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This paper makes one step forward towards characterizing a new family of \textit{model-free} Deep Reinforcement Learning (DRL) algorithms. The aim of these algorithms is to jointly learn an approximation of the state-value function ($V$),…

Machine Learning · Computer Science 2019-10-15 Matthia Sabatelli , Gilles Louppe , Pierre Geurts , Marco A. Wiering

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…

Artificial Intelligence · Computer Science 2017-11-06 Nir Levine , Tom Zahavy , Daniel J. Mankowitz , Aviv Tamar , Shie Mannor

Market makers play a key role in financial markets by providing liquidity. They usually fill order books with buy and sell limit orders in order to provide traders alternative price levels to operate. This paper focuses precisely on the…

Machine Learning · Computer Science 2021-12-10 Oscar Fernández Vicente , Fernando Fernández Rebollo , Francisco Javier García Polo

Deep Reinforcement Learning (RL) has considerably advanced over the past decade. At the same time, state-of-the-art RL algorithms require a large computational budget in terms of training time to converge. Recent work has started to…

The realm of High-Frequency Trading (HFT) is characterized by rapid decision-making processes that capitalize on fleeting market inefficiencies. As the financial markets become increasingly competitive, there is a pressing need for…

Trading and Market Microstructure · Quantitative Finance 2023-11-21 Soumyadip Sarkar

We propose a novel framework for Deep Reinforcement Learning (DRL) in modular robotics using traditional robotic tools that extend state-of-the-art DRL implementations and provide an end-to-end approach which trains a robot directly from…

Robotics · Computer Science 2018-02-08 Risto Kojcev , Nora Etxezarreta , Alejandro Hernández , Víctor Mayoral

Deep Reinforcement Learning (RL) recently emerged as one of the most competitive approaches for learning in sequential decision making problems with fully observable environments, e.g., computer Go. However, very little work has been done…

Machine Learning · Computer Science 2018-05-09 Pengfei Zhu , Xin Li , Pascal Poupart , Guanghui Miao

Deep Reinforcement Learning (RL) recently emerged as one of the most competitive approaches for learning in sequential decision making problems with fully observable environments, e.g., computer Go. However, very little work has been done…

Machine Learning · Computer Science 2018-05-25 Pengfei Zhu , Xin Li , Pascal Poupart , Guanghui Miao

Successful applications of reinforcement learning in real-world problems often require dealing with partially observable states. It is in general very challenging to construct and infer hidden states as they often depend on the agent's…

Machine Learning · Computer Science 2015-11-20 Xiujun Li , Lihong Li , Jianfeng Gao , Xiaodong He , Jianshu Chen , Li Deng , Ji He

Deep neural networks (DNNs) are powerful types of artificial neural networks (ANNs) that use several hidden layers. They have recently gained considerable attention in the speech transcription and image recognition community (Krizhevsky et…

Machine Learning · Computer Science 2017-06-15 Matthew Dixon , Diego Klabjan , Jin Hoon Bang

Can deep reinforcement learning algorithms be exploited as solvers for optimal trading strategies? The aim of this work is to test reinforcement learning algorithms on conceptually simple, but mathematically non-trivial, trading…

Mathematical Finance · Quantitative Finance 2020-04-10 Ayman Chaouki , Stephen Hardiman , Christian Schmidt , Emmanuel Sérié , Joachim de Lataillade

In light of the emergence of deep reinforcement learning (DRL) in recommender systems research and several fruitful results in recent years, this survey aims to provide a timely and comprehensive overview of the recent trends of deep…

Information Retrieval · Computer Science 2021-09-10 Xiaocong Chen , Lina Yao , Julian McAuley , Guanglin Zhou , Xianzhi Wang

Deep Reinforcement Learning (DRL) is considered a potential framework to improve many real-world autonomous systems; it has attracted the attention of multiple and diverse fields. Nevertheless, the successful deployment in the real world is…

Machine Learning · Computer Science 2021-07-08 Juan Jose Garau-Luis , Edward Crawley , Bruce Cameron

Recent advances in quantum computing (QC) and machine learning (ML) have drawn significant attention to the development of quantum machine learning (QML). Reinforcement learning (RL) is one of the ML paradigms which can be used to solve…

Quantum Physics · Physics 2022-10-27 Samuel Yen-Chi Chen

Deep reinforcement learning (RL) models, despite their efficiency in learning an optimal policy in static environments, easily loses previously learned knowledge (i.e., catastrophic forgetting). It leads RL models to poor performance in…

Machine Learning · Computer Science 2025-09-08 Wonseo Jang , Dongjae Kim

This report investigates the application of deep reinforcement learning (DRL) algorithms for dynamic resource allocation in wireless communication systems. An environment that includes a base station, multiple antennas, and user equipment…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-03-14 Shubham Malhotra , Fnu Yashu , Muhammad Saqib , Dipkumar Mehta , Jagdish Jangid , Sachin Dixit

Reinforcement learning (RL) algorithms have been around for decades and employed to solve various sequential decision-making problems. These algorithms however have faced great challenges when dealing with high-dimensional environments. The…

Machine Learning · Computer Science 2020-04-01 Thanh Thi Nguyen , Ngoc Duy Nguyen , Saeid Nahavandi

Deep reinforcement learning (DRL) agents are trained through trial-and-error interactions with the environment. This leads to a long training time for dense neural networks to achieve good performance. Hence, prohibitive computation and…

Machine Learning · Computer Science 2022-05-09 Ghada Sokar , Elena Mocanu , Decebal Constantin Mocanu , Mykola Pechenizkiy , Peter Stone

This letter presents a deep reinforcement learning (DRL) approach for transmission design to optimize the energy efficiency in vehicle-to-vehicle (V2V) communication links. Considering the dynamic environment of vehicular communications,…

Signal Processing · Electrical Eng. & Systems 2024-04-22 Zhengpeng Wang , Yanqun Tang , Yingzhe Mao , Tao Wang , Xiunan Huang

In recent years, Artificial Neural Networks (ANNs) and Deep Learning have become increasingly popular across a wide range of scientific and technical fields, including Fluid Mechanics. While it will take time to fully grasp the…

Fluid Dynamics · Physics 2020-01-09 Jean Rabault , Feng Ren , Wei Zhang , Hui Tang , Hui Xu