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In this paper, we implement three state-of-art continuous reinforcement learning algorithms, Deep Deterministic Policy Gradient (DDPG), Proximal Policy Optimization (PPO) and Policy Gradient (PG)in portfolio management. All of them are…

Portfolio Management · Quantitative Finance 2018-11-20 Zhipeng Liang , Hao Chen , Junhao Zhu , Kangkang Jiang , Yanran Li

Using the policy gradient algorithm, we train a single-hidden-layer neural network to balance a physically accurate simulation of a single inverted pendulum. The trained weights and biases can then be transferred to a physical agent, where…

Machine Learning · Computer Science 2021-02-17 Dylan Bates

Background: Deep Deterministic Policy Gradient-based reinforcement learning algorithms utilize Actor-Critic architectures, where both networks are typically trained using identical batches of replayed transitions. However, the learning…

Machine Learning · Computer Science 2025-12-08 Mehmet Efe Lorasdagi , Dogan Can Cicek , Furkan Burak Mutlu , Suleyman Serdar Kozat

This paper presents a robust reinforcement learning algorithm called robust deterministic policy gradient (RDPG), which reformulates the H-infinity control problem as a two-player zero-sum dynamic game between a user and an adversary. The…

Robotics · Computer Science 2025-12-04 Taeho Lee , Donghwan Lee

This paper deploys the Deep Deterministic Policy Gradient (DDPG) algorithm for longitudinal and lateral control of a simulated car to solve a path following task. The DDPG agent was implemented using PyTorch and trained and evaluated on a…

Robotics · Computer Science 2021-04-14 Georg Hess , William Ljungbergh

This paper tackles the challenge of learning non-Markovian optimal execution strategies in dynamic financial markets. We introduce a novel actor-critic algorithm based on Deep Deterministic Policy Gradient (DDPG) to address this issue, with…

Machine Learning · Computer Science 2024-10-18 Alessandro Micheli , Mélodie Monod

Deep learning and reinforcement learning methods have recently been used to solve a variety of problems in continuous control domains. An obvious application of these techniques is dexterous manipulation tasks in robotics which are…

Deterministic Policy Gradient (DPG) removes a level of randomness from standard randomized-action Policy Gradient (PG), and demonstrates substantial empirical success for tackling complex dynamic problems involving Markov decision…

Machine Learning · Computer Science 2020-07-14 Harshat Kumar , Dionysios S. Kalogerias , George J. Pappas , Alejandro Ribeiro

Adapting the idea of training CartPole with Deep Q-learning agent, we are able to find a promising result that prevent the pole from falling down. The capacity of reinforcement learning (RL) to learn from the interaction between the…

Machine Learning · Statistics 2021-06-18 Yifei Bi , Xinyi Chen , Caihui Xiao

Constructing agents with planning capabilities has long been one of the main challenges in the pursuit of artificial intelligence. Tree-based planning methods from AlphaGo to Muzero have enjoyed huge success in discrete domains, such as…

Machine Learning · Computer Science 2020-11-16 Jiajun Fan , He Ba , Xian Guo , Jianye Hao

In this paper, we propose a new algorithm PPG (Proximal Policy Gradient), which is close to both VPG (vanilla policy gradient) and PPO (proximal policy optimization). The PPG objective is a partial variation of the VPG objective and the…

Machine Learning · Computer Science 2020-10-21 Ju-Seung Byun , Byungmoon Kim , Huamin Wang

In reinforcement learning, off-policy actor-critic methods like DDPG and TD3 use deterministic policy gradients: the Q-function is learned from environment data, while the actor maximizes it via gradient ascent. We observe that in complex…

Machine Learning · Computer Science 2025-10-13 Ayush Jain , Norio Kosaka , Xinhu Li , Kyung-Min Kim , Erdem Bıyık , Joseph J. Lim

Deep Deterministic Policy Gradient (DDPG) algorithm is one of the most well-known reinforcement learning methods. However, this method is inefficient and unstable in practical applications. On the other hand, the bias and variance of the Q…

Machine Learning · Computer Science 2020-07-02 Shuai Han , Wenbo Zhou , Shuai Lü , Jiayu Yu

Uncertainty estimation for Reinforcement Learning (RL) is a critical component in control tasks where agents must balance safe exploration and efficient learning. While deep neural networks have enabled breakthroughs in RL, they often lack…

Machine Learning · Computer Science 2025-12-22 Matthijs van der Lende , Juan Cardenas-Cartagena

In this work, we consider policy-based methods for solving the reinforcement learning problem, and establish the sample complexity guarantees. A policy-based algorithm typically consists of an actor and a critic. We consider using various…

Machine Learning · Computer Science 2023-01-16 Zaiwei Chen , Siva Theja Maguluri

This paper studies a deep deterministic policy gradient (DDPG) based actor critic (AC) reinforcement learning (RL) technique to control a linear discrete-time system with a quadratic control cost while ensuring a constraint on the…

Systems and Control · Electrical Eng. & Systems 2023-12-22 Arunava Naha , Subhrakanti Dey

Deterministic policy gradient algorithms are foundational for actor-critic methods in controlling continuous systems, yet they often encounter inaccuracies due to their dependence on the derivative of the critic's value estimates with…

Machine Learning · Computer Science 2025-02-11 Baturay Saglam , Dionysis Kalogerias

This work describes a technique for active rejection of multiple independent and time-correlated stochastic disturbances for a nonlinear flexible inverted pendulum with cart system with uncertain model parameters. The control law is…

Systems and Control · Electrical Eng. & Systems 2024-04-09 Vincent W. Hill

Reinforcement learning is a promising approach to learning robotics controllers. It has recently been shown that algorithms based on finite-difference estimates of the policy gradient are competitive with algorithms based on the policy…

Machine Learning · Computer Science 2021-10-12 Osbert Bastani

We introduce a novel policy learning method that integrates analytical gradients from differentiable environments with the Proximal Policy Optimization (PPO) algorithm. To incorporate analytical gradients into the PPO framework, we…

Machine Learning · Computer Science 2023-12-15 Sanghyun Son , Laura Yu Zheng , Ryan Sullivan , Yi-Ling Qiao , Ming C. Lin
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