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Deep reinforcement learning (DRL) has achieved significant breakthroughs in various tasks. However, most DRL algorithms suffer a problem of generalizing the learned policy which makes the learning performance largely affected even by minor…

Machine Learning · Computer Science 2019-07-11 Zhengyao Jiang , Shan Luo

Reinforcement learning (RL), known for its self-evolution capability, offers a promising approach to training high-level autonomous driving systems. However, handling constraints remains a significant challenge for existing RL algorithms,…

Robotics · Computer Science 2025-05-21 Feihong Zhang , Guojian Zhan , Bin Shuai , Tianyi Zhang , Jingliang Duan , Shengbo Eben Li

The framework of deep reinforcement learning (DRL) provides a powerful and widely applicable mathematical formalization for sequential decision-making. This paper present a novel DRL framework, termed \emph{$f$-Divergence Reinforcement…

Machine Learning · Computer Science 2021-12-15 Chen Gong , Qiang He , Yunpeng Bai , Zhou Yang , Xiaoyu Chen , Xinwen Hou , Xianjie Zhang , Yu Liu , Guoliang Fan

Real-world applications require RL algorithms to act safely. During learning process, it is likely that the agent executes sub-optimal actions that may lead to unsafe/poor states of the system. Exploration is particularly brittle in…

Machine Learning · Statistics 2019-06-17 Elena Smirnova , Elvis Dohmatob , Jérémie Mary

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.…

Deep reinforcement learning (DRL) algorithms have successfully been demonstrated on a range of challenging decision making and control tasks. One dominant component of recent deep reinforcement learning algorithms is the target network…

Machine Learning · Computer Science 2020-11-12 Lin Shao , Yifan You , Mengyuan Yan , Qingyun Sun , Jeannette Bohg

Deep Reinforcement Learning (DRL) has become a popular method for solving control problems in power systems. Conventional DRL encourages the agent to explore various policies encoded in a neural network (NN) with the goal of maximizing the…

Systems and Control · Electrical Eng. & Systems 2024-10-28 Tong Wu , Anna Scaglione , Daniel Arnold

When using a tool, the grasps used for picking it up, reposing, and holding it in a suitable pose for the desired task could be distinct. Therefore, a key challenge for autonomous in-hand tool manipulation is finding a sequence of grasps…

Robotics · Computer Science 2023-04-06 Ethan K. Gordon , Rana Soltani Zarrin

Autonomous mobile robots are increasingly used in pedestrian-rich environments where safe navigation and appropriate human interaction are crucial. While Deep Reinforcement Learning (DRL) enables socially integrated robot behavior,…

Robotics · Computer Science 2025-07-10 Daniel Flögel , Marcos Gómez Villafañe , Joshua Ransiek , Sören Hohmann

Many real-world applications can be formulated as multi-agent cooperation problems, such as network packet routing and coordination of autonomous vehicles. The emergence of deep reinforcement learning (DRL) provides a promising approach for…

Multiagent Systems · Computer Science 2022-06-28 Zhixuan Liang , Jiannong Cao , Shan Jiang , Divya Saxena , Huafeng Xu

Deep reinforcement learning (DRL) has recently emerged as a promising tool for Dynamic Algorithm Configuration (DAC), enabling evolutionary algorithms to adapt their parameters online rather than relying on static tuned configurations.…

Optimization and Control · Mathematics 2026-04-03 Andrea Mencaroni , Robbert Reijnen , Yingqian Zhang , Dieter Claeys

This paper presents a deep reinforcement learning (DRL) framework for dynamic portfolio optimization under market uncertainty and risk. The proposed model integrates a Sharpe ratio-based reward function with direct risk control mechanisms,…

Portfolio Management · Quantitative Finance 2025-11-17 Emmanuel Lwele , Sabuni Emmanuel , Sitali Gabriel Sitali

One of the main goals of reinforcement learning (RL) is to provide a~way for physical machines to learn optimal behavior instead of being programmed. However, effective control of the machines usually requires fine time discretization. The…

Machine Learning · Computer Science 2022-07-12 Jakub Łyskawa , Paweł Wawrzyński

Recently equal risk pricing, a framework for fair derivative pricing, was extended to consider dynamic risk measures. However, all current implementations either employ a static risk measure that violates time consistency, or are based on…

Pricing of Securities · Quantitative Finance 2021-09-10 Saeed Marzban , Erick Delage , Jonathan Yumeng Li

Deep neural policies have recently been installed in a diverse range of settings, from biotechnology to automated financial systems. However, the utilization of deep neural networks to approximate the value function leads to concerns on the…

Machine Learning · Computer Science 2024-06-26 Ezgi Korkmaz

Recent studies have shown that deep reinforcement learning (DRL) policies are vulnerable to adversarial attacks, which raise concerns about applications of DRL to safety-critical systems. In this work, we adopt a principled way and study…

Machine Learning · Computer Science 2022-05-17 Chao Wang

Continuous reinforcement learning such as DDPG and A3C are widely used in robot control and autonomous driving. However, both methods have theoretical weaknesses. While DDPG cannot control noises in the control process, A3C does not satisfy…

Machine Learning · Computer Science 2019-08-09 Tianhao Chen , Limei Cheng , Yang Liu , Wenchuan Jia , Shugen Ma

Off-policy reinforcement learning (RL) is concerned with learning a rewarding policy by executing another policy that gathers samples of experience. While the former policy (i.e. target policy) is rewarding but in-expressive (in most cases,…

Machine Learning · Computer Science 2020-03-02 Anji Liu , Yitao Liang , Guy Van den Broeck

Autonomous driving (AD) agents generate driving policies based on online perception results, which are obtained at multiple levels of abstraction, e.g., behavior planning, motion planning and control. Driving policies are crucial to the…

Robotics · Computer Science 2022-01-21 Zeyu Zhu , Huijing Zhao

This paper considers the problem of real-time control and learning in dynamic systems subjected to parametric uncertainties. We propose a combination of a Reinforcement Learning (RL) based policy in the outer loop suitably chosen to ensure…

Machine Learning · Computer Science 2023-06-13 Anuradha M. Annaswamy , Anubhav Guha , Yingnan Cui , Sunbochen Tang , Peter A. Fisher , Joseph E. Gaudio