to address portfolio optimization problems. The DRL agents acquire knowledge and make decisions through unsupervised interactions with their environment without requiring explicit…

Machine Learning · Computer Science 2025-01-14 Ruoyu Sun , Yue Xi , Angelos Stefanidis , Zhengyong Jiang , Jionglong Su

Off-policy actor-critic algorithms have shown strong potential in deep reinforcement learning for continuous control tasks. Their success primarily comes from leveraging pessimistic state-action value function updates, which reduce function…

Machine Learning · Computer Science 2025-08-21 Bahareh Tasdighi , Nicklas Werge , Yi-Shan Wu , Melih Kandemir

Solutions to address the periodic review inventory control problem with nonstationary random demand, lost sales, and stochastic vendor lead times typically involve making strong assumptions on the dynamics for either approximation or…

Machine Learning · Statistics 2023-10-26 Dean Foster , Randy Jia , Dhruv Madeka

In recent years, deep learning has made remarkable strides, surpassing human capabilities in tasks like strategy games, and it has found applications in complex domains, including protein folding. In the realm of quantum chemistry, machine…

Chemical Physics · Physics 2024-01-09 Rhyan Barrett , Julia Westermayr

We consider the problem of finding a policy that maximizes an expected reward throughout the trajectory of an agent that interacts with an unknown environment. Frequently denoted Reinforcement Learning, this framework suffers from the need…

Systems and Control · Electrical Eng. & Systems 2020-09-30 Juan Cervino , Harshat Kumar , Alejandro Ribeiro

Recently, there has been a surge in interest in safe and robust techniques within reinforcement learning (RL). Current notions of risk in RL fail to capture the potential for systemic failures such as abrupt stoppages from system failures…

Systems and Control · Computer Science 2019-10-09 David Mguni

We consider the problem of using multiple agents to harvest data from a collection of sensor nodes (targets) scattered across a two-dimensional environment. These targets transmit their data to the agents that move in the space above them,…

Systems and Control · Electrical Eng. & Systems 2025-08-25 Shili Wu , Yancheng Zhu , Aniruddha Datta , Sean B. Andersson

Conservatism has led to significant progress in offline reinforcement learning (RL) where an agent learns from pre-collected datasets. However, as many real-world scenarios involve interaction among multiple agents, it is important to…

Machine Learning · Computer Science 2022-04-05 Ling Pan , Longbo Huang , Tengyu Ma , Huazhe Xu

Reinforcement learning has been explored for many problems, from video games with deterministic environments to portfolio and operations management in which scenarios are stochastic; however, there have been few attempts to test these…

General Finance · Quantitative Finance 2024-02-19 Sherly Alfonso-Sánchez , Jesús Solano , Alejandro Correa-Bahnsen , Kristina P. Sendova , Cristián Bravo

We propose a new algorithm, Mean Actor-Critic (MAC), for discrete-action continuous-state reinforcement learning. MAC is a policy gradient algorithm that uses the agent's explicit representation of all action values to estimate the gradient…

This paper presents a novel algorithm for the continuous control of dynamical systems that combines Trajectory Optimization (TO) and Reinforcement Learning (RL) in a single framework. The motivations behind this algorithm are the two main…

The advances in unsupervised object-centric representation learning have significantly improved its application to downstream tasks. Recent works highlight that disentangled object representations can aid policy learning in image-based,…

Artificial Intelligence · Computer Science 2025-03-21 Leonid Ugadiarov , Vitaliy Vorobyov , Aleksandr I. Panov

Model-free deep reinforcement learning (RL) algorithms have been demonstrated on a range of challenging decision making and control tasks. However, these methods typically suffer from two major challenges: very high sample complexity and…

Machine Learning · Computer Science 2018-08-10 Tuomas Haarnoja , Aurick Zhou , Pieter Abbeel , Sergey Levine

Effective coordination is crucial to solve multi-agent collaborative (MAC) problems. While centralized reinforcement learning methods can optimally solve small MAC instances, they do not scale to large problems and they fail to generalize…

Machine Learning · Computer Science 2019-10-22 Nicolas Carion , Gabriel Synnaeve , Alessandro Lazaric , Nicolas Usunier

Improving the sample efficiency of reinforcement learning algorithms requires effective exploration. Following the principle of $\textit{optimism in the face of uncertainty}$ (OFU), we train a separate exploration policy to maximize the…

Machine Learning · Computer Science 2022-11-23 Jiachen Li , Shuo Cheng , Zhenyu Liao , Huayan Wang , William Yang Wang , Qinxun Bai

The capability to widely sample the state and action spaces is a key ingredient toward building effective reinforcement learning algorithms. The variational optimization principles exposed in this paper emphasize the importance of an…

Machine Learning · Computer Science 2022-05-25 Emmanuel Daucé

Modern control theories such as systems engineering approaches try to solve nonlinear system problems by revelation of causal relationship or co-relationship among the components; most of those approaches focus on control of sophisticatedly…

Machine Learning · Computer Science 2021-01-07 Byunghyun Ban , Soobin Kim

This paper addresses the problem of visual feature representation learning with an aim to improve the performance of end-to-end reinforcement learning (RL) models. Specifically, a novel architecture is proposed that uses a heterogeneous…

Computer Vision and Pattern Recognition · Computer Science 2023-03-02 Darshita Jain , Anima Majumder , Samrat Dutta , Swagat Kumar

We investigate the discounting mismatch in actor-critic algorithm implementations from a representation learning perspective. Theoretically, actor-critic algorithms usually have discounting for both actor and critic, i.e., there is a…

Machine Learning · Computer Science 2022-01-27 Shangtong Zhang , Romain Laroche , Harm van Seijen , Shimon Whiteson , Remi Tachet des Combes

Reinforcement learning suffers from limitations in real practices primarily due to the number of required interactions with virtual environments. It results in a challenging problem because we are implausible to obtain a local optimal…

Machine Learning · Computer Science 2024-10-28 Qizhen Wu , Kexin Liu , Lei Chen