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Active learning agents typically employ a query selection algorithm which solely considers the agent's learning objectives. However, this may be insufficient in more realistic human domains. This work uses imitation learning to enable an…

Machine Learning · Computer Science 2019-07-02 Kalesha Bullard , Yannick Schroecker , Sonia Chernova

Sampling is ubiquitous in machine learning methodologies. Due to the growth of large datasets and model complexity, we want to learn and adapt the sampling process while training a representation. Towards achieving this grand goal, a…

Machine Learning · Computer Science 2022-12-14 Jason Xiaotian Dou , Alvin Qingkai Pan , Runxue Bao , Haiyi Harry Mao , Lei Luo , Zhi-Hong Mao

Reinforcement Learning (RL) algorithms can suffer from poor sample efficiency when rewards are delayed and sparse. We introduce a solution that enables agents to learn temporally extended actions at multiple levels of abstraction in a…

Machine Learning · Computer Science 2019-03-11 Andrew Levy , Robert Platt , Kate Saenko

In this paper we consider multiple constrained resource allocation problems, where the constraints can be specified by formulating activity dependency restrictions or by using game-theoretic models. All the problems are focused on generic…

Data Structures and Algorithms · Computer Science 2009-06-19 Mugurel Ionut Andreica , Madalina Ecaterina Andreica , Costel Visan

This study investigates the development of an optimal execution strategy through reinforcement learning, aiming to determine the most effective approach for traders to buy and sell inventory within a finite time horizon. Our proposed model…

Trading and Market Microstructure · Quantitative Finance 2025-11-04 Yadh Hafsi , Edoardo Vittori

Curriculum learning in reinforcement learning is used to shape exploration by presenting the agent with increasingly complex tasks. The idea of curriculum learning has been largely applied in both animal training and pedagogy. In…

Machine Learning · Computer Science 2019-06-14 Francesco Foglino , Christiano Coletto Christakou , Matteo Leonetti

Placement Optimization is an important problem in systems and chip design, which consists of mapping the nodes of a graph onto a limited set of resources to optimize for an objective, subject to constraints. In this paper, we start by…

Artificial Intelligence · Computer Science 2020-03-20 Anna Goldie , Azalia Mirhoseini

While reinforcement learning algorithms can learn effective policies for complex tasks, these policies are often brittle to even minor task variations, especially when variations are not explicitly provided during training. One natural…

Machine Learning · Computer Science 2020-12-09 Saurabh Kumar , Aviral Kumar , Sergey Levine , Chelsea Finn

Evolutionary strategies have recently been shown to achieve competing levels of performance for complex optimization problems in reinforcement learning. In such problems, one often needs to optimize an objective function subject to a set of…

Neural and Evolutionary Computing · Computer Science 2022-02-23 Youssef Diouane , Aurelien Lucchi , Vihang Patil

Reinforcement learning has been explored for many problems, from video games with deterministic environments to portfolio and operations management in which scenarios are stochastic; however, there have been few attempts to test these…

General Finance · Quantitative Finance 2024-02-19 Sherly Alfonso-Sánchez , Jesús Solano , Alejandro Correa-Bahnsen , Kristina P. Sendova , Cristián Bravo

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

Recommending a sequence of activities for an ongoing case requires that the recommendations conform to the underlying business process and meet the performance goal of either completion time or process outcome. Existing work on next…

Artificial Intelligence · Computer Science 2022-05-09 Prerna Agarwal , Avani Gupta , Renuka Sindhgatta , Sampath Dechu

Autonomous multi-agent systems such as hospital robots and package delivery drones often operate in highly uncertain environments and are expected to achieve complex temporal task objectives while ensuring safety. While learning-based…

Multiagent Systems · Computer Science 2024-11-19 Sheryl Paul , Anand Balakrishnan , Xin Qin , Jyotirmoy V. Deshmukh

A variant of the well-known Assignment Problem is studied in this paper, where pairs of assignments are conflicting, and cannot be selected at the same time. This configures a set of hard constraints. The problem, which models real…

Optimization and Control · Mathematics 2025-06-06 Roberto Montemanni , Derek H. Smith

A characteristic of reinforcement learning is the ability to develop unforeseen strategies when solving problems. While such strategies sometimes yield superior performance, they may also result in undesired or even dangerous behavior. In…

Reinforcement learning suffers from limitations in real practices primarily due to the number of required interactions with virtual environments. It results in a challenging problem because we are implausible to obtain a local optimal…

Machine Learning · Computer Science 2024-10-28 Qizhen Wu , Kexin Liu , Lei Chen

While contemporary reinforcement learning research and applications have embraced policy gradient methods as the panacea of solving learning problems, value-based methods can still be useful in many domains as long as we can wrangle with…

Machine Learning · Computer Science 2024-07-16 Ashwin Ramaswamy , Ransalu Senanayake

Reinforcement learning defines the problem facing agents that learn to make good decisions through action and observation alone. To be effective problem solvers, such agents must efficiently explore vast worlds, assign credit from delayed…

Machine Learning · Computer Science 2022-03-02 David Abel

This paper describes the application of reinforcement learning (RL) to multi-product inventory management in supply chains. The problem description and solution are both adapted from a real-world business solution. The novelty of this…

Machine Learning · Computer Science 2020-06-09 Nazneen N Sultana , Hardik Meisheri , Vinita Baniwal , Somjit Nath , Balaraman Ravindran , Harshad Khadilkar

This work studies discrete-time discounted Markov decision processes with continuous state and action spaces and addresses the inverse problem of inferring a cost function from observed optimal behavior. We first consider the case in which…

Optimization and Control · Mathematics 2024-05-27 Angeliki Kamoutsi , Peter Schmitt-Förster , Tobias Sutter , Volkan Cevher , John Lygeros
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