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This paper presents a deep reinforcement learning (DRL) framework for dynamic portfolio optimization under market uncertainty and risk. The proposed model integrates a Sharpe ratio-based reward function with direct risk control mechanisms,…

Portfolio Management · Quantitative Finance 2025-11-17 Emmanuel Lwele , Sabuni Emmanuel , Sitali Gabriel Sitali

Reinforcement learning (RL) is a powerful machine learning technique that enables an intelligent agent to learn an optimal policy that maximizes the cumulative rewards in sequential decision making. Most of methods in the existing…

Machine Learning · Statistics 2023-01-06 Chengchun Shi , Zhengling Qi , Jianing Wang , Fan Zhou

Rewards serve as a measure of user satisfaction and act as a limiting factor in interactive recommender systems. In this research, we focus on the problem of learning to reward (LTR), which is fundamental to reinforcement learning. Previous…

Machine Learning · Computer Science 2023-10-31 Jialin Liu , Xinyan Su , Zeyu He , Xiangyu Zhao , Jun Li

Reinforcement learning (RL) is a popular approach for robotic path planning in uncertain environments. However, the control policies trained for an RL agent crucially depend on user-defined, state-based reward functions. Poorly designed…

Artificial Intelligence · Computer Science 2024-12-05 Anand Balakrishnan , Stefan Jakšić , Edgar A. Aguilar , Dejan Ničković , Jyotirmoy V. Deshmukh

When tackling complex problems, humans naturally break them down into smaller, manageable subtasks and adjust their initial plans based on observations. For instance, if you want to make coffee at a friend's place, you might initially plan…

Artificial Intelligence · Computer Science 2025-05-20 Zihan Ye , Oleg Arenz , Kristian Kersting

Deep Reinforcement Learning has enabled the control of increasingly complex and high-dimensional problems. However, the need of vast amounts of data before reasonable performance is attained prevents its widespread application. We employ…

Machine Learning · Computer Science 2020-04-08 Jan Scholten , Daan Wout , Carlos Celemin , Jens Kober

Inverse reinforcement learning (IRL) is computationally challenging, with common approaches requiring the solution of multiple reinforcement learning (RL) sub-problems. This work motivates the use of potential-based reward shaping to reduce…

Machine Learning · Computer Science 2023-12-19 Lauren H. Cooke , Harvey Klyne , Edwin Zhang , Cassidy Laidlaw , Milind Tambe , Finale Doshi-Velez

Standard reinforcement learning (RL) optimizes policies for reward but imposes few constraints on how decisions evolve over time. As a result, policies may achieve high performance while exhibiting temporally incoherent behavior such as…

Machine Learning · Computer Science 2026-04-24 Sukesh Subaharan

The design of recommendations strategies in the adaptive learning system focuses on utilizing currently available information to provide individual-specific learning instructions for learners. As a critical motivate for human behaviors,…

Computers and Society · Computer Science 2019-10-29 Ruijian Han , Kani Chen , Chunxi Tan

We present an adversarial active exploration for inverse dynamics model learning, a simple yet effective learning scheme that incentivizes exploration in an environment without any human intervention. Our framework consists of a deep…

Machine Learning · Computer Science 2020-03-18 Zhang-Wei Hong , Tsu-Jui Fu , Tzu-Yun Shann , Yi-Hsiang Chang , Chun-Yi Lee

Preference-based reinforcement learning has gained prominence as a strategy for training agents in environments where the reward signal is difficult to specify or misaligned with human intent. However, its effectiveness is often limited by…

Machine Learning · Computer Science 2025-08-27 Jonathan Erskine , Taku Yamagata , Raúl Santos-Rodríguez

Many currently deployed Reinforcement Learning agents work in an environment shared with humans, be them co-workers, users or clients. It is desirable that these agents adjust to people's preferences, learn faster thanks to their help, and…

Machine Learning · Computer Science 2018-08-14 Hélène Plisnier , Denis Steckelmacher , Tim Brys , Diederik M. Roijers , Ann Nowé

Preference-based reinforcement learning (PbRL) has shown impressive capabilities in training agents without reward engineering. However, a notable limitation of PbRL is its dependency on substantial human feedback. This dependency stems…

Machine Learning · Computer Science 2024-05-30 Fengshuo Bai , Rui Zhao , Hongming Zhang , Sijia Cui , Ying Wen , Yaodong Yang , Bo Xu , Lei Han

In recent years, unmanned aerial vehicle (UAV) related technology has expanded knowledge in the area, bringing to light new problems and challenges that require solutions. Furthermore, because the technology allows processes usually carried…

Artificial Intelligence · Computer Science 2022-12-08 Cristian Millán-Arias , Ruben Contreras , Francisco Cruz , Bruno Fernandes

While reinforcement learning algorithms provide automated acquisition of optimal policies, practical application of such methods requires a number of design decisions, such as manually designing reward functions that not only define the…

Machine Learning · Computer Science 2022-12-29 Tim G. J. Rudner , Vitchyr H. Pong , Rowan McAllister , Yarin Gal , Sergey Levine

Reward shaping is a technique in reinforcement learning that addresses the sparse-reward problem by providing more frequent and informative rewards. We introduce a self-adaptive and highly efficient reward shaping mechanism that…

Machine Learning · Computer Science 2025-03-03 Haozhe Ma , Zhengding Luo , Thanh Vinh Vo , Kuankuan Sima , Tze-Yun Leong

Human guidance is often desired in reinforcement learning to improve the performance of the learning agent. However, human insights are often mere opinions and educated guesses rather than well-formulated arguments. While opinions are…

Machine Learning · Computer Science 2024-08-06 Kyanna Dagenais , Istvan David

Reinforcement learning (RL) studies how an agent comes to achieve reward in an environment through interactions over time. Recent advances in machine RL have surpassed human expertise at the world's oldest board games and many classic video…

Artificial Intelligence · Computer Science 2021-07-28 Pedro A. Tsividis , Joao Loula , Jake Burga , Nathan Foss , Andres Campero , Thomas Pouncy , Samuel J. Gershman , Joshua B. Tenenbaum

Reinforcement Learning (RL) methods have emerged as a popular choice for training an efficient and effective dialogue policy. However, these methods suffer from sparse and unstable reward signals returned by a user simulator only when a…

Artificial Intelligence · Computer Science 2020-09-18 Ziming Li , Sungjin Lee , Baolin Peng , Jinchao Li , Julia Kiseleva , Maarten de Rijke , Shahin Shayandeh , Jianfeng Gao

Reward shaping allows reinforcement learning (RL) agents to accelerate learning by receiving additional reward signals. However, these signals can be difficult to design manually, especially for complex RL tasks. We propose a simple and…

Artificial Intelligence · Computer Science 2018-06-11 Niels Justesen , Sebastian Risi
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