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Reinforcement learning (RL) is an innovative approach to financial decision making, offering specialized solutions to complex investment problems where traditional methods fail. This review analyzes 167 articles from 2017--2025, focusing on…

Computational Finance · Quantitative Finance 2025-12-12 Mohammad Rezoanul Hoque , Md Meftahul Ferdaus , M. Kabir Hassan

Inverse Reinforcement Learning (IRL) learns an optimal policy, given some expert demonstrations, thus avoiding the need for the tedious process of specifying a suitable reward function. However, current methods are constrained by at least…

Machine Learning · Computer Science 2023-11-16 Pierre Le Pelletier de Woillemont , Rémi Labory , Vincent Corruble

Auxiliary Learning (AL) is a form of multi-task learning in which a model trains on auxiliary tasks to boost performance on a primary objective. While AL has improved generalization across domains such as navigation, image classification,…

Machine Learning · Computer Science 2025-11-05 Judah Goldfeder , Matthew So , Hod Lipson

Agentic reinforcement learning (RL) trains large language models to autonomously call tools during reasoning, with search as the most common application. These models excel at multi-step reasoning tasks, but their safety properties are not…

Computation and Language · Computer Science 2025-10-21 Yushi Yang , Shreyansh Padarha , Andrew Lee , Adam Mahdi

We propose a novel reinforcement learning (RL) design to optimize the charging strategy for autonomous mobile robots in large-scale block stacking warehouses. RL design involves a wide array of choices that can mostly only be evaluated…

Artificial Intelligence · Computer Science 2025-05-19 Janik Bischoff , Alexandru Rinciog , Anne Meyer

Reinforcement Learning (RL) is a powerful method for controlling dynamic systems, but its learning mechanism can lead to unpredictable actions that undermine the safety of critical systems. Here, we propose RL with Adaptive Regularization…

Machine Learning · Computer Science 2024-11-01 Haozhe Tian , Homayoun Hamedmoghadam , Robert Shorten , Pietro Ferraro

Reinforcement learning (RL) relies heavily on exploration to learn from its environment and maximize observed rewards. Therefore, it is essential to design a reward function that guarantees optimal learning from the received experience.…

Artificial Intelligence · Computer Science 2022-06-20 Ingy ElSayed-Aly , Lu Feng

Many sequential decision-making tasks involve optimizing multiple conflicting objectives, requiring policies that adapt to different user preferences. In multi-objective reinforcement learning (MORL), one widely studied approach} addresses…

Machine Learning · Computer Science 2026-04-28 Ying-Tu Chen , Wei Hung , Bing-Shu Wu , Zhang-Wei Hong , Ping-Chun Hsieh

Deep reinforcement learning has recently made significant progress in solving computer games and robotic control tasks. A known problem, though, is that policies overfit to the training environment and may not avoid rare, catastrophic…

Machine Learning · Computer Science 2019-04-02 Xinlei Pan , Daniel Seita , Yang Gao , John Canny

Inverse reinforcement learning (IRL) is the problem of finding a reward function that generates a given optimal policy for a given Markov Decision Process. This paper looks at an algorithmic-independent geometric analysis of the IRL problem…

Machine Learning · Computer Science 2021-02-19 Abi Komanduru , Jean Honorio

In offline reinforcement learning (RL) agents are trained using a logged dataset. It appears to be the most natural route to attack real-life applications because in domains such as healthcare and robotics interactions with the environment…

Machine Learning · Computer Science 2020-12-15 Ksenia Konyushkova , Konrad Zolna , Yusuf Aytar , Alexander Novikov , Scott Reed , Serkan Cabi , Nando de Freitas

Envisioned application areas for reinforcement learning (RL) include autonomous driving, precision agriculture, and finance, which all require RL agents to make decisions in the real world. A significant challenge hindering the adoption of…

Machine Learning · Computer Science 2025-01-20 Dominik Baumann , Erfaun Noorani , James Price , Ole Peters , Colm Connaughton , Thomas B. Schön

In this article, we aim to provide a literature review of different formulations and approaches to continual reinforcement learning (RL), also known as lifelong or non-stationary RL. We begin by discussing our perspective on why RL is a…

Machine Learning · Computer Science 2022-11-15 Khimya Khetarpal , Matthew Riemer , Irina Rish , Doina Precup

Reinforcement learning (RL), a common tool in decision making, learns control policies from various experiences based on the associated cumulative return/rewards without treating them differently. Humans, on the contrary, often learn to…

Machine Learning · Computer Science 2025-11-25 Mingkang Wu , Devin White , Vernon Lawhern , Nicholas R. Waytowich , Yongcan Cao

The potential of reinforcement learning (RL) to deliver aligned and performant agents is partially bottlenecked by the reward engineering problem. One alternative to heuristic trial-and-error is preference-based RL (PbRL), where a reward…

Machine Learning · Computer Science 2021-12-22 Tom Bewley , Freddy Lecue

Multi-agent learning is a promising method to simulate aggregate competitive behaviour in finance. Learning expert agents' reward functions through their external demonstrations is hence particularly relevant for subsequent design of…

Machine Learning · Computer Science 2019-06-13 Jacobo Roa-Vicens , Cyrine Chtourou , Angelos Filos , Francisco Rullan , Yarin Gal , Ricardo Silva

In constrained reinforcement learning (RL), a learning agent seeks to not only optimize the overall reward but also satisfy the additional safety, diversity, or budget constraints. Consequently, existing constrained RL solutions require…

Machine Learning · Computer Science 2021-07-13 Sobhan Miryoosefi , Chi Jin

Inverse Reinforcement Learning (IRL) describes the problem of learning an unknown reward function of a Markov Decision Process (MDP) from observed behavior of an agent. Since the agent's behavior originates in its policy and MDP policies…

Artificial Intelligence · Computer Science 2016-04-14 Michael Herman , Tobias Gindele , Jörg Wagner , Felix Schmitt , Wolfram Burgard

Reinforcement Learning (RL) is a potent tool for sequential decision-making and has achieved performance surpassing human capabilities across many challenging real-world tasks. As the extension of RL in the multi-agent system domain,…

Artificial Intelligence · Computer Science 2024-08-20 Ruiqi Zhang , Jing Hou , Florian Walter , Shangding Gu , Jiayi Guan , Florian Röhrbein , Yali Du , Panpan Cai , Guang Chen , Alois Knoll

We develop Upside-Down Reinforcement Learning (UDRL), a method for learning to act using only supervised learning techniques. Unlike traditional algorithms, UDRL does not use reward prediction or search for an optimal policy. Instead, it…

Machine Learning · Computer Science 2021-09-07 Rupesh Kumar Srivastava , Pranav Shyam , Filipe Mutz , Wojciech Jaśkowski , Jürgen Schmidhuber