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This paper explores the application of deep Q-learning to hedging at-the-money options on the S\&P~500 index. We develop an agent based on the Twin Delayed Deep Deterministic Policy Gradient (TD3) algorithm, trained to simulate hedging…

Computational Finance · Quantitative Finance 2025-10-13 Zofia Bracha , Paweł Sakowski , Jakub Michańków

The past decade has seen a rapid penetration of electric vehicles (EV) in the market, more and more logistics and transportation companies start to deploy EVs for service provision. In order to model the operations of a commercial EV fleet,…

Machine Learning · Computer Science 2021-08-24 Bo Lin , Bissan Ghaddar , Jatin Nathwani

Reinforcement learning has recently gained traction as a means to improve combinatorial optimization methods, yet its effectiveness within local search metaheuristics specifically remains comparatively underexamined. In this study, we…

Machine Learning · Computer Science 2026-01-14 Yannick Molinghen , Augustin Delecluse , Renaud De Landtsheer , Stefano Michelini

Reinforcement learning is concerned with identifying reward-maximizing behaviour policies in environments that are initially unknown. State-of-the-art reinforcement learning approaches, such as deep Q-networks, are model-free and learn to…

Artificial Intelligence · Computer Science 2017-08-18 Felix Leibfried , Nate Kushman , Katja Hofmann

Deep reinforcement learning has become an important paradigm for constructing agents that can enter complex multi-agent situations and improve their policies through experience. One commonly used technique is reactive training - applying…

Artificial Intelligence · Computer Science 2017-12-11 Alexander Peysakhovich , Adam Lerer

Reinforcement Learning methods are capable of solving complex problems, but resulting policies might perform poorly in environments that are even slightly different. In robotics especially, training and deployment conditions often vary and…

Machine Learning · Computer Science 2018-09-17 Isac Arnekvist , Danica Kragic , Johannes A. Stork

Goal-conditioned robotic grasping in cluttered environments remains a challenging problem due to occlusions caused by surrounding objects, which prevent direct access to the target object. A promising solution to mitigate this issue is…

Robotics · Computer Science 2025-04-07 Boce Hu , Heng Tian , Dian Wang , Haojie Huang , Xupeng Zhu , Robin Walters , Robert Platt

Existing action detection algorithms usually generate action proposals through an extensive search over the video at multiple temporal scales, which brings about huge computational overhead and deviates from the human perception procedure.…

Computer Vision and Pattern Recognition · Computer Science 2017-06-23 Jingjia Huang , Nannan Li , Tao Zhang , Ge Li

Shaping has proven to be a powerful but precarious means of improving reinforcement learning performance. Ng, Harada, and Russell (1999) proposed the potential-based shaping algorithm for adding shaping rewards in a way that guarantees the…

Machine Learning · Computer Science 2011-06-28 E. Wiewiora

Recently, there is an emerging trend to apply deep reinforcement learning to solve the vehicle routing problem (VRP), where a learnt policy governs the selection of next node for visiting. However, existing methods could not handle well the…

Machine Learning · Computer Science 2021-10-07 Jingwen Li , Liang Xin , Zhiguang Cao , Andrew Lim , Wen Song , Jie Zhang

This paper deals with robotic lever control using Explainable Deep Reinforcement Learning. First, we train a policy by using the Deep Deterministic Policy Gradient algorithm and the Hindsight Experience Replay technique, where the goal is…

Robotics · Computer Science 2021-10-08 Sindre Benjamin Remman , Anastasios M. Lekkas

Policy gradient methods have shown success in learning control policies for high-dimensional dynamical systems. Their biggest downside is the amount of exploration they require before yielding high-performing policies. In a lifelong…

Machine Learning · Computer Science 2020-10-23 Jorge A. Mendez , Boyu Wang , Eric Eaton

Power-to-Gas (P2G) technologies gain recognition for enabling the integration of intermittent renewables, such as wind and solar, into electricity grids. However, determining the most cost-effective operation of these systems is complex due…

Systems and Control · Electrical Eng. & Systems 2025-06-10 Manuel Sage , Khalil Al Handawi , Yaoyao Fiona Zhao

Deep Reinforcement Learning is gaining increasing attention thanks to its capability to learn complex policies in high-dimensional settings. Recent advancements utilize a dual-network architecture to learn optimal policies through the…

Machine Learning · Computer Science 2025-10-14 Alberto Sinigaglia , Niccolò Turcato , Ruggero Carli , Gian Antonio Susto

In this work, we propose and explore Deep Graph Value Network (DeepGV) as a promising method to work around sample complexity in deep reinforcement-learning agents using a message-passing mechanism. The main idea is that the agent should be…

Artificial Intelligence · Computer Science 2021-10-22 Mingxuan Li , Michael L. Littman

Reinforcement learning (RL) has emerged as a powerful paradigm for solving decision-making problems in dynamic environments. In this research, we explore the application of Double DQN (DDQN) and Dueling Network Architectures, to financial…

Machine Learning · Computer Science 2025-04-17 Bruno Giorgio

Deep reinforcement learning (DRL) has been proven to be a powerful paradigm for learning complex control policy autonomously. Numerous recent applications of DRL in robotic grasping have successfully trained DRL robotic agents end-to-end,…

Robotics · Computer Science 2020-07-03 Zhixin Chen , Mengxiang Lin , Zhixin Jia , Shibo Jian

Off-Policy reinforcement learning (RL) is an important class of methods for many problem domains, such as robotics, where the cost of collecting data is high and on-policy methods are consequently intractable. Standard methods for applying…

Artificial Intelligence · Computer Science 2019-07-03 Riley Simmons-Edler , Ben Eisner , Eric Mitchell , Sebastian Seung , Daniel Lee

With the implementation of reinforcement learning (RL) algorithms, current state-of-art autonomous vehicle technology have the potential to get closer to full automation. However, most of the applications have been limited to game domains…

Robotics · Computer Science 2020-01-14 Wenhui Huang , Francesco Braghin , Zhuo Wang

Autonomous robotic wiping is an important task in various industries, ranging from industrial manufacturing to sanitization in healthcare. Deep reinforcement learning (Deep RL) has emerged as a promising algorithm, however, it often suffers…

Robotics · Computer Science 2025-02-19 Yihong Liu , Dongyeop Kang , Sehoon Ha