Related papers: Deep Reinforcement Learning for Equal Risk Pricing…
Aligning generative diffusion models with human preferences via reinforcement learning (RL) is critical yet challenging. Most existing algorithms are often vulnerable to reward hacking, such as quality degradation, over-stylization, or…
Deep reinforcement learning (DRL) is one promising approach to teaching robots to perform complex tasks. Because methods that directly reuse the stored experience data cannot follow the change of the environment in robotic problems with a…
In the classical Reinforcement Learning (RL) setting, one aims to find a policy that maximizes its expected return. This objective may be inappropriate in safety-critical domains such as healthcare or autonomous driving, where intrinsic…
This paper studies the equal risk pricing (ERP) framework for the valuation of European financial derivatives. This option pricing approach is consistent with global trading strategies by setting the premium as the value such that the…
Deep Reinforcement Learning (DRL) algorithms can scale to previously intractable problems. The automation of profit generation in the stock market is possible using DRL, by combining the financial assets price "prediction" step and the…
Distributional reinforcement learning (DRL) enhances the understanding of the effects of the randomness in the environment by letting agents learn the distribution of a random return, rather than its expected value as in standard RL. At the…
In today's forex market traders increasingly turn to algorithmic trading, leveraging computers to seek more profits. Deep learning techniques as cutting-edge advancements in machine learning, capable of identifying patterns in financial…
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…
We introduce a deep reinforcement learning (DRL) approach for solving management problems including inventory management, dynamic pricing, and recommendation. This DRL approach has the potential to lead to a large management model based on…
Deep reinforcement learning (DRL) algorithms have been demonstrated to be effective in a wide range of challenging decision making and control tasks. However, these methods typically suffer from severe action oscillations in particular in…
We develop an approach for solving time-consistent risk-sensitive stochastic optimization problems using model-free reinforcement learning (RL). Specifically, we assume agents assess the risk of a sequence of random variables using dynamic…
The development of Distributional Reinforcement Learning (DRL) has introduced a natural way to incorporate risk sensitivity into value-based and actor-critic methods by employing risk measures other than expectation in the value function.…
The framework of deep reinforcement learning (DRL) provides a powerful and widely applicable mathematical formalization for sequential decision-making. This paper present a novel DRL framework, termed \emph{$f$-Divergence Reinforcement…
Evolutionary algorithms have been used to evolve a population of actors to generate diverse experiences for training reinforcement learning agents, which helps to tackle the temporal credit assignment problem and improves the exploration…
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…
Robust reinforcement learning (Robust RL) seeks to handle epistemic uncertainty in environment dynamics, but existing approaches often rely on nested min--max optimization, which is computationally expensive and yields overly conservative…
Deep reinforcement learning (DRL) has emerged as a promising approach for robotic control, but its realworld deployment remains challenging due to its vulnerability to environmental perturbations. Existing white-box adversarial attack…
Constrained Reinforcement Learning (CRL) addresses sequential decision-making problems where agents are required to achieve goals by maximizing the expected return while meeting domain-specific constraints. In this setting, policy-based…
We study a robust alternative to empirical risk minimization called distributionally robust learning (DRL), in which one learns to perform against an adversary who can choose the data distribution from a specified set of distributions. We…
This scientific research paper presents an innovative approach based on deep reinforcement learning (DRL) to solve the algorithmic trading problem of determining the optimal trading position at any point in time during a trading activity in…