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We investigate the use of Reinforcement Learning for the optimal execution of meta-orders, where the objective is to execute incrementally large orders while minimizing implementation shortfall and market impact over an extended period of…

Trading and Market Microstructure · Quantitative Finance 2025-11-20 Tomas Espana , Yadh Hafsi , Fabrizio Lillo , Edoardo Vittori

The aim of multi-task reinforcement learning is two-fold: (1) efficiently learn by training against multiple tasks and (2) quickly adapt, using limited samples, to a variety of new tasks. In this work, the tasks correspond to reward…

Machine Learning · Computer Science 2019-11-05 Nicholas C. Landolfi , Garrett Thomas , Tengyu Ma

We propose a novel approach to address one aspect of the non-stationarity problem in multi-agent reinforcement learning (RL), where the other agents may alter their policies due to environment changes during execution. This violates the…

Machine Learning · Computer Science 2019-12-03 Yixiang Wang , Feng Wu

Reinforcement Learning (RL) can effectively learn complex policies. However, learning these policies often demands extensive trial-and-error interactions with the environment. In many real-world scenarios, this approach is not practical due…

Machine Learning · Computer Science 2024-02-19 Linh Le Pham Van , Hung The Tran , Sunil Gupta

In machine learning, meta-learning methods aim for fast adaptability to unknown tasks using prior knowledge. Model-based meta-reinforcement learning combines reinforcement learning via world models with Meta Reinforcement Learning (MRL) for…

Robotics · Computer Science 2022-10-10 Karam Daaboul , Joel Ikels , Marius Zöllner

Although reinforcement learning methods can achieve impressive results in simulation, the real world presents two major challenges: generating samples is exceedingly expensive, and unexpected perturbations or unseen situations cause…

Machine Learning · Computer Science 2019-03-01 Anusha Nagabandi , Ignasi Clavera , Simin Liu , Ronald S. Fearing , Pieter Abbeel , Sergey Levine , Chelsea Finn

During initial iterations of training in most Reinforcement Learning (RL) algorithms, agents perform a significant number of random exploratory steps. In the real world, this can limit the practicality of these algorithms as it can lead to…

Machine Learning · Computer Science 2022-10-17 Ashish Kumar Jayant , Shalabh Bhatnagar

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…

Machine Learning · Computer Science 2026-05-27 Tingting Ni , Maryam Kamgarpour

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…

Artificial Intelligence · Computer Science 2022-02-15 Zizhen Zhang , Zhiyuan Wu , Hang Zhang , Jiahai Wang

Reinforcement learning (RL) algorithms aim to learn optimal decisions in unknown environments through experience of taking actions and observing the rewards gained. In some cases, the environment is not influenced by the actions of the RL…

Model-based Reinforcement Learning (MBRL) holds promise for data-efficiency by planning with model-generated experience in addition to learning with experience from the environment. However, in complex or changing environments, models in…

Machine Learning · Computer Science 2022-05-24 Esra'a Saleh , John D. Martin , Anna Koop , Arash Pourzarabi , Michael Bowling

Reinforcement learning (RL) is an appealing paradigm for training intelligent agents, enabling policy acquisition from the agent's own autonomously acquired experience. However, the training process of RL is far from automatic, requiring…

Artificial Intelligence · Computer Science 2025-02-25 Zhao Yang , Thomas M. Moerland , Mike Preuss , Aske Plaat , Edward S. Hu

While deep reinforcement learning methods have shown impressive results in robot learning, their sample inefficiency makes the learning of complex, long-horizon behaviors with real robot systems infeasible. To mitigate this issue,…

Machine Learning · Computer Science 2022-04-26 Taewook Nam , Shao-Hua Sun , Karl Pertsch , Sung Ju Hwang , Joseph J Lim

In reinforcement learning (RL), agents continually interact with the environment and use the feedback to refine their behavior. To guide policy optimization, reward models are introduced as proxies of the desired objectives, such that when…

Machine Learning · Computer Science 2025-06-19 Rui Yu , Shenghua Wan , Yucen Wang , Chen-Xiao Gao , Le Gan , Zongzhang Zhang , De-Chuan Zhan

Deep reinforcement learning (RL) algorithms can learn complex policies to optimize agent operation over time. RL algorithms have shown promising results in solving complicated problems in recent years. However, their application on…

Machine Learning · Computer Science 2021-09-29 Hamed Khorasgani , Haiyan Wang , Chetan Gupta , Susumu Serita

In many real-world decision making problems, reaching an optimal decision requires taking into account a variable number of objects around the agent. Autonomous driving is a domain in which this is especially relevant, since the number of…

Machine Learning · Computer Science 2020-08-13 Maria Hügle , Gabriel Kalweit , Branka Mirchevska , Moritz Werling , Joschka Boedecker

Traditional linear control strategies have been extensively researched and utilized in many robotic and industrial applications and yet they do not respond to the total dynamics of the systems. To avoid tedious calculations for nonlinear…

Robotics · Computer Science 2022-03-16 Kanishk . , Rushil Kumar , Vikas Rastogi , Ajeet Kumar

Deep reinforcement learning has proven to be a great success in allowing agents to learn complex tasks. However, its application to actual robots can be prohibitively expensive. Furthermore, the unpredictability of human behavior in…

Robotics · Computer Science 2019-08-16 Mohammad Thabet , Massimiliano Patacchiola , Angelo Cangelosi

Learning models of artificial intelligence can nowadays perform very well on a large variety of tasks. However, in practice different task environments are best handled by different learning models, rather than a single, universal,…

Artificial Intelligence · Computer Science 2016-05-31 Adi Makmal , Alexey A. Melnikov , Vedran Dunjko , Hans J. Briegel

When learning to behave in a stochastic environment where safety is critical, such as driving a vehicle in traffic, it is natural for human drivers to plan fallback strategies as a backup to use if ever there is an unexpected change in the…

Machine Learning · Computer Science 2022-04-12 Ugo Lecerf , Christelle Yemdji-Tchassi , Sébastien Aubert , Pietro Michiardi