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Deep Reinforcement Learning (Deep RL) has had incredible achievements on high dimensional problems, yet its learning process remains unstable even on the simplest tasks. Deep RL uses neural networks as function approximators. These neural…

Machine Learning · Computer Science 2022-10-18 Riccardo Della Vecchia , Alena Shilova , Philippe Preux , Riad Akrour

Reinforcement learning (RL) has become a foundational approach for enabling intelligent robotic behavior in dynamic and uncertain environments. This work presents an in-depth review of RL principles, advanced deep reinforcement learning…

Robotics · Computer Science 2026-03-17 Kumater Ter , Abolanle Adetifa , Daniel Udekwe

As a paradigm for sequential decision making in unknown environments, reinforcement learning (RL) has received a flurry of attention in recent years. However, the explosion of model complexity in emerging applications and the presence of…

Machine Learning · Statistics 2025-07-22 Yuejie Chi , Yuxin Chen , Yuting Wei

Reinforcement learning (RL) is currently one of the most prominent methods for optimizing dynamical systems, with breakthrough results across various fields. The framework is based on the concept of a Markov decision process (MDP), leading…

Optimization and Control · Mathematics 2025-11-17 Rene Carmona , Mathieu Lauriere

Safe Reinforcement Learning (RL) plays an important role in applying RL algorithms to safety-critical real-world applications, addressing the trade-off between maximizing rewards and adhering to safety constraints. This work introduces a…

Robotics · Computer Science 2024-07-16 Fan Yang , Wenxuan Zhou , Zuxin Liu , Ding Zhao , David Held

Reinforcement Learning and, recently, Deep Reinforcement Learning are popular methods for solving sequential decision-making problems modeled as Markov Decision Processes. RL modeling of a problem and selecting algorithms and…

Machine Learning · Computer Science 2026-03-10 Reza Refaei Afshar , Joaquin Vanschoren , Uzay Kaymak , Rui Zhang , Yaoxin Wu , Wen Song , Yingqian Zhang

Large language models (LLMs) have shown promise in performing complex multi-step reasoning, yet they continue to struggle with mathematical reasoning, often making systematic errors. A promising solution is reinforcement learning (RL)…

Machine Learning · Computer Science 2025-09-22 Hanning Zhang , Pengcheng Wang , Shizhe Diao , Yong Lin , Rui Pan , Hanze Dong , Dylan Zhang , Pavlo Molchanov , Tong Zhang

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

Stochastic and soft optimal policies resulting from entropy-regularized Markov decision processes (ER-MDP) are desirable for exploration and imitation learning applications. Motivated by the fact that such policies are sensitive with…

Machine Learning · Computer Science 2022-01-03 Tien Mai , Patrick Jaillet

To overcome the curses of dimensionality and modeling of Dynamic Programming (DP) methods to solve Markov Decision Process (MDP) problems, Reinforcement Learning (RL) methods are adopted in practice. Contrary to traditional RL algorithms…

Machine Learning · Computer Science 2021-08-24 Arghyadip Roy , Vivek Borkar , Abhay Karandikar , Prasanna Chaporkar

We investigate an entropy-regularized reinforcement learning (RL) approach to optimal stopping problems motivated by real option models. Classical stopping rules are strict and non-randomized, limiting natural exploration in RL settings. To…

Optimization and Control · Mathematics 2026-02-18 Jodi Dianetti , Giorgio Ferrari , Renyuan Xu

Deep reinforcement learning (DRL) has been used to learn effective heuristics for solving complex combinatorial optimisation problem via policy networks and have demonstrated promising performance. Existing works have focused on solving…

Machine Learning · Computer Science 2020-12-25 Nasrin Sultana , Jeffrey Chan , A. K. Qin , Tabinda Sarwar

Sequential decision making, commonly formalized as Markov Decision Process (MDP) optimization, is a important challenge in artificial intelligence. Two key approaches to this problem are reinforcement learning (RL) and planning. This paper…

Machine Learning · Computer Science 2022-04-01 Thomas M. Moerland , Joost Broekens , Aske Plaat , Catholijn M. Jonker

Despite the many recent advances in reinforcement learning (RL), the question of learning policies that robustly satisfy state constraints under unknown disturbances remains open. In this paper, we offer a new perspective on achieving…

Machine Learning · Computer Science 2025-12-23 Pierre-François Massiani , Alexander von Rohr , Lukas Haverbeck , Sebastian Trimpe

Reinforcement Learning (RL) has become a critical tool for optimization challenges within automation, leading to significant advancements in several areas. This review article examines the current landscape of RL within automation, with a…

Machine Learning · Computer Science 2025-03-05 Ahmad Farooq , Kamran Iqbal

Reinforcement learning (RL) in Markov decision processes (MDPs) with large state spaces is a challenging problem. The performance of standard RL algorithms degrades drastically with the dimensionality of state space. However, in practice,…

Artificial Intelligence · Computer Science 2018-06-21 Kamyar Azizzadenesheli , Alessandro Lazaric , Animashree Anandkumar

Reinforcement Learning (RL) has emerged as a transformative approach for aligning and enhancing Large Language Models (LLMs), addressing critical challenges in instruction following, ethical alignment, and reasoning capabilities. This…

Artificial Intelligence · Computer Science 2025-07-08 Saksham Sahai Srivastava , Vaneet Aggarwal

Reasoning large language models (LLMs) excel in complex tasks, which has drawn significant attention to reinforcement learning (RL) for LLMs. However, existing approaches allocate an equal number of rollouts to all questions during the RL…

Machine Learning · Computer Science 2025-10-21 Mengqi Liao , Xiangyu Xi , Ruinian Chen , Jia Leng , Yangen Hu , Ke Zeng , Shuai Liu , Huaiyu Wan

Recently, reinforcement learning with verifiable rewards (RLVR) has been widely used for enhancing the reasoning abilities of large language models (LLMs). A core challenge in RLVR involves managing the exchange between entropy and…

Computation and Language · Computer Science 2025-08-05 Jia Deng , Jie Chen , Zhipeng Chen , Wayne Xin Zhao , Ji-Rong Wen

Various methods for solving the inverse reinforcement learning (IRL) problem have been developed independently in machine learning and economics. In particular, the method of Maximum Causal Entropy IRL is based on the perspective of entropy…

Machine Learning · Computer Science 2021-03-05 Navyata Sanghvi , Shinnosuke Usami , Mohit Sharma , Joachim Groeger , Kris Kitani
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