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It is desirable for an agent to be able to solve a rich variety of problems that can be specified through language in the same environment. A popular approach towards obtaining such agents is to reuse skills learned in prior tasks to…

Machine Learning · Computer Science 2024-03-19 Geraud Nangue Tasse , Devon Jarvis , Steven James , Benjamin Rosman

Reinforcement learning (RL) is an innovative approach to financial decision making, offering specialized solutions to complex investment problems where traditional methods fail. This review analyzes 167 articles from 2017--2025, focusing on…

Computational Finance · Quantitative Finance 2025-12-12 Mohammad Rezoanul Hoque , Md Meftahul Ferdaus , M. Kabir Hassan

Reinforcement learning (RL) relies heavily on exploration to learn from its environment and maximize observed rewards. Therefore, it is essential to design a reward function that guarantees optimal learning from the received experience.…

Artificial Intelligence · Computer Science 2022-06-20 Ingy ElSayed-Aly , Lu Feng

We propose a framework for ensuring safe behavior of a reinforcement learning agent when the reward function may be difficult to specify. In order to do this, we rely on the existence of demonstrations from expert policies, and we provide a…

Machine Learning · Computer Science 2018-11-22 Jessie Huang , Fa Wu , Doina Precup , Yang Cai

Numerous offline and model-based reinforcement learning systems incorporate world models to emulate the inherent environments. A world model is particularly important in scenarios where direct interactions with the real environment is…

Machine Learning · Computer Science 2026-01-19 Rajat Ghosh , Debojyoti Dutta

The robustness of any machine learning solution is fundamentally bound by the data it was trained on. One way to generalize beyond the original training is through human-informed augmentation of the original dataset; however, it is…

Machine Learning · Computer Science 2022-09-08 Nicholas A. Ketz , Praveen K. Pilly

Safe reinforcement learning (RL) seeks to mitigate unsafe behaviors that arise from exploration during training by reducing constraint violations while maintaining task performance. Existing approaches typically rely on a single policy to…

Robotics · Computer Science 2026-05-12 Murad Dawood , Usama Ahmed Siddiquie , Shahram Khorshidi , Maren Bennewitz

Market making (MM) is an important research topic in quantitative finance, the agent needs to continuously optimize ask and bid quotes to provide liquidity and make profits. The limit order book (LOB) contains information on all active…

Computational Finance · Quantitative Finance 2023-05-26 Hong Guo , Jianwu Lin , Fanlin Huang

Existing studies on constrained reinforcement learning (RL) may obtain a well-performing policy in the training environment. However, when deployed in a real environment, it may easily violate constraints that were originally satisfied…

Machine Learning · Computer Science 2024-05-06 Zhongchang Sun , Sihong He , Fei Miao , Shaofeng Zou

Reinforcement Learning is a highly active research field with promising advancements. In the field of autonomous driving, however, often very simple scenarios are being examined. Common approaches use non-interpretable control commands as…

Machine Learning · Computer Science 2025-05-06 Daniel Bogdoll , Jing Qin , Moritz Nekolla , Ahmed Abouelazm , Tim Joseph , J. Marius Zöllner

Reinforcement learning studies how an agent should interact with an environment to maximize its cumulative reward. A standard way to study this question abstractly is to ask how many samples an agent needs from the environment to learn an…

Quantum Physics · Physics 2021-12-21 Daochen Wang , Aarthi Sundaram , Robin Kothari , Ashish Kapoor , Martin Roetteler

Much research has been done to analyze the stock market. After all, if one can determine a pattern in the chaotic frenzy of transactions, then they could make a hefty profit from capitalizing on these insights. As such, the goal of our…

Machine Learning · Computer Science 2025-05-27 Ziyi Zhou , Nicholas Stern , Julien Laasri

Multi-task learning is a very challenging problem in reinforcement learning. While training multiple tasks jointly allow the policies to share parameters across different tasks, the optimization problem becomes non-trivial: It remains…

Machine Learning · Computer Science 2020-12-08 Ruihan Yang , Huazhe Xu , Yi Wu , Xiaolong Wang

The aim of Reinforcement Learning (RL) in real-world applications is to create systems capable of making autonomous decisions by learning from their environment through trial and error. This paper emphasizes the importance of reward…

Machine Learning · Computer Science 2024-12-31 Sinan Ibrahim , Mostafa Mostafa , Ali Jnadi , Hadi Salloum , Pavel Osinenko

Real-world reinforcement learning (RL) environments, whether in robotics or industrial settings, often involve non-visual observations and require not only efficient but also reliable and thus interpretable and flexible RL approaches. To…

Machine Learning · Computer Science 2024-02-19 Moritz Lange , Noah Krystiniak , Raphael C. Engelhardt , Wolfgang Konen , Laurenz Wiskott

We study the problem of learning a linear model to set the reserve price in an auction, given contextual information, in order to maximize expected revenue from the seller side. First, we show that it is not possible to solve this problem…

Optimization and Control · Mathematics 2020-11-17 Joey Huchette , Haihao Lu , Hossein Esfandiari , Vahab Mirrokni

Formation strategy is one of the most important parts of many multi-agent systems with many applications in real world problems. In this paper, a framework for learning this task in a limited domain (restricted environment) is proposed. In…

We introduce a framework for cooperative manipulation, applied on an underactuated manipulation problem. Two stationary robotic manipulators are required to cooperate in order to reposition an object within their shared work space. Control…

Robotics · Computer Science 2023-02-23 Sander De Witte , Tom Lefebvre , Thijs Van Hauwermeiren , Guillaume Crevecoeur

Investors and regulators can greatly benefit from a realistic market simulator that enables them to anticipate the consequences of their decisions in real markets. However, traditional rule-based market simulators often fall short in…

Trading and Market Microstructure · Quantitative Finance 2024-04-01 Zhiyuan Yao , Zheng Li , Matthew Thomas , Ionut Florescu

We consider a problem of learning the reward and policy from expert examples under unknown dynamics. Our proposed method builds on the framework of generative adversarial networks and introduces the empowerment-regularized maximum-entropy…

Machine Learning · Computer Science 2019-02-26 Ahmed H. Qureshi , Byron Boots , Michael C. Yip