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Double Q-learning is a classical control algorithm that mitigates the maximization bias of Q-learning. To do so, it explicitly trains two independent action-value functions and uses them to decouple action-selection and action-evaluation…

Financial trading has been widely analyzed for decades with market participants and academics always looking for advanced methods to improve trading performance. Deep reinforcement learning (DRL), a recently reinvigorated method with…

The model-driven power allocation (PA) algorithms in the wireless cellular networks with interfering multiple-access channel (IMAC) have been investigated for decades. Nowadays, the data-driven model-free machine learning-based approaches…

Recent advancements in Distributional Reinforcement Learning (DRL) for modeling loss distributions have shown promise in developing hedging strategies in derivatives markets. A common approach in DRL involves learning the quantiles of loss…

Owing to the openness of wireless channels, wireless communication systems are highly susceptible to malicious jamming. Most existing anti-jamming methods rely on the assumption of accurate sensing and optimize parameters on a single…

Reinforcement learning (RL) has seen great advancements in the past few years. Nevertheless, the consensus among the RL community is that currently used methods, despite all their benefits, suffer from extreme data inefficiency, especially…

A key task in actuarial modelling involves modelling the distributional properties of losses. Classic (distributional) regression approaches like Generalized Linear Models (GLMs; Nelder and Wedderburn, 1972) are commonly used, but…

This paper focuses on the impact of leveraging autonomous offensive approaches in Deep Reinforcement Learning (DRL) to train more robust agents by exploring the impact of applying adversarial learning to DRL for autonomous security in…

Recent research has shown that although Reinforcement Learning (RL) can benefit from expert demonstration, it usually takes considerable efforts to obtain enough demonstration. The efforts prevent training decent RL agents with expert…

Many reinforcement learning (RL) tasks have specific properties that can be leveraged to modify existing RL algorithms to adapt to those tasks and further improve performance, and a general class of such properties is the multiple reward…

The model-based power allocation algorithm has been investigated for decades, but it requires the mathematical models to be analytically tractable and it usually has high computational complexity. Recently, the data-driven model-free…

Reliability quantification of deep reinforcement learning (DRL)-based control is a significant challenge for the practical application of artificial intelligence (AI) in safety-critical systems. This study proposes a method for quantifying…

Deep Reinforcement Learning (DRL) is gaining attention as a potential approach to design trajectories for autonomous unmanned aerial vehicles (UAV) used as flying access points in the context of cellular or Internet of Things (IoT)…

In this paper, we study a Deep Reinforcement Learning (DRL) based framework for an online end-user service provisioning in a Network Function Virtualization (NFV)-enabled network. We formulate an optimization problem aiming to minimize the…

Since their introduction a year ago, distributional approaches to reinforcement learning (distributional RL) have produced strong results relative to the standard approach which models expected values (expected RL). However, aside from…

Double Reinforcement Learning (DRL) enables efficient inference for policy values in nonparametric Markov decision processes (MDPs), but existing methods face two major obstacles: (1) they require stringent intertemporal overlap conditions…

Deep reinforcement learning (DRL) methods such as the Deep Q-Network (DQN) have achieved state-of-the-art results in a variety of challenging, high-dimensional domains. This success is mainly attributed to the power of deep neural networks…

Deep Reinforcement Learning (RL) is well known for being highly sensitive to hyperparameters, requiring practitioners substantial efforts to optimize them for the problem at hand. This also limits the applicability of RL in real-world…

Deep Reinforcement Learning (DRL) has shown outstanding performance on inducing effective action policies that maximize expected long-term return on many complex tasks. Much of DRL work has been focused on sequences of events with discrete…

Reinforcement learning (RL) can be used to create a decision-making agent for autonomous driving. However, previous approaches provide only black-box solutions, which do not offer information on how confident the agent is about its…