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Safe Reinforcement Learning (RL) plays an important role in applying RL algorithms to safety-critical real-world applications, addressing the trade-off between maximizing rewards and adhering to safety constraints. This work introduces a…

Robotics · Computer Science 2024-07-16 Fan Yang , Wenxuan Zhou , Zuxin Liu , Ding Zhao , David Held

Incorporating high-level knowledge is an effective way to expedite reinforcement learning (RL), especially for complex tasks with sparse rewards. We investigate an RL problem where the high-level knowledge is in the form of reward machines,…

Artificial Intelligence · Computer Science 2022-02-10 Zhe Xu , Ivan Gavran , Yousef Ahmad , Rupak Majumdar , Daniel Neider , Ufuk Topcu , Bo Wu

Many practical applications of reinforcement learning (RL) constrain the agent to learn from a fixed offline dataset of logged interactions, which has already been gathered, without offering further possibility for data collection. However,…

Machine Learning · Computer Science 2021-07-06 Zizhou Su

Reinforcement learning (RL) has been recognized as a powerful tool for robot control tasks. RL typically employs reward functions to define task objectives and guide agent learning. However, since the reward function serves the dual purpose…

Machine Learning · Computer Science 2025-12-10 Zhao Yu , Xiuping Wu , Liangjun Ke

Inverse reinforcement learning (IRL) infers a reward function from demonstrations, allowing for policy improvement and generalization. However, despite much recent interest in IRL, little work has been done to understand the minimum set of…

Machine Learning · Computer Science 2019-08-19 Daniel S. Brown , Scott Niekum

We present an empirical study on the use of continual learning (CL) methods in a reinforcement learning (RL) scenario, which, to the best of our knowledge, has not been described before. CL is a very active recent research topic concerned…

Machine Learning · Computer Science 2024-09-04 Benedikt Bagus , Alexander Gepperth

Multi-rotor UAVs suffer from a restricted range and flight duration due to limited battery capacity. Autonomous landing on a 2D moving platform offers the possibility to replenish batteries and offload data, thus increasing the utility of…

Robotics · Computer Science 2024-05-17 Pascal Goldschmid , Aamir Ahmad

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

Reinforcement learning (RL) is a general and well-known method that a robot can use to learn an optimal control policy to solve a particular task. We would like to build a versatile robot that can learn multiple tasks, but using RL for each…

Artificial Intelligence · Computer Science 2015-12-01 Lisa Lee

Many traditional algorithms for solving combinatorial optimization problems involve using hand-crafted heuristics that sequentially construct a solution. Such heuristics are designed by domain experts and may often be suboptimal due to the…

Machine Learning · Computer Science 2020-12-25 Nina Mazyavkina , Sergey Sviridov , Sergei Ivanov , Evgeny Burnaev

Although Reinforcement Learning (RL) algorithms have found tremendous success in simulated domains, they often cannot directly be applied to physical systems, especially in cases where there are hard constraints to satisfy (e.g. on safety…

Machine Learning · Computer Science 2020-08-28 Harsh Satija , Philip Amortila , Joelle Pineau

We study deep reinforcement learning (RL) algorithms with delayed rewards. In many real-world tasks, instant rewards are often not readily accessible or even defined immediately after the agent performs actions. In this work, we first…

Machine Learning · Computer Science 2021-06-23 Beining Han , Zhizhou Ren , Zuofan Wu , Yuan Zhou , Jian Peng

Equipping quadruped robots with manipulators provides unique loco-manipulation capabilities, enabling diverse practical applications. This integration creates a more complex system that has increased difficulties in modeling and control.…

Robotics · Computer Science 2025-07-08 Dianyong Hou , Chengrui Zhu , Zhen Zhang , Zhibin Li , Chuang Guo , Yong Liu

We introduce the use of reinforcement learning for indirect mechanisms, working with the existing class of sequential price mechanisms, which generalizes both serial dictatorship and posted price mechanisms and essentially characterizes all…

Computer Science and Game Theory · Computer Science 2021-05-07 Gianluca Brero , Alon Eden , Matthias Gerstgrasser , David C. Parkes , Duncan Rheingans-Yoo

Over the past decades, researchers have been pushing the limits of Deep Reinforcement Learning (DRL). Although DRL has attracted substantial interest from practitioners, many are blocked by having to search through a plethora of available…

Mathematical Finance · Quantitative Finance 2023-10-05 Sophia Gu

Urban autonomous driving decision making is challenging due to complex road geometry and multi-agent interactions. Current decision making methods are mostly manually designing the driving policy, which might result in sub-optimal solutions…

Machine Learning · Computer Science 2019-10-23 Jianyu Chen , Bodi Yuan , Masayoshi Tomizuka

Dynamic hedging is the practice of periodically transacting financial instruments to offset the risk caused by an investment or a liability. Dynamic hedging optimization can be framed as a sequential decision problem; thus, Reinforcement…

Computational Finance · Quantitative Finance 2024-02-26 Andrei Neagu , Frédéric Godin , Clarence Simard , Leila Kosseim

We propose the first discrete-time infinite-horizon dynamic formulation of the financial index tracking problem under both return-based tracking error and value-based tracking error. The formulation overcomes the limitations of existing…

Portfolio Management · Quantitative Finance 2024-11-19 Xianhua Peng , Chenyin Gong , Xue Dong He

Ensuring strict safety guarantees is the paramount challenge for emerging 5G/6G wireless systems, particularly as they increasingly govern mission-critical applications ranging from autonomous UAV swarms to industrial automation. While deep…

Signal Processing · Electrical Eng. & Systems 2026-04-21 Haoran Peng , Tong Wu , Hang Liu , Weijia Zheng , Ying-Jun Angela Zhang , Anna Scaglione

Abstract In this work, we build two environments, namely the modified QLBS and RLOP models, from a mathematics perspective which enables RL methods in option pricing through replicating by portfolio. We implement the environment…

Pricing of Securities · Quantitative Finance 2022-05-12 Ziheng Chen
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