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In typical reinforcement learning (RL), the environment is assumed given and the goal of the learning is to identify an optimal policy for the agent taking actions through its interactions with the environment. In this paper, we extend this…

Artificial Intelligence · Computer Science 2019-10-25 Haifeng Zhang , Jun Wang , Zhiming Zhou , Weinan Zhang , Ying Wen , Yong Yu , Wenxin Li

In session-based or sequential recommendation, it is important to consider a number of factors like long-term user engagement, multiple types of user-item interactions such as clicks, purchases etc. The current state-of-the-art supervised…

Machine Learning · Computer Science 2020-06-12 Xin Xin , Alexandros Karatzoglou , Ioannis Arapakis , Joemon M. Jose

Reinforcement learning (RL) has demonstrated its ability to solve high dimensional tasks by leveraging non-linear function approximators. However, these successes are mostly achieved by 'black-box' policies in simulated domains. When…

Machine Learning · Computer Science 2021-11-19 Riad Akrour , Davide Tateo , Jan Peters

Reinforcement learning algorithms are generally designed to maximize the expected return across a population. However, a policy that is optimal on average may be suboptimal for certain individuals, leading to potential safety concerns. To…

Machine Learning · Statistics 2026-05-26 Jingyi Li , Peng Wu , Chengchun Shi

We study interpersonal trust by means of the all-or-nothing public goods game between agents on a network. The agents are endowed with the simple yet adaptive learning rule, exponential moving average, by which they estimate the behavior of…

Computer Science and Game Theory · Computer Science 2024-12-31 Benedikt Valentin Meylahn

In this paper, we introduce a novel reinforcement learning framework for optimal trade execution in a limit order book. We formulate the trade execution problem as a dynamic allocation task whose objective is the optimal placement of market…

Trading and Market Microstructure · Quantitative Finance 2026-01-28 Patrick Cheridito , Moritz Weiss

Recommender systems are highly prevalent in the modern world due to their value to both users and platforms and services that employ them. Generally, they can improve the user experience and help to increase satisfaction, but they do not…

Machine Learning · Computer Science 2022-03-22 Matthew Sparr

The physical design of a robot and the policy that controls its motion are inherently coupled, and should be determined according to the task and environment. In an increasing number of applications, data-driven and learning-based…

Robotics · Computer Science 2018-09-18 Charles Schaff , David Yunis , Ayan Chakrabarti , Matthew R. Walter

This paper studies the problem of learning interactive recommender systems from logged feedbacks without any exploration in online environments. We address the problem by proposing a general offline reinforcement learning framework for…

Machine Learning · Computer Science 2023-10-03 Teng Xiao , Donglin Wang

Modern recommender systems lie at the heart of complex ecosystems that couple the behavior of users, content providers, advertisers, and other actors. Despite this, the focus of the majority of recommender research -- and most practical…

Artificial Intelligence · Computer Science 2023-09-25 Craig Boutilier , Martin Mladenov , Guy Tennenholtz

Reinforcement learning is a framework for learning to act sequentially in an unknown environment. We propose a natural approach for modeling policy structure in policy gradients. The key idea is to optimize for a subset of future rewards:…

Machine Learning · Computer Science 2026-03-09 Puneet Mathur , Branislav Kveton , Subhojyoti Mukherjee , Viet Dac Lai

Growing concerns regarding the operational usage of AI models in the real-world has caused a surge of interest in explaining AI models' decisions to humans. Reinforcement Learning is not an exception in this regard. In this work, we propose…

Machine Learning · Computer Science 2023-10-06 Omid Davoodi , Majid Komeili

Reinforcement Learning (RL) has demonstrated a huge potential in learning optimal policies without any prior knowledge of the process to be controlled. Model Predictive Control (MPC) is a popular control technique which is able to deal with…

Systems and Control · Computer Science 2019-04-10 Mario Zanon , Sébastien Gros , Alberto Bemporad

This paper develops the first policy gradient method with global optimality guarantee and complexity analysis for robust reinforcement learning under model mismatch. Robust reinforcement learning is to learn a policy robust to model…

Machine Learning · Computer Science 2022-05-17 Yue Wang , Shaofeng Zou

Offline reinforcement learning enables learning from a fixed dataset, without further interactions with the environment. The lack of environmental interactions makes the policy training vulnerable to state-action pairs far from the training…

Machine Learning · Statistics 2022-10-11 Shentao Yang , Zhendong Wang , Huangjie Zheng , Yihao Feng , Mingyuan Zhou

Algorithmic trading, due to its inherent nature, is a difficult problem to tackle; there are too many variables involved in the real world which make it almost impossible to have reliable algorithms for automated stock trading. The lack of…

Artificial Intelligence · Computer Science 2020-01-28 Abhishek Nan , Anandh Perumal , Osmar R. Zaiane

We consider a multicast scheme recently proposed for a wireless downlink in [1]. It was shown earlier that power control can significantly improve its performance. However for this system, obtaining optimal power control is intractable…

Networking and Internet Architecture · Computer Science 2019-10-25 Ramkumar Raghu , Pratheek Upadhyaya , Mahadesh Panju , Vaneet Aggarwal , Vinod Sharma

Monotonic policy improvement and off-policy learning are two main desirable properties for reinforcement learning algorithms. In this paper, by lower bounding the performance difference of two policies, we show that the monotonic policy…

Artificial Intelligence · Computer Science 2017-11-02 Ryo Iwaki , Minoru Asada

Trading markets represent a real-world financial application to deploy reinforcement learning agents, however, they carry hard fundamental challenges such as high variance and costly exploration. Moreover, markets are inherently a…

Machine Learning · Computer Science 2021-07-20 Yue Gao , Kry Yik Chau Lui , Pablo Hernandez-Leal

We study the incentives of banks in a financial network, where the network consists of debt contracts and credit default swaps (CDSs) between banks. One of the most important questions in such a system is the problem of deciding which of…

Risk Management · Quantitative Finance 2020-02-19 Pál András Papp , Roger Wattenhofer