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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

Tennis strategy optimization is a challenging sequential decision-making problem involving hierarchical scoring, stochastic outcomes, long-horizon credit assignment, physical fatigue, and adaptation to opponent skill. I present a…

Machine Learning · Computer Science 2025-12-30 Vishnu Mohan

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

Q-learning is a popular Reinforcement Learning (RL) algorithm which is widely used in practice with function approximation (Mnih et al., 2015). In contrast, existing theoretical results are pessimistic about Q-learning. For example, (Baird,…

Machine Learning · Computer Science 2021-10-20 Naman Agarwal , Syomantak Chaudhuri , Prateek Jain , Dheeraj Nagaraj , Praneeth Netrapalli

An improvement of Q-learning is proposed in this paper. It is different from classic Q-learning in that the similarity between different states and actions is considered in the proposed method. During the training, a new updating mechanism…

Artificial Intelligence · Computer Science 2021-06-03 Wei Liao , Xiaohui Wei , Jizhou Lai

The variable and unpredictable load demands in hybrid agricultural tractors make it difficult to design optimal rule-based energy management strategies, motivating the use of adaptive, learning-based control. However, existing approaches…

Systems and Control · Electrical Eng. & Systems 2025-08-06 Hend Abououf , Sidra Ghayour Bhatti , Qadeer Ahmed

The deep Q-network (DQN) and return-based reinforcement learning are two promising algorithms proposed in recent years. DQN brings advances to complex sequential decision problems, while return-based algorithms have advantages in making use…

Machine Learning · Computer Science 2019-12-02 Wenjia Meng , Qian Zheng , Long Yang , Pengfei Li , Gang Pan

Value-based reinforcement-learning algorithms have shown strong results in games, robotics, and other real-world applications. Overestimation bias is a known threat to those algorithms and can sometimes lead to dramatic performance…

Machine Learning · Computer Science 2024-08-13 Martin Waltz , Ostap Okhrin

A key task in Artificial Intelligence is learning effective policies for controlling agents in unknown environments to optimize performance measures. Off-policy learning methods, like Q-learning, allow learners to make optimal decisions…

Artificial Intelligence · Computer Science 2025-10-27 Mingxuan Li , Junzhe Zhang , Elias Bareinboim

Artificial neural networks are promising for general function approximation but challenging to train on non-independent or non-identically distributed data due to catastrophic forgetting. The experience replay buffer, a standard component…

Machine Learning · Computer Science 2023-04-12 Qingfeng Lan , Yangchen Pan , Jun Luo , A. Rupam Mahmood

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

We study the action generalization ability of deep Q-learning in discrete action spaces. Generalization is crucial for efficient reinforcement learning (RL) because it allows agents to use knowledge learned from past experiences on new…

Artificial Intelligence · Computer Science 2022-05-12 Zhiyuan Zhou , Cameron Allen , Kavosh Asadi , George Konidaris

Q-learning is a widely used reinforcement learning technique for solving path planning problems. It primarily involves the interaction between an agent and its environment, enabling the agent to learn an optimal strategy that maximizes…

Robotics · Computer Science 2024-12-18 Yiming Ji , Kaijie Yun , Yang Liu , Zongwu Xie , Hong Liu

This study enhances a Deep Q-Network (DQN) trading model by incorporating advanced techniques like Prioritized Experience Replay, Regularized Q-Learning, Noisy Networks, Dueling, and Double DQN. Extensive tests on assets like BTC/USD and…

Computational Finance · Quantitative Finance 2023-11-21 Gang Hu

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

Model-free reinforcement learning algorithms, such as Q-learning, perform poorly in the early stages of learning in noisy environments, because much effort is spent unlearning biased estimates of the state-action value function. The bias…

Machine Learning · Computer Science 2018-02-01 Roy Fox , Ari Pakman , Naftali Tishby

Q-learning is one of the most well-known Reinforcement Learning algorithms. There have been tremendous efforts to develop this algorithm using neural networks. Bootstrapped Deep Q-Learning Network is amongst them. It utilizes multiple…

Machine Learning · Computer Science 2024-06-25 Li Meng , Morten Goodwin , Anis Yazidi , Paal Engelstad

This paper develops a novel control-theoretic framework to analyze the non-asymptotic convergence of Q-learning. We show that the dynamics of asynchronous Q-learning with a constant step-size can be naturally formulated as a discrete-time…

Optimization and Control · Mathematics 2024-08-23 Donghwan Lee , Jianghai Hu , Niao He

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

Financial market prediction and optimal trading strategy development remain challenging due to market complexity and volatility. Our research in quantum finance and reinforcement learning for decision-making demonstrates the approach of…

Quantum Physics · Physics 2025-01-24 Siddhant Dutta , Nouhaila Innan , Alberto Marchisio , Sadok Ben Yahia , Muhammad Shafique