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This paper presents a review of the field of reinforcement learning (RL), with a focus on providing a comprehensive overview of the key concepts, techniques, and algorithms for beginners. RL has a unique setting, jargon, and mathematics…
Standard reinforcement learning (RL) optimizes policies for reward but imposes few constraints on how decisions evolve over time. As a result, policies may achieve high performance while exhibiting temporally incoherent behavior such as…
Portfolio Selection is an important real-world financial task and has attracted extensive attention in artificial intelligence communities. This task, however, has two main difficulties: (i) the non-stationary price series and complex asset…
Reinforcement Learning with Verifiable Rewards (RLVR) has proven effective for Large Language Model (LLM) reasoning, yet current methods face key challenges in resource allocation and policy optimization dynamics: (i) uniform rollout…
Meta reinforcement learning (RL) allows agents to leverage experience across a distribution of tasks on which the agent can train at will, enabling faster learning of optimal policies on new test tasks. Despite its success in improving…
This tutorial provides a comprehensive survey of methods for fine-tuning diffusion models to optimize downstream reward functions. While diffusion models are widely known to provide excellent generative modeling capability, practical…
Reinforcement learning (RL) is currently one of the most prominent methods for optimizing dynamical systems, with breakthrough results across various fields. The framework is based on the concept of a Markov decision process (MDP), leading…
Deep reinforcement learning (DRL) has recently shown its success in tackling complex combinatorial optimization problems. When these problems are extended to multiobjective ones, it becomes difficult for the existing DRL approaches to…
This thesis develops theoretical frameworks and algorithms that advance constrained reinforcement learning (RL) across control, preference learning, and alignment of large language models. The first contribution addresses constrained Markov…
Reinforcement learning (RL) has emerged as an effective approach for enhancing the reasoning capabilities of large language models (LLMs), especially in scenarios where supervised fine-tuning (SFT) falls short due to limited…
As a paradigm for sequential decision making in unknown environments, reinforcement learning (RL) has received a flurry of attention in recent years. However, the explosion of model complexity in emerging applications and the presence of…
Intelligent agents should have the ability to leverage knowledge from previously learned tasks in order to learn new ones quickly and efficiently. Meta-learning approaches have emerged as a popular solution to achieve this. However,…
In this thesis, we develop a comprehensive account of the expressive power, modelling efficiency, and performance advantages of so-called trading agents (i.e., Deep Soft Recurrent Q-Network (DSRQN) and Mixture of Score Machines (MSM)),…
Deep reinforcement learning (DRL) has reached super human levels in complex tasks like game solving (Go and autonomous driving). However, it remains an open question whether DRL can reach human level in applications to financial problems…
Inverse Reinforcement Learning (IRL) learns a reward function to explain expert demonstrations. Modern IRL methods often use the adversarial (minimax) formulation that alternates between reward and policy optimization, which often lead to…
While reinforcement learning (RL) has been central to the recent success of large language models (LLMs), RL optimization is notoriously unstable, especially when compared to supervised fine-tuning (SFT). In this work, we investigate the…
Dynamic real-time optimization (DRTO) is a challenging task due to the fact that optimal operating conditions must be computed in real time. The main bottleneck in the industrial application of DRTO is the presence of uncertainty. Many…
The field of portfolio selection is an active research topic, which combines elements and methodologies from various fields, such as optimization, decision analysis, risk management, data science, forecasting, etc. The modeling and…
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…
Can an agent learn efficiently in a noisy and self adapting environment with sequential, non-stationary and non-homogeneous observations? Through trading bots, we illustrate how Deep Reinforcement Learning (DRL) can tackle this challenge.…