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Reinforcement learning (RL) is a fundamental framework for sequential decision-making, in which an agent learns an optimal policy through interactions with an unknown environment. In settings with function approximation, many existing RL…

Machine Learning · Computer Science 2026-05-05 Ruiquan Huang , Donghao Li , Yingbin Liang , Jing Yang

How to obtain good value estimation is one of the key problems in Reinforcement Learning (RL). Current value estimation methods, such as DDPG and TD3, suffer from unnecessary over- or underestimation bias. In this paper, we explore the…

Machine Learning · Computer Science 2021-06-08 Jiafei Lyu , Xiaoteng Ma , Jiangpeng Yan , Xiu Li

This study considers multiple reconfigurable intelligent surfaces (RISs)-aided multiuser downlink systems with the goal of jointly optimizing the transmitter precoding and RIS phase shift matrix to maximize spectrum efficiency. Unlike prior…

Information Theory · Computer Science 2025-10-01 Po-Heng Chou , Bo-Ren Zheng , Wan-Jen Huang , Walid Saad , Yu Tsao , Ronald Y. Chang

Bilevel reinforcement learning (RL), which features intertwined two-level problems, has attracted growing interest recently. The inherent non-convexity of the lower-level RL problem is, however, to be an impediment to developing bilevel…

Optimization and Control · Mathematics 2025-02-28 Yan Yang , Bin Gao , Ya-xiang Yuan

We propose a reinforcement learning (RL) framework under a broad class of risk objectives, characterized by convex scoring functions. This class covers many common risk measures, such as variance, Expected Shortfall, entropic Value-at-Risk,…

Mathematical Finance · Quantitative Finance 2025-05-16 Shanyu Han , Yang Liu , Xiang Yu

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

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

Reliant on too many experiments to learn good actions, current Reinforcement Learning (RL) algorithms have limited applicability in real-world settings, which can be too expensive to allow exploration. We propose an algorithm for batch RL,…

Machine Learning · Computer Science 2021-12-07 Rasool Fakoor , Jonas Mueller , Kavosh Asadi , Pratik Chaudhari , Alexander J. Smola

Autonomous agents must often deal with conflicting requirements, such as completing tasks using the least amount of time/energy, learning multiple tasks, or dealing with multiple opponents. In the context of reinforcement learning~(RL),…

Machine Learning · Computer Science 2019-10-30 Santiago Paternain , Luiz F. O. Chamon , Miguel Calvo-Fullana , Alejandro Ribeiro

Although reinforcement learning (RL) can provide reliable solutions in many settings, practitioners are often wary of the discrepancies between the RL solution and their status quo procedures. Therefore, they may be reluctant to adapt to…

Machine Learning · Computer Science 2019-06-03 Mohammadreza Nazari , Majid Jahani , Lawrence V. Snyder , Martin Takáč

In this paper, we consider jointly optimizing cell load balance and network throughput via a reinforcement learning (RL) approach, where inter-cell handover (i.e., user association assignment) and massive MIMO antenna tilting are configured…

Machine Learning · Computer Science 2020-12-03 Zhou Zhou , Yan Xin , Hao Chen , Charlie Zhang , Lingjia Liu

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

Cloud computing is a reliable solution to provide distributed computation power. However, real-time response is still challenging regarding the enormous amount of data generated by the IoT devices in 5G and 6G networks. Thus, multi-access…

Artificial Intelligence · Computer Science 2022-11-03 Anahita Mazloomi , Hani Sami , Jamal Bentahar , Hadi Otrok , Azzam Mourad

Many real world tasks require multiple agents to work together. Multi-agent reinforcement learning (RL) methods have been proposed in recent years to solve these tasks, but current methods often fail to efficiently learn policies. We thus…

Machine Learning · Computer Science 2019-12-03 Johannes Ackermann , Volker Gabler , Takayuki Osa , Masashi Sugiyama

Our work focuses on training RL agents on multiple visually diverse environments to improve observational generalization performance. In prior methods, policy and value networks are separately optimized using a disjoint network architecture…

Machine Learning · Computer Science 2023-01-10 Seungyong Moon , JunYeong Lee , Hyun Oh Song

Reinforcement Learning (RL) applied to financial problems has been the subject of a lively area of research. The use of RL for optimal trading strategies that exploit latent information in the market is, to the best of our knowledge, not…

Trading and Market Microstructure · Quantitative Finance 2025-11-04 Andrea Macrì , Sebastian Jaimungal , Fabrizio Lillo

Reinforcement learning (RL) is a framework to optimize a control policy using rewards that are revealed by the system as a response to a control action. In its standard form, RL involves a single agent that uses its policy to accomplish a…

Systems and Control · Electrical Eng. & Systems 2021-11-24 Juan Cervino , Juan Andres Bazerque , Miguel Calvo-Fullana , Alejandro Ribeiro

Several applications in the scientific simulation of physical systems can be formulated as control/optimization problems. The computational models for such systems generally contain hyperparameters, which control solution fidelity and…

Computational Physics · Physics 2020-12-09 Suraj Pawar , Romit Maulik

Finding optimal bidding strategies for generation units in electricity markets would result in higher profit. However, it is a challenging problem due to the system uncertainty which is due to the unknown other generation units' strategies.…

Artificial Intelligence · Computer Science 2022-08-15 Pegah Rokhforoz , Olga Fink

The problem of resource constrained scheduling in a dynamic and heterogeneous wireless setting is considered here. In our setup, the available limited bandwidth resources are allocated in order to serve randomly arriving service demands,…

Machine Learning · Computer Science 2022-04-01 Apostolos Avranas , Marios Kountouris , Philippe Ciblat