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A very timely issue for economic agent-based models (ABMs) is their empirical estimation. This paper describes a line of research that could resolve the issue by using machine learning techniques, using multi-layer artificial neural…

Economics · Quantitative Finance 2017-06-21 Sander van der Hoog

Advancements in reinforcement learning (RL) have been remarkable in recent years. However, the limitations of traditional training methods have become increasingly evident, particularly in meta-RL settings where agents face new, unseen…

Machine Learning · Computer Science 2023-02-07 Ramnath Kumar , Tristan Deleu , Yoshua Bengio

The emerging field of Reinforcement Learning (RL) has led to impressive results in varied domains like strategy games, robotics, etc. This handout aims to give a simple introduction to RL from control perspective and discuss three possible…

Machine Learning · Computer Science 2021-03-09 Farnaz Adib Yaghmaie , Lennart Ljung

Many healthcare decisions involve navigating through a multitude of treatment options in a sequential and iterative manner to find an optimal treatment pathway with the goal of an optimal patient outcome. Such optimization problems may be…

Machine Learning · Computer Science 2021-03-10 Elsa Riachi , Muhammad Mamdani , Michael Fralick , Frank Rudzicz

Execution algorithms are vital to modern trading, they enable market participants to execute large orders while minimising market impact and transaction costs. As these algorithms grow more sophisticated, optimising them becomes…

Computational Finance · Quantitative Finance 2025-10-28 Ollie Olby , Andreea Bacalum , Rory Baggott , Namid Stillman

An agent that efficiently accumulates knowledge to develop increasingly sophisticated skills over a long lifetime could advance the frontier of artificial intelligence capabilities. The design of such agents, which remains a long-standing…

Machine Learning · Computer Science 2025-06-27 Saurabh Kumar , Henrik Marklund , Ashish Rao , Yifan Zhu , Hong Jun Jeon , Yueyang Liu , Benjamin Van Roy

Using Reinforcement Learning (RL) in simulation to construct policies useful in real life is challenging. This is often attributed to the sequential decision making aspect: inaccuracies in simulation accumulate over multiple steps, hence…

Machine Learning · Computer Science 2017-06-09 Rika Antonova , Silvia Cruciani

Modern reinforcement learning (RL) systems capture deep truths about general, human problem-solving. In domains where new data can be simulated cheaply, these systems uncover sequential decision-making policies that far exceed the ability…

Machine Learning · Computer Science 2025-10-07 Scott Jeen

Inverse reinforcement learning has proved its ability to explain state-action trajectories of expert agents by recovering their underlying reward functions in increasingly challenging environments. Recent advances in adversarial learning…

Machine Learning · Computer Science 2019-12-10 Jacobo Roa-Vicens , Yuanbo Wang , Virgile Mison , Yarin Gal , Ricardo Silva

Reinforcement learning (RL) is a flexible and efficient method for programming micro-robots in complex environments. Here we investigate whether reinforcement learning can provide insights into biological systems when trained to perform…

Biological Physics · Physics 2024-04-03 Samuel Tovey , Christoph Lohrmann , Christian Holm

The challenge of developing powerful and general Reinforcement Learning (RL) agents has received increasing attention in recent years. Much of this effort has focused on the single-agent setting, in which an agent maximizes a predefined…

Machine Learning · Computer Science 2020-10-21 Jiachen Yang , Ang Li , Mehrdad Farajtabar , Peter Sunehag , Edward Hughes , Hongyuan Zha

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

Reinforcement learning algorithms can train agents that solve problems in complex, interesting environments. Normally, the complexity of the trained agent is closely related to the complexity of the environment. This suggests that a highly…

Artificial Intelligence · Computer Science 2018-03-16 Trapit Bansal , Jakub Pachocki , Szymon Sidor , Ilya Sutskever , Igor Mordatch

As a subfield of machine learning, reinforcement learning (RL) aims at empowering one's capabilities in behavioural decision making by using interaction experience with the world and an evaluative feedback. Unlike traditional supervised…

Machine Learning · Computer Science 2020-04-27 Chao Yu , Jiming Liu , Shamim Nemati

We present a representation-driven framework for reinforcement learning. By representing policies as estimates of their expected values, we leverage techniques from contextual bandits to guide exploration and exploitation. Particularly,…

Machine Learning · Computer Science 2026-01-23 Ofir Nabati , Guy Tennenholtz , Shie Mannor

This paper explores the application of a reinforcement learning (RL) framework using the Q-Learning algorithm to enhance dynamic pricing strategies in the retail sector. Unlike traditional pricing methods, which often rely on static demand…

Machine Learning · Computer Science 2024-11-28 Mohit Apte , Ketan Kale , Pranav Datar , Pratiksha Deshmukh

Personalisation of products and services is fast becoming the driver of success in banking and commerce. Machine learning holds the promise of gaining a deeper understanding of and tailoring to customers' needs and preferences. Whereas…

Machine Learning · Computer Science 2022-06-30 Charl Maree , Christian Omlin

Agent-based models (ABMs) have shown promise for modelling various real world phenomena incompatible with traditional equilibrium analysis. However, a critical concern is the manual definition of behavioural rules in ABMs. Recent…

Multiagent Systems · Computer Science 2024-02-02 Benjamin Patrick Evans , Sumitra Ganesh

This paper presents a comprehensive survey of Federated Reinforcement Learning (FRL), an emerging and promising field in Reinforcement Learning (RL). Starting with a tutorial of Federated Learning (FL) and RL, we then focus on the…

Machine Learning · Computer Science 2023-05-12 Jiaju Qi , Qihao Zhou , Lei Lei , Kan Zheng

Advances in reinforcement learning research have demonstrated the ways in which different agent-based models can learn how to optimally perform a task within a given environment. Reinforcement leaning solves unsupervised problems where…

Machine Learning · Computer Science 2022-11-03 Herkulaas Combrink , Vukosi Marivate , Benjamin Rosman