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This paper explores the application of a reinforcement learning (RL) framework using the Q-Learning algorithm to enhance dynamic pricing strategies in the retail sector. Unlike traditional pricing methods, which often rely on static demand…

Machine Learning · Computer Science 2024-11-28 Mohit Apte , Ketan Kale , Pranav Datar , Pratiksha Deshmukh

In this tutorial article, we aim to provide the reader with the conceptual tools needed to get started on research on offline reinforcement learning algorithms: reinforcement learning algorithms that utilize previously collected data,…

Machine Learning · Computer Science 2020-11-03 Sergey Levine , Aviral Kumar , George Tucker , Justin Fu

This paper introduces and analyzes an improved Q-learning algorithm for discrete-time linear time-invariant systems. The proposed method does not require any knowledge of the system dynamics, and it enjoys significant efficiency advantages…

Systems and Control · Electrical Eng. & Systems 2023-04-03 Victor G. Lopez , Mohammad Alsalti , Matthias A. Müller

With the continuous development of machine learning technology, major e-commerce platforms have launched recommendation systems based on it to serve a large number of customers with different needs more efficiently. Compared with…

Machine Learning · Computer Science 2020-12-14 Yang Yu , Zhenhao Gu , Rong Tao , Jingtian Ge , Kenglun Chang

In this paper we pursue the question of a fully online trading algorithm (i.e. one that does not need offline training on previously gathered data). For this task we use Double Deep $Q$-learning in the episodic setting with Fast Learning…

Computational Finance · Quantitative Finance 2025-09-30 Boian Lazov

Offline reinforcement learning, which aims at optimizing sequential decision-making strategies with historical data, has been extensively applied in real-life applications. State-Of-The-Art algorithms usually leverage powerful function…

Machine Learning · Computer Science 2022-11-28 Ming Yin , Mengdi Wang , Yu-Xiang Wang

We introduce the use of reinforcement learning for indirect mechanisms, working with the existing class of sequential price mechanisms, which generalizes both serial dictatorship and posted price mechanisms and essentially characterizes all…

Computer Science and Game Theory · Computer Science 2021-05-07 Gianluca Brero , Alon Eden , Matthias Gerstgrasser , David C. Parkes , Duncan Rheingans-Yoo

Offline reinforcement learning (RL) promises the ability to learn effective policies solely using existing, static datasets, without any costly online interaction. To do so, offline RL methods must handle distributional shift between the…

Machine Learning · Computer Science 2023-10-31 Joey Hong , Aviral Kumar , Sergey Levine

In this paper, we develop a recommender system for a game that suggests potential items to players based on their interactive behaviors to maximize revenue for the game provider. Our approach is built on a reinforcement learning-based…

Artificial Intelligence · Computer Science 2021-11-18 Hung Nguyen , Minh Nguyen , Long Pham , Jennifer Adorno Nieves

Offline reinforcement learning requires reconciling two conflicting aims: learning a policy that improves over the behavior policy that collected the dataset, while at the same time minimizing the deviation from the behavior policy so as to…

Machine Learning · Computer Science 2021-10-13 Ilya Kostrikov , Ashvin Nair , Sergey Levine

Model-based algorithms, which learn a dynamics model from logged experience and perform some sort of pessimistic planning under the learned model, have emerged as a promising paradigm for offline reinforcement learning (offline RL).…

Machine Learning · Computer Science 2022-01-28 Tianhe Yu , Aviral Kumar , Rafael Rafailov , Aravind Rajeswaran , Sergey Levine , Chelsea Finn

Traditional pricing paradigms, once dominated by static models and rule-based heuristics, are increasingly being replaced by dynamic, data-driven approaches powered by machine learning algorithms. Despite their growing sophistication, most…

Machine Learning · Computer Science 2025-12-01 Marco Mussi , Marcello Restelli

Recent advances in batch (offline) reinforcement learning have shown promising results in learning from available offline data and proved offline reinforcement learning to be an essential toolkit in learning control policies in a model-free…

Machine Learning · Computer Science 2022-12-19 Ashish Kumar , Ilya Kuzovkin

Effectively leveraging large, previously collected datasets in reinforcement learning (RL) is a key challenge for large-scale real-world applications. Offline RL algorithms promise to learn effective policies from previously-collected,…

Machine Learning · Computer Science 2020-08-20 Aviral Kumar , Aurick Zhou , George Tucker , Sergey Levine

In some applications of reinforcement learning, a dataset of pre-collected experience is already available but it is also possible to acquire some additional online data to help improve the quality of the policy. However, it may be…

Machine Learning · Computer Science 2023-07-11 Ruiqi Zhang , Andrea Zanette

In offline reinforcement learning, a policy learns to maximize cumulative rewards with a fixed collection of data. Towards conservative strategy, current methods choose to regularize the behavior policy or learn a lower bound of the value…

Machine Learning · Computer Science 2021-03-02 Hongchang Zhang , Jianzhun Shao , Yuhang Jiang , Shuncheng He , Xiangyang Ji

We study the budget allocation problem in online marketing campaigns that utilize previously collected offline data. We first discuss the long-term effect of optimizing marketing budget allocation decisions in the offline setting. To…

Machine Learning · Computer Science 2023-09-07 Tianchi Cai , Jiyan Jiang , Wenpeng Zhang , Shiji Zhou , Xierui Song , Li Yu , Lihong Gu , Xiaodong Zeng , Jinjie Gu , Guannan Zhang

In this paper we present an end-to-end framework for addressing the problem of dynamic pricing (DP) on E-commerce platform using methods based on deep reinforcement learning (DRL). By using four groups of different business data to…

Machine Learning · Computer Science 2021-09-01 Jiaxi Liu , Yidong Zhang , Xiaoqing Wang , Yuming Deng , Xingyu Wu

We consider reinforcement learning (RL) methods in offline domains without additional online data collection, such as mobile health applications. Most of existing policy optimization algorithms in the computer science literature are…

Machine Learning · Statistics 2022-07-28 Chengchun Shi , Shikai Luo , Yuan Le , Hongtu Zhu , Rui Song

Offline reinforcement learning (offline RL), which aims to find an optimal policy from a previously collected static dataset, bears algorithmic difficulties due to function approximation errors from out-of-distribution (OOD) data points. To…

Machine Learning · Computer Science 2021-10-06 Gaon An , Seungyong Moon , Jang-Hyun Kim , Hyun Oh Song
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