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Reinforcement learning tasks are typically specified as Markov decision processes. This formalism has been highly successful, though specifications often couple the dynamics of the environment and the learning objective. This lack of…

Artificial Intelligence · Computer Science 2021-09-21 Martha White

Reinforcement Learning (RL) is a learning paradigm concerned with learning to control a system so as to maximize an objective over the long term. This approach to learning has received immense interest in recent times and success manifests…

Artificial Intelligence · Computer Science 2018-07-26 Sanyam Kapoor

It is common practice in reinforcement learning (RL) research to train and deploy agents in bespoke simulators, typically implemented by engineers directly in general-purpose programming languages or hardware acceleration frameworks such as…

Artificial Intelligence · Computer Science 2025-08-12 Dennis J. N. J. Soemers , Spyridon Samothrakis , Kurt Driessens , Mark H. M. Winands

Reinforcement learning (RL) has proven its worth in a series of artificial domains, and is beginning to show some successes in real-world scenarios. However, much of the research advances in RL are hard to leverage in real-world systems due…

Machine Learning · Computer Science 2021-03-05 Gabriel Dulac-Arnold , Nir Levine , Daniel J. Mankowitz , Jerry Li , Cosmin Paduraru , Sven Gowal , Todd Hester

Markov Decision Processes (MDPs), the mathematical framework underlying most algorithms in Reinforcement Learning (RL), are often used in a way that wrongfully assumes that the state of an agent's environment does not change during action…

Machine Learning · Computer Science 2019-12-13 Simon Ramstedt , Christopher Pal

In recent years, there has been a growing trend of applying Reinforcement Learning (RL) in financial applications. This approach has shown great potential to solve decision-making tasks in finance. In this survey, we present a comprehensive…

Computational Finance · Quantitative Finance 2024-11-21 Yahui Bai , Yuhe Gao , Runzhe Wan , Sheng Zhang , Rui Song

In the last decade, Reinforcement Learning (RL) has achieved remarkable success in the control and decision-making of complex dynamical systems. However, most RL algorithms rely on the Markov Decision Process assumption, which is violated…

Machine Learning · Statistics 2026-02-03 Armando Alves Neto

Reinforcement Learning (RL) has demonstrated a huge potential in learning optimal policies without any prior knowledge of the process to be controlled. Model Predictive Control (MPC) is a popular control technique which is able to deal with…

Systems and Control · Computer Science 2019-04-10 Mario Zanon , Sébastien Gros , Alberto Bemporad

Reinforcement learning (RL) is an important field of research in machine learning that is increasingly being applied to complex optimization problems in physics. In parallel, concepts from physics have contributed to important advances in…

Machine Learning · Computer Science 2023-05-11 Argenis Arriojas , Jacob Adamczyk , Stas Tiomkin , Rahul V. Kulkarni

Reinforcement learning (RL) is an innovative approach to financial decision making, offering specialized solutions to complex investment problems where traditional methods fail. This review analyzes 167 articles from 2017--2025, focusing on…

Computational Finance · Quantitative Finance 2025-12-12 Mohammad Rezoanul Hoque , Md Meftahul Ferdaus , M. Kabir Hassan

Evaluations of Deep Reinforcement Learning (DRL) methods are an integral part of scientific progress of the field. Beyond designing DRL methods for general intelligence, designing task-specific methods is becoming increasingly prominent for…

Machine Learning · Computer Science 2022-10-18 Vindula Jayawardana , Catherine Tang , Sirui Li , Dajiang Suo , Cathy Wu

In physical design, human designers typically place macros via trial and error, which is a Markov decision process. Reinforcement learning (RL) methods have demonstrated superhuman performance on the macro placement. In this paper, we…

Machine Learning · Computer Science 2021-09-07 Zixuan Jiang , Ebrahim Songhori , Shen Wang , Anna Goldie , Azalia Mirhoseini , Joe Jiang , Young-Joon Lee , David Z. Pan

Reinforcement learning (RL) problems are fundamental in online decision-making and have been instrumental in finding an optimal policy for Markov decision processes (MDPs). Function approximations are usually deployed to handle large or…

Machine Learning · Computer Science 2025-05-20 Jiashuo Jiang , Yiming Zong , Yinyu Ye

In modern ML Ops environments, model deployment is a critical process that traditionally relies on static heuristics such as validation error comparisons and A/B testing. However, these methods require human intervention to adapt to…

Machine Learning · Computer Science 2025-03-31 S. Aaron McClendon , Vishaal Venkatesh , Juan Morinelli

Reinforcement Learning (RL) serves as a versatile framework for sequential decision-making, finding applications across diverse domains such as robotics, autonomous driving, recommendation systems, supply chain optimization, biology,…

Machine Learning · Computer Science 2024-08-26 Vaneet Aggarwal , Washim Uddin Mondal , Qinbo Bai

The rapid changes in the finance industry due to the increasing amount of data have revolutionized the techniques on data processing and data analysis and brought new theoretical and computational challenges. In contrast to classical…

Mathematical Finance · Quantitative Finance 2023-03-01 Ben Hambly , Renyuan Xu , Huining Yang

While reinforcement learning has been increasingly applied to stochastic control, few studies have systematically examined policy-based methods in queuing environments modeled as a semi-Markov decision process (SMDP). To address this gap,…

Optimization and Control · Mathematics 2026-04-28 Joseph Walton , Gabriel Nicolosi

Deep Reinforcement Learning (DRL) has demonstrated impressive results in domains such as games and robotics, where task formulations are well-defined. However, few DRL benchmarks are grounded in complex, real-world environments, where…

Machine Learning · Computer Science 2025-05-13 Henrique Donâncio , Laurent Vercouter , Harald Roclawski

The growing renewable energy sources have posed significant challenges to traditional power scheduling. It is difficult for operators to obtain accurate day-ahead forecasts of renewable generation, thereby requiring the future scheduling…

Artificial Intelligence · Computer Science 2023-03-14 Shaohuai Liu , Jinbo Liu , Weirui Ye , Nan Yang , Guanglun Zhang , Haiwang Zhong , Chongqing Kang , Qirong Jiang , Xuri Song , Fangchun Di , Yang Gao

Reinforcement learning (RL) is a classical tool to solve network control or policy optimization problems in unknown environments. The original Q-learning suffers from performance and complexity challenges across very large networks. Herein,…

Machine Learning · Computer Science 2024-09-02 Talha Bozkus , Urbashi Mitra