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As a form of artificial intelligence (AI) technology based on interactive learning, deep reinforcement learning (DRL) has been widely applied across various fields and has achieved remarkable accomplishments. However, DRL faces certain…

Machine Learning · Computer Science 2025-02-18 Geng Sun , Wenwen Xie , Dusit Niyato , Fang Mei , Jiawen Kang , Hongyang Du , Shiwen Mao

Deep reinforcement learning (DRL) brings the power of deep neural networks to bear on the generic task of trial-and-error learning, and its effectiveness has been convincingly demonstrated on tasks such as Atari video games and the game of…

Artificial Intelligence · Computer Science 2016-10-04 Marta Garnelo , Kai Arulkumaran , Murray Shanahan

Deep reinforcement learning (DRL) has been applied in financial portfolio management to improve returns in changing market conditions. However, unlike most fields where DRL is widely used, the stock market is more volatile and dynamic as it…

Machine Learning · Computer Science 2025-02-12 Fengchen Gu , Angelos Stefanidis , Ángel García-Fernández , Jionglong Su , Huakang Li

Deep reinforcement learning (RL) is an optimization-driven framework for producing control strategies for general dynamical systems without explicit reliance on process models. Good results have been reported in simulation. Here we…

Systems and Control · Electrical Eng. & Systems 2022-01-14 Nathan P. Lawrence , Michael G. Forbes , Philip D. Loewen , Daniel G. McClement , Johan U. Backstrom , R. Bhushan Gopaluni

Although deep reinforcement learning (DRL) algorithms have made important achievements in many control tasks, they still suffer from the problems of sample inefficiency and unstable training process, which are usually caused by sparse…

Robotics · Computer Science 2020-02-28 Ke Lin , Liang Gong , Xudong Li , Te Sun , Binhao Chen , Chengliang Liu , Zhengfeng Zhang , Jian Pu , Junping Zhang

With the wide application of deep reinforcement learning (DRL) techniques in complex fields such as autonomous driving, intelligent manufacturing, and smart healthcare, how to improve its security and robustness in dynamic and changeable…

Cryptography and Security · Computer Science 2025-10-24 Wu Yichao , Wang Yirui , Ding Panpan , Wang Hailong , Zhu Bingqian , Liu Chun

Developing an automated driving system capable of navigating complex traffic environments remains a formidable challenge. Unlike rule-based or supervised learning-based methods, Deep Reinforcement Learning (DRL) based controllers eliminate…

Machine Learning · Computer Science 2025-01-28 Zhihao Zhang , Ekim Yurtsever , Keith A. Redmill

In this thesis, we develop a comprehensive account of the expressive power, modelling efficiency, and performance advantages of so-called trading agents (i.e., Deep Soft Recurrent Q-Network (DSRQN) and Mixture of Score Machines (MSM)),…

Portfolio Management · Quantitative Finance 2019-09-23 Angelos Filos

Deep reinforcement learning has recently made significant progress in solving computer games and robotic control tasks. A known problem, though, is that policies overfit to the training environment and may not avoid rare, catastrophic…

Machine Learning · Computer Science 2019-04-02 Xinlei Pan , Daniel Seita , Yang Gao , John Canny

Traditional Long Short-Term Memory (LSTM) networks are effective for handling sequential data but have limitations such as gradient vanishing and difficulty in capturing long-term dependencies, which can impact their performance in dynamic…

Computational Engineering, Finance, and Science · Computer Science 2026-04-29 Faezeh Sarlakifar , Mohammadreza Mohammadzadeh Asl , Sajjad Rezvani Khaledi , Armin Salimi-Badr

Deep Reinforcement Learning (DRL) connects the classic Reinforcement Learning algorithms with Deep Neural Networks. A problem in DRL is that CNNs are black-boxes and it is hard to understand the decision-making process of agents. In order…

Machine Learning · Computer Science 2020-12-03 Matthias Rosynski , Frank Kirchner , Matias Valdenegro-Toro

Financial trading aims to build profitable strategies to make wise investment decisions in the financial market. It has attracted interests in the machine learning community for a long time. This paper proposes to trade financial assets…

Trading and Market Microstructure · Quantitative Finance 2021-09-14 Lin Li

The navigation problem is classically approached in two steps: an exploration step, where map-information about the environment is gathered; and an exploitation step, where this information is used to navigate efficiently. Deep…

Robotics · Computer Science 2019-01-08 Vikas Dhiman , Shurjo Banerjee , Brent Griffin , Jeffrey M Siskind , Jason J Corso

This paper investigates the application of Deep Reinforcement Learning (DRL) to classical inventory management problems, with a focus on practical implementation considerations. We apply a DRL algorithm based on DirectBackprop to several…

Distributional reinforcement learning (DRL) enhances the understanding of the effects of the randomness in the environment by letting agents learn the distribution of a random return, rather than its expected value as in standard RL. At the…

Optimization and Control · Mathematics 2023-03-27 Zifan Wang , Yulong Gao , Siyi Wang , Michael M. Zavlanos , Alessandro Abate , Karl H. Johansson

In this paper, a deep reinforcement learning (DRL) method is proposed to address the problem of UAV navigation in an unknown environment. However, DRL algorithms are limited by the data efficiency problem as they typically require a huge…

Robotics · Computer Science 2020-08-07 Lei He , Nabil Aouf , James F. Whidborne , Bifeng Song

Deep reinforcement learning (DRL) has gained widespread adoption in control and decision-making tasks due to its strong performance in dynamic environments. However, DRL agents are vulnerable to noisy observations and adversarial attacks,…

Machine Learning · Computer Science 2025-04-01 Derui Wang , Kristen Moore , Diksha Goel , Minjune Kim , Gang Li , Yang Li , Robin Doss , Minhui Xue , Bo Li , Seyit Camtepe , Liming Zhu

By planning through a learned dynamics model, model-based reinforcement learning (MBRL) offers the prospect of good performance with little environment interaction. However, it is common in practice for the learned model to be inaccurate,…

Machine Learning · Computer Science 2021-03-31 Behzad Haghgoo , Allan Zhou , Archit Sharma , Chelsea Finn

Existing methods for optimal control struggle to deal with the complexity commonly encountered in real-world systems, including dimensionality, process error, model bias and data heterogeneity. Instead of tackling these system complexities…

Machine Learning · Computer Science 2024-03-05 Felipe Montealegre-Mora , Marcus Lapeyrolerie , Melissa Chapman , Abigail G. Keller , Carl Boettiger

Reinforcement learning (RL) algorithms find applications in inventory control, recommender systems, vehicular traffic management, cloud computing and robotics. The real-world complications of many tasks arising in these domains makes them…

Machine Learning · Computer Science 2021-06-03 Sindhu Padakandla
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