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Sequential decision making under uncertainty is central to many Process Systems Engineering (PSE) challenges, where traditional methods often face limitations related to controlling and optimizing complex and stochastic systems.…

Systems and Control · Electrical Eng. & Systems 2025-10-29 Maximilian Bloor , Max Mowbray , Ehecatl Antonio Del Rio Chanona , Calvin Tsay

While deep reinforcement learning has achieved tremendous successes in various applications, most existing works only focus on maximizing the expected value of total return and thus ignore its inherent stochasticity. Such stochasticity is…

Machine Learning · Computer Science 2023-09-19 Han Zhong , Xun Deng , Ethan X. Fang , Zhuoran Yang , Zhaoran Wang , Runze Li

Pretraining reinforcement learning methods with demonstrations has been an important concept in the study of reinforcement learning since a large amount of computing power is spent on online simulations with existing reinforcement learning…

Machine Learning · Computer Science 2019-05-10 Xiaoqin Zhang , Yunfei Li , Huimin Ma , Xiong Luo

Reinforcement learning in multi-agent scenarios is important for real-world applications but presents challenges beyond those seen in single-agent settings. We present an actor-critic algorithm that trains decentralized policies in…

Machine Learning · Computer Science 2019-05-29 Shariq Iqbal , Fei Sha

Recently, there are many trials to apply reinforcement learning in asset allocation for earning more stable profits. In this paper, we compare performance between several reinforcement learning algorithms - actor-only, actor-critic and PPO…

Computational Finance · Quantitative Finance 2023-01-16 Jiwon Kim , Moon-Ju Kang , KangHun Lee , HyungJun Moon , Bo-Kwan Jeon

We focus on a simulation-based optimization problem of choosing the best design from the feasible space. Although the simulation model can be queried with finite samples, its internal processing rule cannot be utilized in the optimization…

Machine Learning · Computer Science 2021-11-02 Kuo Li , Qing-Shan Jia , Jiaqi Yan

Policy gradient algorithms have proven to be successful in diverse decision making and control tasks. However, these methods suffer from high sample complexity and instability issues. In this paper, we address these challenges by providing…

Machine Learning · Computer Science 2021-03-17 Yannis Flet-Berliac , Reda Ouhamma , Odalric-Ambrym Maillard , Philippe Preux

To learn approximately optimal acting policies for decision problems, modern Actor Critic algorithms rely on deep Neural Networks (DNNs) to parameterize the acting policy and greedification operators to iteratively improve it. The reliance…

Experience replay \citep{lin1993reinforcement, mnih2015human} is a widely used technique to achieve efficient use of data and improved performance in RL algorithms. In experience replay, past transitions are stored in a memory buffer and…

Machine Learning · Computer Science 2021-12-09 Liran Szlak , Ohad Shamir

Deep learning regularization techniques, such as dropout, layer normalization, or weight decay, are widely adopted in the construction of modern artificial neural networks, often resulting in more robust training processes and improved…

Machine Learning · Computer Science 2024-11-22 Denis Tarasov , Anja Surina , Caglar Gulcehre

Recent research has shown that although Reinforcement Learning (RL) can benefit from expert demonstration, it usually takes considerable efforts to obtain enough demonstration. The efforts prevent training decent RL agents with expert…

Machine Learning · Computer Science 2021-07-09 Si-An Chen , Voot Tangkaratt , Hsuan-Tien Lin , Masashi Sugiyama

The capability of continuously learning new skills via a sequence of pre-collected offline datasets is desired for an agent. However, consecutively learning a sequence of offline tasks likely leads to the catastrophic forgetting issue under…

Machine Learning · Computer Science 2024-04-23 Sibo Gai , Donglin Wang , Li He

Image-based reinforcement learning (RL) faces significant challenges in generalization when the visual environment undergoes substantial changes between training and deployment. Under such circumstances, learned policies may not perform…

Robotics · Computer Science 2024-07-25 Weiyao Wang , Xinyuan Fang , Gregory D. Hager

Actor-Critic based approaches were among the first to address reinforcement learning in a general setting. Recently, these algorithms have gained renewed interest due to their generality, good convergence properties, and possible biological…

Machine Learning · Computer Science 2009-09-17 D. Di Castro , R. Meir

In this paper we propose a hybrid architecture of actor-critic algorithms for reinforcement learning in parameterized action space, which consists of multiple parallel sub-actor networks to decompose the structured action space into simpler…

Machine Learning · Computer Science 2019-05-31 Zhou Fan , Rui Su , Weinan Zhang , Yong Yu

Recently, safe reinforcement learning (RL) with the actor-critic structure for continuous control tasks has received increasing attention. It is still challenging to learn a near-optimal control policy with safety and convergence…

Machine Learning · Computer Science 2024-02-06 Xinglong Zhang , Yaoqian Peng , Biao Luo , Wei Pan , Xin Xu , Haibin Xie

This work introduces Transformer-based Off-Policy Episodic Reinforcement Learning (TOP-ERL), a novel algorithm that enables off-policy updates in the ERL framework. In ERL, policies predict entire action trajectories over multiple time…

Machine Learning · Computer Science 2025-03-18 Ge Li , Dong Tian , Hongyi Zhou , Xinkai Jiang , Rudolf Lioutikov , Gerhard Neumann

Reinforcement Learning (RL) heavily relies on the careful design of the reward function. However, accurately assigning rewards to each state-action pair in Long-Term Reinforcement Learning (LTRL) tasks remains a significant challenge. As a…

Machine Learning · Computer Science 2025-06-03 Qi Ju , Falin Hei , Zhemei Fang , Yunfeng Luo

Lack of performance when it comes to continual learning over non-stationary distributions of data remains a major challenge in scaling neural network learning to more human realistic settings. In this work we propose a new conceptualization…

Machine Learning · Computer Science 2019-05-06 Matthew Riemer , Ignacio Cases , Robert Ajemian , Miao Liu , Irina Rish , Yuhai Tu , Gerald Tesauro

Reinforcement learning (RL), a common tool in decision making, learns control policies from various experiences based on the associated cumulative return/rewards without treating them differently. Humans, on the contrary, often learn to…

Machine Learning · Computer Science 2025-11-25 Mingkang Wu , Devin White , Vernon Lawhern , Nicholas R. Waytowich , Yongcan Cao
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