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A widely-studied deep reinforcement learning (RL) technique known as Prioritized Experience Replay (PER) allows agents to learn from transitions sampled with non-uniform probability proportional to their temporal-difference (TD) error.…

Machine Learning · Computer Science 2022-09-02 Baturay Saglam , Furkan B. Mutlu , Dogan C. Cicek , Suleyman S. Kozat

This paper introduces an approach to Reinforcement Learning Algorithm by comparing their immediate rewards using a variation of Q-Learning algorithm. Unlike the conventional Q-Learning, the proposed algorithm compares current reward with…

Machine Learning · Computer Science 2010-09-15 Punit Pandey , Deepshikha Pandey , Shishir Kumar

We investigate the use of Reinforcement Learning for the optimal execution of meta-orders, where the objective is to execute incrementally large orders while minimizing implementation shortfall and market impact over an extended period of…

Trading and Market Microstructure · Quantitative Finance 2025-11-20 Tomas Espana , Yadh Hafsi , Fabrizio Lillo , Edoardo Vittori

We present the first class of policy-gradient algorithms that work with both state-value and policy function-approximation, and are guaranteed to converge under off-policy training. Our solution targets problems in reinforcement learning…

Artificial Intelligence · Computer Science 2018-02-23 Hamid Reza Maei

To obtain better value estimation in reinforcement learning, we propose a novel algorithm based on the double actor-critic framework with temporal difference error-driven regularization, abbreviated as TDDR. TDDR employs double actors, with…

Machine Learning · Computer Science 2024-10-01 Haohui Chen , Zhiyong Chen , Aoxiang Liu , Wentuo Fang

Model-based representations recently stand out as a promising framework that embeds latent dynamics information into the representations for downstream off-policy actor-critic learning. It implicitly combines the advantages of both…

Machine Learning · Computer Science 2026-05-13 Jiafei Lyu , Zichuan Lin , Scott Fujimoto , Kai Yang , Yangkun Chen , Saiyong Yang , Zongqing Lu , Deheng Ye

While deep reinforcement learning has achieved tremendous successes in various applications, most existing works only focus on maximizing the expected value of total return and thus ignore its inherent stochasticity. Such stochasticity is…

Machine Learning · Computer Science 2023-09-19 Han Zhong , Xun Deng , Ethan X. Fang , Zhuoran Yang , Zhaoran Wang , Runze Li

We propose a novel framework to solve risk-sensitive reinforcement learning (RL) problems where the agent optimises time-consistent dynamic spectral risk measures. Based on the notion of conditional elicitability, our methodology constructs…

Machine Learning · Computer Science 2023-05-02 Anthony Coache , Sebastian Jaimungal , Álvaro Cartea

Constraint-based offline reinforcement learning (RL) involves policy constraints or imposing penalties on the value function to mitigate overestimation errors caused by distributional shift. This paper focuses on a limitation in existing…

Machine Learning · Computer Science 2024-10-25 Junghyuk Yeom , Yonghyeon Jo , Jungmo Kim , Sanghyeon Lee , Seungyul Han

Deep reinforcement learning (RL) algorithms can learn complex policies to optimize agent operation over time. RL algorithms have shown promising results in solving complicated problems in recent years. However, their application on…

Machine Learning · Computer Science 2021-09-29 Hamed Khorasgani , Haiyan Wang , Chetan Gupta , Susumu Serita

To learn approximately optimal acting policies for decision problems, modern Actor Critic algorithms rely on deep Neural Networks (DNNs) to parameterize the acting policy and greedification operators to iteratively improve it. The reliance…

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

Actor-critic Reinforcement Learning (RL) algorithms have achieved impressive performance in continuous control tasks. However, they still suffer two nontrivial obstacles, i.e., low sample efficiency and overestimation bias. To this end, we…

Machine Learning · Computer Science 2022-05-10 Qing Li , Wengang Zhou , Zhenbo Lu , Houqiang Li

The classic DQN algorithm is limited by the overestimation bias of the learned Q-function. Subsequent algorithms have proposed techniques to reduce this problem, without fully eliminating it. Recently, the Maxmin and Ensemble Q-learning…

Machine Learning · Computer Science 2022-01-24 Hassam Ullah Sheikh , Ladislau Bölöni

A dialogue policy module is an essential part of task-completion dialogue systems. Recently, increasing interest has focused on reinforcement learning (RL)-based dialogue policy. Its favorable performance and wise action decisions rely on…

Computation and Language · Computer Science 2024-04-16 Chang Tian , Wenpeng Yin , Marie-Francine Moens

Offline reinforcement learning aims to learn an agent from pre-collected datasets, avoiding unsafe and inefficient real-time interaction. However, inevitable access to out-ofdistribution actions during the learning process introduces…

Artificial Intelligence · Computer Science 2026-03-06 Fan Zhang , Baoru Huang , Xin Zhang

$Q$-learning is one of the most fundamental reinforcement learning (RL) algorithms. Despite its widespread success in various applications, it is prone to overestimation bias in the $Q$-learning update. To address this issue, double…

Machine Learning · Computer Science 2026-01-13 Hyunjun Na , Donghwan Lee

Model-free reinforcement learning algorithms, such as Q-learning, perform poorly in the early stages of learning in noisy environments, because much effort is spent unlearning biased estimates of the state-action value function. The bias…

Machine Learning · Computer Science 2018-02-01 Roy Fox , Ari Pakman , Naftali Tishby

The use of past experiences to accelerate temporal difference (TD) learning of value functions, or experience replay, is a key component in deep reinforcement learning. Prioritization or reweighting of important experiences has shown to…

Artificial Intelligence · Computer Science 2020-06-24 Samarth Sinha , Jiaming Song , Animesh Garg , Stefano Ermon

The optimistic nature of the Q-learning target leads to an overestimation bias, which is an inherent problem associated with standard $Q-$learning. Such a bias fails to account for the possibility of low returns, particularly in risky…

Machine Learning · Computer Science 2021-11-05 Thommen George Karimpanal , Hung Le , Majid Abdolshah , Santu Rana , Sunil Gupta , Truyen Tran , Svetha Venkatesh