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We present a novel method for Deep Reinforcement Learning (DRL), incorporating the convex property of the value function over the belief space in Partially Observable Markov Decision Processes (POMDPs). We introduce hard- and soft-enforced…

Machine Learning · Computer Science 2025-03-13 Daniel Koutas , Daniel Hettegger , Kostas G. Papakonstantinou , Daniel Straub

Reinforcement learning (RL) is attracting attention as an effective way to solve sequential optimization problems that involve high dimensional state/action space and stochastic uncertainties. Many such problems involve constraints…

Machine Learning · Computer Science 2021-04-01 Haeun Yoo , Victor M. Zavala , Jay H. Lee

The common purpose of applying reinforcement learning (RL) to asset management is the maximization of profit. The extrinsic reward function used to learn an optimal strategy typically does not take into account any other preferences or…

Machine Learning · Computer Science 2022-09-16 Charl Maree , Christian W. Omlin

Reinforcement Learning (RL) is a learning paradigm concerned with learning to control a system so as to maximize an objective over the long term. This approach to learning has received immense interest in recent times and success manifests…

Artificial Intelligence · Computer Science 2018-07-26 Sanyam Kapoor

Artificial intelligence (AI) has demonstrated remarkable success across various applications. In light of this trend, the field of automated trading has developed a keen interest in leveraging AI techniques to forecast the future prices of…

Computational Engineering, Finance, and Science · Computer Science 2025-10-29 Dieu-Donne Fangnon , Armandine Sorel Kouyim Meli , Verlon Roel Mbingui , Phanie Dianelle Negho , Regis Konan Marcel Djaha , Lema Logamou Seknewna

In this paper, we survey recent advances in Reinforcement Learning (RL) for reasoning with Large Language Models (LLMs). RL has achieved remarkable success in advancing the frontier of LLM capabilities, particularly in addressing complex…

Deep reinforcement learning (RL) is an optimization-driven framework for producing control strategies for general dynamical systems without explicit reliance on process models. Good results have been reported in simulation. Here we…

Systems and Control · Electrical Eng. & Systems 2022-01-14 Nathan P. Lawrence , Michael G. Forbes , Philip D. Loewen , Daniel G. McClement , Johan U. Backstrom , R. Bhushan Gopaluni

Transformer, originally devised for natural language processing, has also attested significant success in computer vision. Thanks to its super expressive power, researchers are investigating ways to deploy transformers to reinforcement…

Machine Learning · Computer Science 2023-01-24 Shengchao Hu , Li Shen , Ya Zhang , Yixin Chen , Dacheng Tao

The application of Deep Reinforcement Learning (DRL) to inventory management is an emerging field. However, traditional DRL algorithms, originally developed for diverse domains such as game-playing and robotics, may not be well-suited for…

Machine Learning · Computer Science 2025-06-04 Tarkan Temizöz , Christina Imdahl , Remco Dijkman , Douniel Lamghari-Idrissi , Willem van Jaarsveld

Deep reinforcement learning (DRL) has shown huge potentials in building financial market simulators recently. However, due to the highly complex and dynamic nature of real-world markets, raw historical financial data often involve large…

Trading and Market Microstructure · Quantitative Finance 2022-03-03 Xiao-Yang Liu , Jingyang Rui , Jiechao Gao , Liuqing Yang , Hongyang Yang , Zhaoran Wang , Christina Dan Wang , Jian Guo

Deep Reinforcement Learning (RL) is remarkably effective in addressing sequential resource allocation problems in domains such as healthcare, public policy, and resource management. However, deep RL policies often lack transparency and…

Machine Learning · Computer Science 2025-02-18 Mauricio Tec , Guojun Xiong , Haichuan Wang , Francesca Dominici , Milind Tambe

Studies that broaden drone applications into complex tasks require a stable control framework. Recently, deep reinforcement learning (RL) algorithms have been exploited in many studies for robot control to accomplish complex tasks.…

Developing and testing automated driving models in the real world might be challenging and even dangerous, while simulation can help with this, especially for challenging maneuvers. Deep reinforcement learning (DRL) has the potential to…

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

Combining data-driven applications with control systems plays a key role in recent Autonomous Car research. This thesis offers a structured review of the latest literature on Deep Reinforcement Learning (DRL) within the realm of autonomous…

Robotics · Computer Science 2024-04-02 Yiyang Chen , Chao Ji , Yunrui Cai , Tong Yan , Bo Su

The classical theory of reinforcement learning (RL) has focused on tabular and linear representations of value functions. Further progress hinges on combining RL with modern function approximators such as kernel functions and deep neural…

Machine Learning · Computer Science 2021-01-01 Zhuoran Yang , Chi Jin , Zhaoran Wang , Mengdi Wang , Michael I. Jordan

In distributed optimization, the practical problem-solving performance is essentially sensitive to algorithm selection, parameter setting, problem type and data pattern. Thus, it is often laborious to acquire a highly efficient method for a…

Optimization and Control · Mathematics 2024-01-04 Daokuan Zhu , Tianqi Xu , Jie Lu

The state space of Android apps is huge and its thorough exploration during testing remains a major challenge. In fact, the best exploration strategy is highly dependent on the features of the app under test. Reinforcement Learning (RL) is…

Software Engineering · Computer Science 2021-12-13 Andrea Romdhana , Alessio Merlo , Mariano Ceccato , Paolo Tonella

This paper investigates the application of Deep Reinforcement Learning (DRL) for Environment, Social, and Governance (ESG) financial portfolio management, with a specific focus on the potential benefits of ESG score-based market regulation.…

Portfolio Management · Quantitative Finance 2023-07-20 Eduardo C. Garrido-Merchán , Sol Mora-Figueroa-Cruz-Guzmán , María Coronado-Vaca

In the era of Large Language Models (LLMs), alignment has emerged as a fundamental yet challenging problem in the pursuit of more reliable, controllable, and capable machine intelligence. The recent success of reasoning models and…

Machine Learning · Computer Science 2025-07-18 Hao Sun , Mihaela van der Schaar
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