Related papers: Model-Free Reinforcement Learning for Asset Alloca…

Reinforcement Learning (RL) remains a central optimisation framework in machine learning. Although RL agents can converge to optimal solutions, the definition of ``optimality'' depends on the environment's statistical properties. The…

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…

Reinforcement learning (RL) algorithms have been successfully applied to a range of challenging sequential decision making and control tasks. In this paper, we classify RL into direct and indirect RL according to how they seek the optimal…

Decision making in uncertain and risky environments is a prominent area of research. Standard economic theories fail to fully explain human behaviour, while a potentially promising alternative may lie in the direction of Reinforcement…

In this paper, we study the continuous-time multi-asset mean-variance (MV) portfolio selection using a reinforcement learning (RL) algorithm, specifically the soft actor-critic (SAC) algorithm, in the time-varying financial market. A family…

Reinforcement learning (RL) has been used in a range of simulated real-world tasks, e.g., sensor coordination, traffic light control, and on-demand mobility services. However, real world deployments are rare, as RL struggles with dynamic…

With the increasing power of computers and the rapid development of self-learning methodologies such as machine learning and artificial intelligence, the problem of constructing an automatic Financial Trading Systems (FTFs) becomes an…

Reinforcement learning substantially improves pretrained language models, but it remains understudied why critic-free methods such as PPO and GRPO work as well as they do, and when they should provide the largest gains. We develop a…

Advanced algorithms based on Deep Reinforcement Learning (DRL) have been able to become a reliable tool for the Forex market traders and provide a suitable strategy for maximizing profit and reducing trading risk. These tools try to find…

Reinforcement learning (RL) agents are commonly evaluated via their expected value over a distribution of test scenarios. Unfortunately, this evaluation approach provides limited evidence for post-deployment generalization beyond the test…

Reinforcement Learning (RL), a subfield of Artificial Intelligence (AI), focuses on training agents to make decisions by interacting with their environment to maximize cumulative rewards. This paper provides an overview of RL, covering its…

Model-free deep reinforcement learning (RL) has been successfully applied to challenging continuous control domains. However, poor sample efficiency prevents these methods from being widely used in real-world domains. This paper introduces…

Reinforcement Learning (RL) is a potent tool for sequential decision-making and has achieved performance surpassing human capabilities across many challenging real-world tasks. As the extension of RL in the multi-agent system domain,…

Solving long-horizon, temporally-extended tasks using Reinforcement Learning (RL) is challenging, compounded by the common practice of learning without prior knowledge (or tabula rasa learning). Humans can generate and execute plans with…

As intelligent trading agents based on reinforcement learning (RL) gain prevalence, it becomes more important to ensure that RL agents obey laws, regulations, and human behavioral expectations. There is substantial literature concerning the…

Financial portfolio management investment policies computed quantitatively by modern portfolio theory techniques like the Markowitz model rely on a set on assumptions that are not supported by data in high volatility markets. Hence,…

Multi-Agent Reinforcement Learning (MARL) has become a powerful framework for numerous real-world applications, modeling distributed decision-making and learning from interactions with complex environments. Resource Allocation Optimization…

Reinforcement learning (RL) and model predictive control (MPC) offer a wealth of distinct approaches for automatic decision-making under uncertainty. Given the impact both fields have had independently across numerous domains, there is…

In this paper, we present the use of Model Predictive Control (MPC) based on Reinforcement Learning (RL) to find the optimal policy for a multi-agent battery storage system. A time-varying prediction of the power price and production-demand…

In recent years, on-policy reinforcement learning (RL) has been successfully applied to many different continuous control tasks. While RL algorithms are often conceptually simple, their state-of-the-art implementations take numerous low-…