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Reinforcement learning (RL) is a powerful tool for optimal control that has found great success in Atari games, the game of Go, robotic control, and building optimization. RL is also very brittle; agents often overfit to their training…

Machine Learning · Computer Science 2023-12-19 Doseok Jang , Larry Yan , Lucas Spangher , Costas Spanos

Classical portfolio optimization often requires forecasting asset returns and their corresponding variances in spite of the low signal-to-noise ratio provided in the financial markets. Modern deep reinforcement learning (DRL) offers a…

Portfolio Management · Quantitative Finance 2023-05-19 Alessio Brini , Daniele Tantari

We study model-based reinforcement learning in an unknown finite communicating Markov decision process. We propose a simple algorithm that leverages a variance based confidence interval. We show that the proposed algorithm, UCRL-V, achieves…

Machine Learning · Computer Science 2019-12-12 Aristide Tossou , Debabrota Basu , Christos Dimitrakakis

Reinforcement learning (RL) -- algorithms that teach artificial agents to interact with environments by maximising reward signals -- has achieved significant success in recent years. These successes have been facilitated by advances in…

Machine Learning · Computer Science 2025-04-03 Llewyn Salt , Marcus Gallagher

Meta reinforcement learning (Meta-RL) is an approach wherein the experience gained from solving a variety of tasks is distilled into a meta-policy. The meta-policy, when adapted over only a small (or just a single) number of steps, is able…

Machine Learning · Computer Science 2022-09-28 Desik Rengarajan , Sapana Chaudhary , Jaewon Kim , Dileep Kalathil , Srinivas Shakkottai

The goal of an offline reinforcement learning (RL) algorithm is to learn optimal polices using historical (offline) data, without access to the environment for online exploration. One of the main challenges in offline RL is the distribution…

Machine Learning · Computer Science 2023-10-31 Kishan Panaganti , Zaiyan Xu , Dileep Kalathil , Mohammad Ghavamzadeh

We introduce a deep reinforcement learning (DRL) approach for solving management problems including inventory management, dynamic pricing, and recommendation. This DRL approach has the potential to lead to a large management model based on…

Artificial Intelligence · Computer Science 2024-03-04 Jinyang Jiang , Xiaotian Liu , Tao Ren , Qinghao Wang , Yi Zheng , Yufu Du , Yijie Peng , Cheng Zhang

Various methods for solving the inverse reinforcement learning (IRL) problem have been developed independently in machine learning and economics. In particular, the method of Maximum Causal Entropy IRL is based on the perspective of entropy…

Machine Learning · Computer Science 2021-03-05 Navyata Sanghvi , Shinnosuke Usami , Mohit Sharma , Joachim Groeger , Kris Kitani

Learning effective representations in image-based environments is crucial for sample efficient Reinforcement Learning (RL). Unfortunately, in RL, representation learning is confounded with the exploratory experience of the agent -- learning…

Machine Learning · Computer Science 2021-07-21 Denis Yarats , Rob Fergus , Alessandro Lazaric , Lerrel Pinto

Reinforcement learning (RL) has emerged as a promising strategy for finetuning small language models (SLMs) to solve targeted tasks such as math and coding. However, RL algorithms tend to be resource-intensive, taking a significant amount…

Machine Learning · Computer Science 2025-10-07 Lianghuan Huang , Sagnik Anupam , Insup Lee , Shuo Li , Osbert Bastani

Reinforcement learning (RL) is a machine learning approach that trains agents to maximize cumulative rewards through interactions with environments. The integration of RL with deep learning has recently resulted in impressive achievements…

Neural and Evolutionary Computing · Computer Science 2023-08-31 Hui Bai , Ran Cheng , Yaochu Jin

The integration of deep learning to reinforcement learning (RL) has enabled RL to perform efficiently in high-dimensional environments. Deep RL methods have been applied to solve many complex real-world problems in recent years. However,…

Machine Learning · Computer Science 2021-02-24 Ngoc Duy Nguyen , Thanh Thi Nguyen , Hai Nguyen , Doug Creighton , Saeid Nahavandi

Reinforcement learning (RL) commonly relies on scalar rewards with limited ability to express temporal, conditional, or safety-critical goals, and can lead to reward hacking. Temporal logic expressible via the more general class of…

Artificial Intelligence · Computer Science 2025-11-26 Dominik Wagner , Leon Witzman , Luke Ong

When an agent cannot represent a perfectly accurate model of its environment's dynamics, model-based reinforcement learning (MBRL) can fail catastrophically. Planning involves composing the predictions of the model; when flawed predictions…

Machine Learning · Computer Science 2017-07-28 Erik Talvitie

Deep Reinforcement Learning (DRL) has achieved great success in solving complicated decision-making problems. Despite the successes, DRL is frequently criticized for many reasons, e.g., data inefficient, inflexible and intractable reward…

Machine Learning · Computer Science 2023-02-07 Weiqin Chen

We develop Upside-Down Reinforcement Learning (UDRL), a method for learning to act using only supervised learning techniques. Unlike traditional algorithms, UDRL does not use reward prediction or search for an optimal policy. Instead, it…

Machine Learning · Computer Science 2021-09-07 Rupesh Kumar Srivastava , Pranav Shyam , Filipe Mutz , Wojciech Jaśkowski , Jürgen Schmidhuber

In today's rapidly evolving military landscape, advancing artificial intelligence (AI) in support of wargaming becomes essential. Despite reinforcement learning (RL) showing promise for developing intelligent agents, conventional RL faces…

Machine Learning · Computer Science 2024-08-27 Scotty Black

Reinforcement learning (RL) is one of the active fields in machine learning, demonstrating remarkable potential in tackling real-world challenges. Despite its promising prospects, this methodology has encountered with issues and challenges,…

Machine Learning · Computer Science 2024-11-21 Alireza Rashidi Laleh , Majid Nili Ahmadabadi

Reinforcement Learning (RL) is a general framework concerned with an agent that seeks to maximize rewards in an environment. The learning typically happens through trial and error using explorative methods, such as epsilon-greedy. There are…

Machine Learning · Computer Science 2022-10-06 Per-Arne Andersen , Morten Goodwin , Ole-Christoffer Granmo

We propose a general formulation for addressing reinforcement learning (RL) problems in settings with observational data. That is, we consider the problem of learning good policies solely from historical data in which unobserved factors…

Machine Learning · Computer Science 2018-12-31 Chaochao Lu , Bernhard Schölkopf , José Miguel Hernández-Lobato