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Learning the optimal policy from a random network initialization is the theme of deep Reinforcement Learning (RL). As the scale of DRL training increases, treating DRL policy network weights as a new data modality and exploring the…

Machine Learning · Computer Science 2025-03-07 Hongyao Tang

Multi-objective decision-making problems have emerged in numerous real-world scenarios, such as video games, navigation and robotics. Considering the clear advantages of Reinforcement Learning (RL) in optimizing decision-making processes,…

Machine Learning · Computer Science 2025-01-15 Erlong Liu , Yu-Chang Wu , Xiaobin Huang , Chengrui Gao , Ren-Jian Wang , Ke Xue , Chao Qian

Offline reinforcement learning (RL) provides a powerful framework for training robotic agents using pre-collected, suboptimal datasets, eliminating the need for costly, time-consuming, and potentially hazardous online interactions. This is…

Machine Learning · Computer Science 2025-08-01 Tung M. Luu , Donghoon Lee , Younghwan Lee , Chang D. Yoo

Mastering deep reinforcement learning (DRL) proves challenging in tasks featuring scant rewards. These limited rewards merely signify whether the task is partially or entirely accomplished, necessitating various exploration actions before…

Machine Learning · Computer Science 2024-04-11 Guojian Wang , Faguo Wu , Xiao Zhang

Reinforcement Learning (RL) enables an intelligent agent to optimise its performance in a task by continuously taking action from an observed state and receiving a feedback from the environment in form of rewards. RL typically uses tables…

Artificial Intelligence · Computer Science 2025-01-28 Alberto Castagna

Deep reinforcement learning (DRL) is a well-suited approach to financial decision-making, where an agent makes decisions based on its trading strategy developed from market observations. Existing DRL intraday trading strategies mainly use…

Trading and Market Microstructure · Quantitative Finance 2024-06-13 Sven Goluža , Tomislav Kovačević , Tessa Bauman , Zvonko Kostanjčar

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…

Robotics · Computer Science 2022-01-26 Taisuke Kobayashi

We study the problem of Reinforcement Learning (RL) with linear function approximation, i.e. assuming the optimal action-value function is linear in a known $d$-dimensional feature mapping. Unfortunately, however, based on only this…

Machine Learning · Computer Science 2022-11-15 Zeyu Jia , Randy Jia , Dhruv Madeka , Dean P. Foster

Learning-based approaches, such as reinforcement learning (RL) and imitation learning (IL), have indicated superiority over rule-based approaches in complex urban autonomous driving environments, showing great potential to make intelligent…

Robotics · Computer Science 2022-05-31 Haochen Liu , Zhiyu Huang , Jingda Wu , Chen Lv

Reinforcement learning in complex environments is a challenging problem. In particular, the success of reinforcement learning algorithms depends on a well-designed reward function. Inverse reinforcement learning (IRL) solves the problem of…

Machine Learning · Computer Science 2021-01-20 Rakhoon Hwang , Hanjin Lee , Hyung Ju Hwang

Reinforcement Learning (RL) has achieved significant success in application domains such as robotics, games and health care. However, training RL agents is very time consuming. Current implementations exhibit poor performance due to…

Machine Learning · Computer Science 2021-12-24 Chi Zhang , Sanmukh Rao Kuppannagari , Viktor K Prasanna

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

Deep reinforcement learning (DRL) is a booming area of artificial intelligence. Many practical applications of DRL naturally involve more than one collaborative learners, making it important to study DRL in a multi-agent context. Previous…

Machine Learning · Computer Science 2019-10-22 Gang Chen

In e-commerce markets, on time delivery is of great importance to customer satisfaction. In this paper, we present a Deep Reinforcement Learning (DRL) approach for deciding how and when orders should be batched and picked in a warehouse to…

Machine Learning · Computer Science 2021-10-13 Bram Cals , Yingqian Zhang , Remco Dijkman , Claudy van Dorst

Reinforcement learning with verifiable rewards (RLVR) has recently enhanced the reasoning capabilities of large language models (LLMs), particularly for mathematical problem solving. However, a fundamental limitation remains: as the…

Machine Learning · Computer Science 2025-11-03 Wenhao Deng , Long Wei , Chenglei Yu , Tailin Wu

Constrained Reinforcement Learning (RL) aims to maximize the return while adhering to predefined constraint limits, which represent domain-specific safety requirements. In continuous control settings, where learning agents govern system…

Machine Learning · Computer Science 2025-09-12 Somnath Hazra , Pallab Dasgupta , Soumyajit Dey

We develop a portfolio allocation framework that leverages deep learning techniques to address challenges arising from high-dimensional, non-stationary, and low-signal-to-noise market information. Our approach includes a dynamic embedding…

Portfolio Management · Quantitative Finance 2025-01-31 Jinghai He , Cheng Hua , Chunyang Zhou , Zeyu Zheng

Environments with procedurally generated content serve as important benchmarks for testing systematic generalization in deep reinforcement learning. In this setting, each level is an algorithmically created environment instance with a…

Machine Learning · Computer Science 2021-06-15 Minqi Jiang , Edward Grefenstette , Tim Rocktäschel

Reinforcement learning (RL) problems are fundamental in online decision-making and have been instrumental in finding an optimal policy for Markov decision processes (MDPs). Function approximations are usually deployed to handle large or…

Machine Learning · Computer Science 2025-05-20 Jiashuo Jiang , Yiming Zong , Yinyu Ye

Deep reinforcement learning (DRL) has been widely studied in the portfolio management task. However, it is challenging to understand a DRL-based trading strategy because of the black-box nature of deep neural networks. In this paper, we…

Portfolio Management · Quantitative Finance 2021-12-21 Mao Guan , Xiao-Yang Liu
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