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This paper proposes a novel approach for Asset-Liability Management (ALM) by employing continuous-time Reinforcement Learning (RL) with a linear-quadratic (LQ) formulation that incorporates both interim and terminal objectives. We develop a…

Machine Learning · Computer Science 2025-09-30 Yilie Huang

The Soft Actor-Critic (SAC) algorithm, a state-of-the-art method in maximum entropy reinforcement learning, traditionally relies on minimizing reverse Kullback-Leibler (KL) divergence for policy updates. However, this approach leads to an…

Machine Learning · Computer Science 2025-06-03 Yixian Zhang , Huaze Tang , Changxu Wei , Wenbo Ding

Reusing previously trained models is critical in deep reinforcement learning to speed up training of new agents. However, it is unclear how to acquire new skills when objectives and constraints are in conflict with previously learned…

Machine Learning · Computer Science 2022-02-09 Jaime S. Ide , Daria Mićović , Michael J. Guarino , Kevin Alcedo , David Rosenbluth , Adrian P. Pope

In this paper, we propose to use deep policy networks which are trained with an advantage actor-critic method for statistically optimised dialogue systems. First, we show that, on summary state and action spaces, deep Reinforcement Learning…

Computation and Language · Computer Science 2016-09-13 Mehdi Fatemi , Layla El Asri , Hannes Schulz , Jing He , Kaheer Suleman

Policy gradient methods have become popular in multi-agent reinforcement learning, but they suffer from high variance due to the presence of environmental stochasticity and exploring agents (i.e., non-stationarity), which is potentially…

Machine Learning · Computer Science 2021-12-21 Yuchen Xiao , Xueguang Lyu , Christopher Amato

Recent advances in deep reinforcement learning have achieved impressive results in a wide range of complex tasks, but poor sample efficiency remains a major obstacle to real-world deployment. Soft actor-critic (SAC) mitigates this problem…

Machine Learning · Computer Science 2024-09-10 Luca Della Libera

In graph-structured multi-agent reinforcement learning (MARL) adversarial tasks such as pursuit and confrontation, agents must coordinate under highly dynamic interactions, where sparse rewards hinder efficient policy learning. We propose…

Machine Learning · Computer Science 2025-11-12 Ruochuan Shi , Runyu Lu , Yuanheng Zhu , Dongbin Zhao

The past years have seen Large Language Models (LLMs) strive not only as generative models but also as agents solving textual sequential decision-making tasks. When facing complex environments where their zero-shot abilities are…

Machine Learning · Computer Science 2026-01-30 Loris Gaven , Clement Romac , Thomas Carta , Sylvain Lamprier , Olivier Sigaud , Pierre-Yves Oudeyer

The average-reward formulation of reinforcement learning (RL) has drawn increased interest in recent years for its ability to solve temporally-extended problems without relying on discounting. Meanwhile, in the discounted setting,…

Machine Learning · Computer Science 2025-08-06 Jacob Adamczyk , Volodymyr Makarenko , Stas Tiomkin , Rahul V. Kulkarni

We present a novel reinforcement learning (RL) environment designed to both optimize industrial sorting systems and study agent behavior in evolving spaces. In simulating material flow within a sorting process our environment follows the…

Machine Learning · Computer Science 2025-03-14 Tom Maus , Nico Zengeler , Tobias Glasmachers

\Ac{MPC} and \ac{RL} are two powerful control strategies with, arguably, complementary advantages. In this work, we show how actor-critic \ac{RL} techniques can be leveraged to improve the performance of \ac{MPC}. The \ac{RL} critic is used…

Systems and Control · Electrical Eng. & Systems 2024-06-07 Rudolf Reiter , Andrea Ghezzi , Katrin Baumgärtner , Jasper Hoffmann , Robert D. McAllister , Moritz Diehl

In this paper we explore how actor-critic methods in deep reinforcement learning, in particular Asynchronous Advantage Actor-Critic (A3C), can be extended with agent modeling. Inspired by recent works on representation learning and…

Multiagent Systems · Computer Science 2019-07-24 Pablo Hernandez-Leal , Bilal Kartal , Matthew E. Taylor

Adaptive traffic signal control (ATSC) in urban traffic networks poses a challenging task due to the complicated dynamics arising in traffic systems. In recent years, several approaches based on multi-agent deep reinforcement learning…

Multiagent Systems · Computer Science 2021-07-07 Paolo Fazzini , Marco Torre , Valeria Rizza , Francesco Petracchini

Reinforcement learning (RL) is a framework to optimize a control policy using rewards that are revealed by the system as a response to a control action. In its standard form, RL involves a single agent that uses its policy to accomplish a…

Systems and Control · Electrical Eng. & Systems 2021-11-24 Juan Cervino , Juan Andres Bazerque , Miguel Calvo-Fullana , Alejandro Ribeiro

Reinforcement learning (RL) has recently achieved tremendous successes in many artificial intelligence applications. Many of the forefront applications of RL involve multiple agents, e.g., playing chess and Go games, autonomous driving, and…

Computer Science and Game Theory · Computer Science 2021-11-24 Asuman Ozdaglar , Muhammed O. Sayin , Kaiqing Zhang

Soft Actor-Critic (SAC) is widely used in practical applications and is now one of the most relevant off-policy online model-free reinforcement learning (RL) methods. The technique of n-step returns is known to increase the convergence…

Machine Learning · Computer Science 2025-12-16 Jakub Łyskawa , Jakub Lewandowski , Paweł Wawrzyński

Deep reinforcement learning can generate complex control policies, but requires large amounts of training data to work effectively. Recent work has attempted to address this issue by leveraging differentiable simulators. However, inherent…

Machine Learning · Computer Science 2022-04-15 Jie Xu , Viktor Makoviychuk , Yashraj Narang , Fabio Ramos , Wojciech Matusik , Animesh Garg , Miles Macklin

Discrete reinforcement learning (RL) algorithms have demonstrated exceptional performance in solving sequential decision tasks with discrete action spaces, such as Atari games. However, their effectiveness is hindered when applied to…

Machine Learning · Computer Science 2023-08-22 Yechen Zhang , Jian Sun , Gang Wang , Zhuo Li , Wei Chen

Reinforcement learning (RL) faces substantial challenges when applied to real-life problems, primarily stemming from the scarcity of available data due to limited interactions with the environment. This limitation is exacerbated by the fact…

Neural and Evolutionary Computing · Computer Science 2024-04-10 Cristiano Capone , Paolo Muratore

We propose a fully distributed actor-critic architecture, named Diff-DAC, with application to multitask reinforcement learning (MRL). During the learning process, agents communicate their value and policy parameters to their neighbours,…

Machine Learning · Computer Science 2021-10-26 Sergio Valcarcel Macua , Ian Davies , Aleksi Tukiainen , Enrique Munoz de Cote
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