English
Related papers

Related papers: Recent Advances in Reinforcement Learning in Finan…

200 papers

Reinforcement learning (RL) is a goal-oriented learning solution that has proven to be successful for Neural Architecture Search (NAS) on the CIFAR and ImageNet datasets. However, a limitation of this approach is its high computational…

Neural and Evolutionary Computing · Computer Science 2019-12-04 J. Gomez Robles , J. Vanschoren

This thesis rigorously studies fundamental reinforcement learning (RL) methods in modern practical considerations, including robust RL, distributional RL, and offline RL with neural function approximation. The thesis first prepares the…

Machine Learning · Computer Science 2022-03-04 Thanh Nguyen-Tang

Offline reinforcement-learning (RL) algorithms learn to make decisions using a given, fixed training dataset without online data collection. This problem setting is captivating because it holds the promise of utilizing previously collected…

Machine Learning · Computer Science 2022-12-07 Dan Elbaz , Gal Novik , Oren Salzman

Algorithmic stock trading has become a staple in today's financial market, the majority of trades being now fully automated. Deep Reinforcement Learning (DRL) agents proved to be to a force to be reckon with in many complex games like Chess…

Machine Learning · Computer Science 2021-06-02 Tidor-Vlad Pricope

Reinforcement Learning (RL) has recently received significant attention from the process systems engineering and control communities. Recent works have investigated the application of RL to identify optimal scheduling decision in the…

Systems and Control · Electrical Eng. & Systems 2022-03-11 Max Mowbray , Dongda Zhang , Ehecatl Antonio Del Rio Chanona

Reinforcement learning (RL) is a promising tool to solve robust optimal well control problems where the model parameters are highly uncertain, and the system is partially observable in practice. However, RL of robust control policies often…

Machine Learning · Computer Science 2022-07-14 Atish Dixit , Ahmed H. ElSheikh

Reinforcement Learning (RL) has achieved tremendous development in recent years, but still faces significant obstacles in addressing complex real-life problems due to the issues of poor system generalization, low sample efficiency as well…

Artificial Intelligence · Computer Science 2025-02-25 Chao Yu , Shicheng Ye , Hankz Hankui Zhuo

With the widespread adoption of deep learning, reinforcement learning (RL) has experienced a dramatic increase in popularity, scaling to previously intractable problems, such as playing complex games from pixel observations, sustaining…

Machine Learning · Computer Science 2023-04-20 Rafael Figueiredo Prudencio , Marcos R. O. A. Maximo , Esther Luna Colombini

In this work, we study how to efficiently apply reinforcement learning (RL) for solving large-scale stochastic optimization problems by leveraging intervention models. The key of the proposed methodology is to better explore the solution…

Machine Learning · Computer Science 2026-01-13 Defeng Liu , Ying Liu , Carson Eisenach

Recent years have witnessed significant progresses in deep Reinforcement Learning (RL). Empowered with large scale neural networks, carefully designed architectures, novel training algorithms and massively parallel computing devices,…

Machine Learning · Computer Science 2018-04-23 Chiyuan Zhang , Oriol Vinyals , Remi Munos , Samy Bengio

Modern reinforcement learning (RL) systems capture deep truths about general, human problem-solving. In domains where new data can be simulated cheaply, these systems uncover sequential decision-making policies that far exceed the ability…

Machine Learning · Computer Science 2025-10-07 Scott Jeen

The ongoing energy transition drives the development of decentralised renewable energy sources, which are heterogeneous and weather-dependent, complicating their integration into energy systems. This study tackles this issue by introducing…

Machine Learning · Computer Science 2024-07-01 Marine Cauz , Adrien Bolland , Nicolas Wyrsch , Christophe Ballif

Recently, reinforcement learning has been used to address logic synthesis by formulating the operator sequence optimization problem as a Markov decision process. However, through extensive experiments, we find out that the learned policy…

Machine Learning · Computer Science 2022-06-28 Chao Wang , Chen Chen , Dong Li , Bin Wang

Multi-step reasoning is a fundamental challenge in artificial intelligence, with applications ranging from mathematical problem-solving to decision-making in dynamic environments. Reinforcement Learning (RL) has shown promise in enabling…

Machine Learning · Computer Science 2025-07-24 Tao Xu , Dung-Yang Lee , Momiao Xiong

The integration of Reinforcement Learning (RL) with heuristic methods is an emerging trend for solving optimization problems, which leverages RL's ability to learn from the data generated during the search process. One promising approach is…

Machine Learning · Computer Science 2024-09-19 Arthur Müller , Lukas Vollenkemper

The application of reinforcement learning (RL) to enhance the reasoning capabilities of Multimodal Large Language Models (MLLMs) constitutes a rapidly advancing research area. While MLLMs extend Large Language Models (LLMs) to handle…

Artificial Intelligence · Computer Science 2025-05-22 Guanghao Zhou , Panjia Qiu , Cen Chen , Jie Wang , Zheming Yang , Jian Xu , Minghui Qiu

Inspired by the developments in deep generative models, we propose a model-based RL approach, coined Reinforced Deep Markov Model (RDMM), designed to integrate desirable properties of a reinforcement learning algorithm acting as an…

Trading and Market Microstructure · Quantitative Finance 2020-11-10 Tadeu A. Ferreira

Flexibility design problems are a class of problems that appear in strategic decision-making across industries, where the objective is to design a ($e.g.$, manufacturing) network that affords flexibility and adaptivity. The underlying…

Machine Learning · Computer Science 2021-01-19 Yehua Wei , Lei Zhang , Ruiyi Zhang , Shijing Si , Hao Zhang , Lawrence Carin

Safety is critical when applying reinforcement learning (RL) to real-world problems. As a result, safe RL has emerged as a fundamental and powerful paradigm for optimizing an agent's policy while incorporating notions of safety. A prevalent…

Machine Learning · Computer Science 2024-05-09 Akifumi Wachi , Xun Shen , Yanan Sui

This paper investigates the so-called reward-balancing methods, a novel class of algorithms for solving discounted-return reinforcement learning (RL) problems. These methods consist of iteratively adjusting the reward function to transform…

Optimization and Control · Mathematics 2026-04-23 Simone Baroncini , Bahman Gharesifard , Giuseppe Notarstefano