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The paper explores the application of a continuous action space soft actor-critic (SAC) reinforcement learning model to the area of automated market-making. The reinforcement learning agent receives a simulated flow of client trades, thus…

Pricing of Securities · Quantitative Finance 2020-08-28 Alexey Bakshaev

We study robust reinforcement learning (RL) with the goal of determining a well-performing policy that is robust against model mismatch between the training simulator and the testing environment. Previous policy-based robust RL algorithms…

Machine Learning · Computer Science 2023-12-12 Ruida Zhou , Tao Liu , Min Cheng , Dileep Kalathil , P. R. Kumar , Chao Tian

Deep reinforcement learning was instigated with the presence of trust region methods, being scalable and efficient. However, the pessimism of such algorithms, among which it forces to constrain in a trust region by all means, has been…

Machine Learning · Computer Science 2023-03-06 Jianfei Ma

Training a model-free deep reinforcement learning model to solve image-to-image translation is difficult since it involves high-dimensional continuous state and action spaces. In this paper, we draw inspiration from the recent success of…

Computer Vision and Pattern Recognition · Computer Science 2021-12-15 Ziwei Luo , Jing Hu , Xin Wang , Siwei Lyu , Bin Kong , Youbing Yin , Qi Song , Xi Wu

Continuous control tasks in reinforcement learning are important because they provide an important framework for learning in high-dimensional state spaces with deceptive rewards, where the agent can easily become trapped into suboptimal…

Machine Learning · Computer Science 2020-07-10 Thang Doan , Bogdan Mazoure , Moloud Abdar , Audrey Durand , Joelle Pineau , R Devon Hjelm

A variety of theoretically-sound policy gradient algorithms exist for the on-policy setting due to the policy gradient theorem, which provides a simplified form for the gradient. The off-policy setting, however, has been less clear due to…

Machine Learning · Computer Science 2023-04-17 Eric Graves , Ehsan Imani , Raksha Kumaraswamy , Martha White

Autonomous parking is a key technology in modern autonomous driving systems, requiring high precision, strong adaptability, and efficiency in complex environments. This paper proposes a Deep Reinforcement Learning (DRL) framework based on…

Robotics · Computer Science 2025-05-01 Zheyu Zhang , Yutong Luo , Yongzhou Chen , Haopeng Zhao , Zhichao Ma , Hao Liu

Text-based games are a popular testbed for language-based reinforcement learning (RL). In previous work, deep Q-learning is commonly used as the learning agent. Q-learning algorithms are challenging to apply to complex real-world domains…

Machine Learning · Computer Science 2023-06-28 Weichen Li , Rati Devidze , Sophie Fellenz

Deep reinforcement learning (RL) algorithms can use high-capacity deep networks to learn directly from image observations. However, these high-dimensional observation spaces present a number of challenges in practice, since the policy must…

Machine Learning · Computer Science 2020-10-27 Alex X. Lee , Anusha Nagabandi , Pieter Abbeel , Sergey Levine

This paper introduces the Active-Importance-Sampling Actor-Critic (AISAC) algorithm, an extension of the Actor-Critic framework for reducing variance in policy gradient estimation. AISAC optimizes the behavior policy to minimize gradient…

Machine Learning · Computer Science 2026-05-11 Majid Molaei , Gabor Paczolay , Matteo Papini , Alberto Maria Metelli , Marcello Restelli

To improve the sample efficiency of policy-gradient based reinforcement learning algorithms, we propose implicit distributional actor-critic (IDAC) that consists of a distributional critic, built on two deep generator networks (DGNs), and a…

Machine Learning · Computer Science 2020-10-21 Yuguang Yue , Zhendong Wang , Mingyuan Zhou

Reinforcement learning (RL) is widely used for humanoid control, with on-policy methods such as Proximal Policy Optimization (PPO) enabling robust training via large-scale parallel simulation and, in some cases, zero-shot deployment to real…

Robotics · Computer Science 2026-02-24 Weidong Huang , Zhehan Li , Hangxin Liu , Biao Hou , Yao Su , Jingwen Zhang

In this paper, we propose a distributed off-policy actor critic method to solve multi-agent reinforcement learning problems. Specifically, we assume that all agents keep local estimates of the global optimal policy parameter and update…

Machine Learning · Computer Science 2019-03-25 Yan Zhang , Michael M. Zavlanos

This paper proposes a reinforcement learning--based framework for cryptocurrency portfolio management using the Soft Actor--Critic (SAC) and Deep Deterministic Policy Gradient (DDPG) algorithms. Traditional portfolio optimization methods…

Computational Finance · Quantitative Finance 2025-11-27 Kamal Paykan

We propose a new algorithm, Mean Actor-Critic (MAC), for discrete-action continuous-state reinforcement learning. MAC is a policy gradient algorithm that uses the agent's explicit representation of all action values to estimate the gradient…

This research is concerned with the novel application and investigation of `Soft Actor Critic' (SAC) based Deep Reinforcement Learning (DRL) to control the cooling setpoint (and hence cooling loads) of a large commercial building to harness…

Machine Learning · Computer Science 2021-07-08 Anjukan Kathirgamanathan , Eleni Mangina , Donal P. Finn

This paper introduces Team-Attention-Actor-Critic (TAAC), a reinforcement learning algorithm designed to enhance multi-agent collaboration in cooperative environments. TAAC employs a Centralized Training/Centralized Execution scheme…

Artificial Intelligence · Computer Science 2025-12-23 Hugo Garrido-Lestache Belinchon , Jeremy Kedziora

We present a Multi-task Soft Actor-Critic (SAC) Reinforcement Learning framework designed for open-system quantum control across diverse Hamiltonians, which learns optimal pulse sequences while simultaneously discovering problem-specific…

Quantum Physics · Physics 2026-05-27 Haftu W. Fentaw , Steve Campbell , Simon Caton

Existing imitation learning methods mainly focus on making an agent effectively mimic a demonstrated behavior, but do not address the potential contradiction between the behavior style and the objective of a task. There is a general lack of…

Machine Learning · Computer Science 2022-09-28 Mingxi Tan , Andong Tian , Ludovic Denoyer

Recently, robust reinforcement learning (RL) methods designed to handle adversarial input observations have received significant attention, motivated by RL's inherent vulnerabilities. While existing approaches have demonstrated reasonable…

Machine Learning · Computer Science 2025-06-23 Kosuke Nakanishi , Akihiro Kubo , Yuji Yasui , Shin Ishii
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