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Multi-robot navigation is a challenging task in which multiple robots must be coordinated simultaneously within dynamic environments. We apply deep reinforcement learning (DRL) to learn a decentralized end-to-end policy which maps raw…

Robotics · Computer Science 2022-09-08 Christian Jestel , Hartmut Surmann , Jonas Stenzel , Oliver Urbann , Marius Brehler

As safety violations can lead to severe consequences in real-world robotic applications, the increasing deployment of Reinforcement Learning (RL) in robotic domains has propelled the study of safe exploration for reinforcement learning…

Artificial Intelligence · Computer Science 2022-09-21 Hanping Zhang , Yuhong Guo

This paper proposes a safe reinforcement learning algorithm for generation bidding decisions and unit maintenance scheduling in a competitive electricity market environment. In this problem, each unit aims to find a bidding strategy that…

Systems and Control · Electrical Eng. & Systems 2021-12-21 Pegah Rokhforoz , Olga Fink

Deep reinforcement learning (DRL) is an emerging methodology that is transforming the way many complicated transportation decision-making problems are tackled. Researchers have been increasingly turning to this powerful learning-based…

Machine Learning · Computer Science 2020-10-14 Nahid Parvez Farazi , Tanvir Ahamed , Limon Barua , Bo Zou

Robust model fitting is a core algorithm in a large number of computer vision applications. Solving this problem efficiently for datasets highly contaminated with outliers is, however, still challenging due to the underlying computational…

Computer Vision and Pattern Recognition · Computer Science 2021-03-08 Giang Truong , Huu Le , David Suter , Erchuan Zhang , Syed Zulqarnain Gilani

This work focuses on the dynamic hedging of financial derivatives, where a reinforcement learning algorithm is designed to minimize the variance of the delta hedging process. In contrast to previous research in this area, we apply…

Optimization and Control · Mathematics 2023-06-21 Cong Zheng , Jiafa He , Can Yang

On-chain data (metrics) of blockchain networks, akin to company fundamentals, provide crucial and comprehensive insights into the networks. Despite their informative nature, on-chain data have not been utilized in reinforcement learning…

Portfolio Management · Quantitative Finance 2023-07-06 Zhenhan Huang , Fumihide Tanaka

Reinforcement learning (RL) enables agents to learn optimal behaviors through interaction with their environment and has been increasingly deployed in safety-critical applications, including autonomous driving. Despite its promise, RL is…

Learning a predictive model of the mean return, or value function, plays a critical role in many reinforcement learning algorithms. Distributional reinforcement learning (DRL) has been shown to improve performance by modeling the value…

Machine Learning · Computer Science 2025-07-08 Ju-Seung Byun , Andrew Perrault

This paper shows how reinforcement learning can be used to derive optimal hedging strategies for derivatives when there are transaction costs. The paper illustrates the approach by showing the difference between using delta hedging and…

Computational Finance · Quantitative Finance 2021-03-31 Jay Cao , Jacky Chen , John Hull , Zissis Poulos

In this work, we present some applications of random matrix theory for the training of deep neural networks. Recently, random matrix theory (RMT) has been applied to the overfitting problem in deep learning. Specifically, it has been shown…

Machine Learning · Computer Science 2023-03-17 Yitzchak Shmalo , Jonathan Jenkins , Oleksii Krupchytskyi

Reinforcement learning (RL) algorithms have been around for decades and employed to solve various sequential decision-making problems. These algorithms however have faced great challenges when dealing with high-dimensional environments. The…

Machine Learning · Computer Science 2020-04-01 Thanh Thi Nguyen , Ngoc Duy Nguyen , Saeid Nahavandi

Deep reinforcement learning (RL) has emerged as a promising approach for autonomously acquiring complex behaviors from low level sensor observations. Although a large portion of deep RL research has focused on applications in video games…

Robotics · Computer Science 2021-02-08 Julian Ibarz , Jie Tan , Chelsea Finn , Mrinal Kalakrishnan , Peter Pastor , Sergey Levine

General game testing relies on the use of human play testers, play test scripting, and prior knowledge of areas of interest to produce relevant test data. Using deep reinforcement learning (DRL), we introduce a self-learning mechanism to…

Machine Learning · Computer Science 2021-03-31 Joakim Bergdahl , Camilo Gordillo , Konrad Tollmar , Linus Gisslén

Offline reinforcement learning (RL) looks at learning how to optimally solve tasks using a fixed dataset of interactions from the environment. Many off-policy algorithms developed for online learning struggle in the offline setting as they…

Machine Learning · Computer Science 2025-03-18 Natinael Solomon Neggatu , Jeremie Houssineau , Giovanni Montana

Applications of Reinforcement Learning in the Finance Technology (Fintech) have acquired a lot of admiration lately. Undoubtedly Reinforcement Learning, through its vast competence and proficiency, has aided remarkable results in the field…

Computational Finance · Quantitative Finance 2023-05-15 Nadeem Malibari , Iyad Katib , Rashid Mehmood

Recent studies show that Deep Reinforcement Learning (DRL) models are vulnerable to adversarial attacks, which attack DRL models by adding small perturbations to the observations. However, some attacks assume full availability of the victim…

Machine Learning · Computer Science 2022-02-18 Xinlei Pan , Chaowei Xiao , Warren He , Shuang Yang , Jian Peng , Mingjie Sun , Jinfeng Yi , Zijiang Yang , Mingyan Liu , Bo Li , Dawn Song

Offline reinforcement learning algorithms still lack trust in practice due to the risk that the learned policy performs worse than the original policy that generated the dataset or behaves in an unexpected way that is unfamiliar to the…

Machine Learning · Computer Science 2023-01-26 Phillip Swazinna , Steffen Udluft , Thomas Runkler

Deep reinforcement learning (DRL) has emerged as a promising approach for developing more intelligent autonomous vehicles (AVs). A typical DRL application on AVs is to train a neural network-based driving policy. However, the black-box…

Artificial Intelligence · Computer Science 2023-05-15 Weitao Zhou , Zhong Cao , Nanshan Deng , Kun Jiang , Diange Yang

Path planning is an important problem with the the applications in many aspects, such as video games, robotics etc. This paper proposes a novel method to address the problem of Deep Reinforcement Learning (DRL) based path planning for a…

Robotics · Computer Science 2024-04-11 Hao Liu , Yi Shen , Shuangjiang Yu , Zijun Gao , Tong Wu
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