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Conventional off-policy reinforcement learning (RL) focuses on maximizing the expected return of scalar rewards. Distributional RL (DRL), in contrast, studies the distribution of returns with the distributional Bellman operator in a…

Machine Learning · Statistics 2024-08-15 Dong Neuck Lee , Michael R. Kosorok

With the rapid development of artificial intelligence, data-driven methods effectively overcome limitations in traditional portfolio optimization. Conventional models primarily employ long-only mechanisms, excluding highly correlated assets…

Computational Finance · Quantitative Finance 2025-03-18 Gang Huang , Xiaohua Zhou , Qingyang Song

One of the main goals of reinforcement learning (RL) is to provide a~way for physical machines to learn optimal behavior instead of being programmed. However, effective control of the machines usually requires fine time discretization. The…

Machine Learning · Computer Science 2022-07-12 Jakub Łyskawa , Paweł Wawrzyński

Federated learning (FL) faces critical challenges, particularly in heterogeneous environments where non-independent and identically distributed data across clients can lead to unfair and inefficient model performance. In this work, we…

Machine Learning · Computer Science 2025-05-22 Mounssif Krouka , Chaouki Ben Issaid , Mehdi Bennis

Optimized control of quantum networks is essential for enabling distributed quantum applications with strict performance requirements. In near-term architectures with constrained hardware, effective control may determine the feasibility of…

Deep Reinforcement Learning (DRL) aims to create intelligent agents that can learn to solve complex problems efficiently in a real-world environment. Typically, two learning goals: adaptation and generalization are used for baselining DRL…

Machine Learning · Computer Science 2022-02-18 Pamul Yadav , Ashutosh Mishra , Junyong Lee , Shiho Kim

Deep reinforcement learning (DRL) agents are trained through trial-and-error interactions with the environment. This leads to a long training time for dense neural networks to achieve good performance. Hence, prohibitive computation and…

Machine Learning · Computer Science 2022-05-09 Ghada Sokar , Elena Mocanu , Decebal Constantin Mocanu , Mykola Pechenizkiy , Peter Stone

Distributional reinforcement learning algorithms have attempted to utilize estimated uncertainty for exploration, such as optimism in the face of uncertainty. However, using the estimated variance for optimistic exploration may cause biased…

Machine Learning · Computer Science 2023-12-06 Taehyun Cho , Seungyub Han , Heesoo Lee , Kyungjae Lee , Jungwoo Lee

While deep reinforcement learning (RL) has fueled multiple high-profile successes in machine learning, it is held back from more widespread adoption by its often poor data efficiency and the limited generality of the policies it produces. A…

Machine Learning · Computer Science 2025-05-30 Jacob Beck , Risto Vuorio , Evan Zheran Liu , Zheng Xiong , Luisa Zintgraf , Chelsea Finn , Shimon Whiteson

Inspired by the success of performing multiple local optimization steps between communication rounds in federated learning, incorporating such local updates into distributed optimization has recently attracted growing interest. However,…

Systems and Control · Electrical Eng. & Systems 2026-04-22 Zuang Wang , Yongqiang Wang

Offline reinforcement learning (RL) holds promise as a means to learn high-reward policies from a static dataset, without the need for further environment interactions. However, a key challenge in offline RL lies in effectively stitching…

Machine Learning · Computer Science 2023-09-14 Siddarth Venkatraman , Shivesh Khaitan , Ravi Tej Akella , John Dolan , Jeff Schneider , Glen Berseth

In this study, a real-time dispatching algorithm based on reinforcement learning is proposed and for the first time, is deployed in large scale. Current dispatching methods in ridehailing platforms are dominantly based on myopic or…

Machine Learning · Computer Science 2022-02-11 Soheil Sadeghi Eshkevari , Xiaocheng Tang , Zhiwei Qin , Jinhan Mei , Cheng Zhang , Qianying Meng , Jia Xu

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

Reinforcement learning (RL) has emerged as a promising strategy for improving the reasoning capabilities of language models (LMs) in domains such as mathematics and coding. However, most modern RL algorithms were designed to target robotics…

Artificial Intelligence · Computer Science 2025-05-26 Lianghuan Huang , Shuo Li , Sagnik Anupam , Insup Lee , Osbert Bastani

We consider a distributed system, consisting of a heterogeneous set of devices, ranging from low-end to high-end. These devices have different profiles, e.g., different energy budgets, or different hardware specifications, determining their…

Machine Learning · Computer Science 2020-06-11 Martin Rapp , Ramin Khalili , Jörg Henkel

In sequential decision-making problems, Return-Conditioned Supervised Learning (RCSL) has gained increasing recognition for its simplicity and stability in modern decision-making tasks. Unlike traditional offline reinforcement learning (RL)…

Machine Learning · Computer Science 2025-06-11 Zhishuai Liu , Yu Yang , Ruhan Wang , Pan Xu , Dongruo Zhou

Hybrid Reinforcement Learning (RL), where an agent learns from both an offline dataset and online explorations in an unknown environment, has garnered significant recent interest. A crucial question posed by Xie et al. (2022) is whether…

Machine Learning · Statistics 2024-08-09 Kevin Tan , Wei Fan , Yuting Wei

The optimal objective is a fundamental aspect of reinforcement learning (RL), as it determines how policies are evaluated and optimized. While total return maximization is the ideal objective in RL, discounted return maximization is the…

Machine Learning · Computer Science 2025-03-19 Shuyu Yin , Fei Wen , Peilin Liu , Tao Luo

Dynamic distribution network reconfiguration (DNR) algorithms perform hourly status changes of remotely controllable switches to improve distribution system performance. The problem is typically solved by physical model-based control…

Systems and Control · Electrical Eng. & Systems 2020-06-24 Yuanqi Gao , Wei Wang , Jie Shi , Nanpeng Yu

Reinforcement learning (RL) is a sub-domain of machine learning, mainly concerned with solving sequential decision-making problems by a learning agent that interacts with the decision environment to improve its behavior through the reward…

Machine Learning · Computer Science 2025-09-23 Hossein Hassani , Ehsan Hallaji , Roozbeh Razavi-Far , Mehrdad Saif , Liang Lin
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