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Adversarial attacks have exposed a significant security vulnerability in state-of-the-art machine learning models. Among these models include deep reinforcement learning agents. The existing methods for attacking reinforcement learning…

Machine Learning · Computer Science 2020-01-17 Matthew Inkawhich , Yiran Chen , Hai Li

Multi-Agent Reinforcement Learning (MARL) is vulnerable to Adversarial Machine Learning (AML) attacks and needs adequate defences before it can be used in real world applications. We have conducted a survey into the use of execution-time…

Machine Learning · Computer Science 2023-01-12 Maxwell Standen , Junae Kim , Claudia Szabo

Deep Reinforcement Learning (DRL) suffers from uncertainties and inaccuracies in the observation signal in realworld applications. Adversarial attack is an effective method for evaluating the robustness of DRL agents. However, existing…

Machine Learning · Computer Science 2025-01-09 Tianyang Duan , Zongyuan Zhang , Zheng Lin , Yue Gao , Ling Xiong , Yong Cui , Hongbin Liang , Xianhao Chen , Heming Cui , Dong Huang

We propose an adversarial deep reinforcement learning (ADRL) algorithm for high-dimensional stochastic control problems. Inspired by the information relaxation duality, ADRL reformulates the control problem as a min-max optimization between…

Optimization and Control · Mathematics 2025-07-03 Nan Chen , Mengzhou Liu , Xiaoyan Wang , Nanyi Zhang

The forecast of electrical loads is essential for the planning and operation of the power system. Recently, advances in deep learning have enabled more accurate forecasts. However, deep neural networks are prone to adversarial attacks.…

Machine Learning · Computer Science 2023-01-06 Wangkun Xu , Fei Teng

This research provides a comprehensive overview of adversarial attacks on AI and ML models, exploring various attack types, techniques, and their potential harms. We also delve into the business implications, mitigation strategies, and…

Researchers have demonstrated that Deep Reinforcement Learning (DRL) is a powerful tool for finding policies that perform well on complex robotic systems. However, these policies are often unpredictable and can induce highly variable…

Robotics · Computer Science 2022-03-08 Sean Gillen , Asutay Ozmen , Katie Byl

Machine learning (ML) has made incredible impacts and transformations in a wide range of vehicular applications. As the use of ML in Internet of Vehicles (IoV) continues to advance, adversarial threats and their impact have become an…

Machine Learning · Computer Science 2022-02-10 Anum Talpur , Mohan Gurusamy

Advanced algorithms based on Deep Reinforcement Learning (DRL) have been able to become a reliable tool for the Forex market traders and provide a suitable strategy for maximizing profit and reducing trading risk. These tools try to find…

Computational Engineering, Finance, and Science · Computer Science 2024-11-05 Sahar Arabha , Davoud Sarani , Parviz Rashidi-Khazaee

We introduce two tactics to attack agents trained by deep reinforcement learning algorithms using adversarial examples, namely the strategically-timed attack and the enchanting attack. In the strategically-timed attack, the adversary aims…

Machine Learning · Computer Science 2019-11-14 Yen-Chen Lin , Zhang-Wei Hong , Yuan-Hong Liao , Meng-Li Shih , Ming-Yu Liu , Min Sun

In recent years, machine learning has become prevalent in numerous tasks, including algorithmic trading. Stock market traders utilize machine learning models to predict the market's behavior and execute an investment strategy accordingly.…

Trading and Market Microstructure · Quantitative Finance 2021-09-03 Elior Nehemya , Yael Mathov , Asaf Shabtai , Yuval Elovici

Deep reinforcement learning (DRL) has emerged as a promising approach for robotic control, but its realworld deployment remains challenging due to its vulnerability to environmental perturbations. Existing white-box adversarial attack…

Machine Learning · Computer Science 2025-03-28 Zongyuan Zhang , Tianyang Duan , Zheng Lin , Dong Huang , Zihan Fang , Zekai Sun , Ling Xiong , Hongbin Liang , Heming Cui , Yong Cui , Yue Gao

Adoption of machine learning (ML)-enabled cyber-physical systems (CPS) are becoming prevalent in various sectors of modern society such as transportation, industrial, and power grids. Recent studies in deep reinforcement learning (DRL) have…

Machine Learning · Computer Science 2020-07-15 Kai Liang Tan , Yasaman Esfandiari , Xian Yeow Lee , Aakanksha , Soumik Sarkar

Reinforcement Learning (RL) has achieved remarkable success in sequential decision tasks. However, recent studies have revealed the vulnerability of RL policies to different perturbations, raising concerns about their effectiveness and…

Machine Learning · Computer Science 2025-07-08 Buqing Nie , Yangqing Fu , Jingtian Ji , Yue Gao

In many reinforcement learning applications, the underlying environment reward and transition functions are explicitly known differentiable functions. This enables us to use recent research which applies machine learning tools to stochastic…

Portfolio Management · Quantitative Finance 2022-04-08 Thibault Jaisson

Deep reinforcement learning (DRL) has been widely studied in the portfolio management task. However, it is challenging to understand a DRL-based trading strategy because of the black-box nature of deep neural networks. In this paper, we…

Portfolio Management · Quantitative Finance 2021-12-21 Mao Guan , Xiao-Yang Liu

Data processing and analytics are fundamental and pervasive. Algorithms play a vital role in data processing and analytics where many algorithm designs have incorporated heuristics and general rules from human knowledge and experience to…

Machine Learning · Computer Science 2022-02-07 Qingpeng Cai , Can Cui , Yiyuan Xiong , Wei Wang , Zhongle Xie , Meihui Zhang

Safe reinforcement learning (Safe RL) aims to ensure policy performance while satisfying safety constraints. However, most existing Safe RL methods assume benign environments, making them vulnerable to adversarial perturbations commonly…

Machine Learning · Computer Science 2026-02-19 Jialiang Fan , Shixiong Jiang , Mengyu Liu , Fanxin Kong

Deep learning models are vulnerable to external attacks. In this paper, we propose a Reinforcement Learning (RL) based approach to generate adversarial examples for the pre-trained (target) models. We assume a semi black-box setting where…

Machine Learning · Computer Science 2018-11-15 Mandar Kulkarni

Can deep reinforcement learning algorithms be exploited as solvers for optimal trading strategies? The aim of this work is to test reinforcement learning algorithms on conceptually simple, but mathematically non-trivial, trading…

Mathematical Finance · Quantitative Finance 2020-04-10 Ayman Chaouki , Stephen Hardiman , Christian Schmidt , Emmanuel Sérié , Joachim de Lataillade
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