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Reinforcement learning is a learning paradigm for solving sequential decision-making problems. Recent years have witnessed remarkable progress in reinforcement learning upon the fast development of deep neural networks. Along with the…

Machine Learning · Computer Science 2023-07-06 Zhuangdi Zhu , Kaixiang Lin , Anil K. Jain , Jiayu Zhou

Model-based reinforcement learning is an effective approach for controlling an unknown system. It is based on a longstanding pipeline familiar to the control community in which one performs experiments on the environment to collect a…

Systems and Control · Electrical Eng. & Systems 2024-08-14 Bruce D. Lee , Ingvar Ziemann , George J. Pappas , Nikolai Matni

Reinforcement learning (RL) is a general framework for adaptive control, which has proven to be efficient in many domains, e.g., board games, video games or autonomous vehicles. In such problems, an agent faces a sequential decision-making…

Machine Learning · Computer Science 2020-06-16 Olivier Buffet , Olivier Pietquin , Paul Weng

Reinforcement Learning is an area of Machine Learning focused on how agents can be trained to make sequential decisions, and achieve a particular goal within an arbitrary environment. While learning, they repeatedly take actions based on…

Model-Based Reinforcement Learning involves learning a \textit{dynamics model} from data, and then using this model to optimise behaviour, most often with an online \textit{planner}. Much of the recent research along these lines presents a…

Reinforcement learning is a machine learning approach concerned with solving dynamic optimization problems in an almost model-free way by maximizing a reward function in state and action spaces. This property makes it an exciting area of…

Portfolio Management · Quantitative Finance 2020-10-12 Miquel Noguer i Alonso , Sonam Srivastava

From out-competing grandmasters in chess to informing high-stakes healthcare decisions, emerging methods from artificial intelligence are increasingly capable of making complex and strategic decisions in diverse, high-dimensional, and…

Computers and Society · Computer Science 2024-03-05 Melissa Chapman , Lily Xu , Marcus Lapeyrolerie , Carl Boettiger

Deep reinforcement learning (DRL) is a very active research area. However, several technical and scientific issues require to be addressed, amongst which we can mention data inefficiency, exploration-exploitation trade-off, and multi-task…

Machine Learning · Computer Science 2020-11-24 Mohammad Reza Samsami , Hossein Alimadad

Reinforcement Learning (RL), a subfield of Artificial Intelligence (AI), focuses on training agents to make decisions by interacting with their environment to maximize cumulative rewards. This paper provides an overview of RL, covering its…

Artificial Intelligence · Computer Science 2024-12-04 Majid Ghasemi , Dariush Ebrahimi

Reinforcement learning means learning a policy--a mapping of observations into actions--based on feedback from the environment. The learning can be viewed as browsing a set of policies while evaluating them by trial through interaction with…

Machine Learning · Computer Science 2017-05-25 Leonid Peshkin , Virginia Savova

Self-driving vehicles must be able to act intelligently in diverse and difficult environments, marked by high-dimensional state spaces, a myriad of optimization objectives and complex behaviors. Traditionally, classical optimization and…

Robotics · Computer Science 2020-11-11 Josiah Coad , Zhiqian Qiao , John M. Dolan

Animals and robots exist in a physical world and must coordinate their bodies to achieve behavioral objectives. With recent developments in deep reinforcement learning, it is now possible for scientists and engineers to obtain sensorimotor…

Robotics · Computer Science 2024-05-21 Yusheng Jiao , Feng Ling , Sina Heydari , Nicolas Heess , Josh Merel , Eva Kanso

Can deep reinforcement learning algorithms be exploited as solvers for optimal trading strategies? The aim of this work is to test reinforcement learning algorithms on conceptually simple, but mathematically non-trivial, trading…

Mathematical Finance · Quantitative Finance 2020-04-10 Ayman Chaouki , Stephen Hardiman , Christian Schmidt , Emmanuel Sérié , Joachim de Lataillade

We study the problem of exploration in Reinforcement Learning and present a novel model-free solution. We adopt an information-theoretical viewpoint and start from the instance-specific lower bound of the number of samples that have to be…

Machine Learning · Computer Science 2024-07-02 Alessio Russo , Alexandre Proutiere

This paper investigates the automatic exploration problem under the unknown environment, which is the key point of applying the robotic system to some social tasks. The solution to this problem via stacking decision rules is impossible to…

Robotics · Computer Science 2020-07-24 Haoran Li , Qichao Zhang , Dongbin Zhao

Optimal designs are usually model-dependent and likely to be sub-optimal if the postulated model is not correctly specified. In practice, it is common that a researcher has a list of candidate models at hand and a design has to be found…

Statistics Theory · Mathematics 2023-03-29 Mingyao Ai , Holger Dette , Zhengfu Liu , Jun Yu

In recent years, model-free methods that use deep learning have achieved great success in many different reinforcement learning environments. Most successful approaches focus on solving a single task, while multi-task reinforcement learning…

Machine Learning · Computer Science 2017-05-25 Asier Mujika

Systems and machines undergo various failure modes that result in machine health degradation, so maintenance actions are required to restore them back to a state where they can perform their expected functions. Since maintenance tasks are…

Machine Learning · Computer Science 2023-07-11 Oluwaseyi Ogunfowora , Homayoun Najjaran

Exploration is an essential component of reinforcement learning algorithms, where agents need to learn how to predict and control unknown and often stochastic environments. Reinforcement learning agents depend crucially on exploration to…

Machine Learning · Computer Science 2021-09-03 Susan Amin , Maziar Gomrokchi , Harsh Satija , Herke van Hoof , Doina Precup

The concept of the value-gradient is introduced and developed in the context of reinforcement learning. It is shown that by learning the value-gradients exploration or stochastic behaviour is no longer needed to find locally optimal…

Neural and Evolutionary Computing · Computer Science 2008-03-26 Michael Fairbank