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We investigate the use of Reinforcement Learning for the optimal execution of meta-orders, where the objective is to execute incrementally large orders while minimizing implementation shortfall and market impact over an extended period of…

Trading and Market Microstructure · Quantitative Finance 2025-11-20 Tomas Espana , Yadh Hafsi , Fabrizio Lillo , Edoardo Vittori

Reinforcement Learning (RL) algorithms are known to scale poorly to environments with many available actions, requiring numerous samples to learn an optimal policy. The traditional approach of considering the same fixed action space in…

Machine Learning · Computer Science 2023-05-15 Leo Ardon , Alberto Pozanco , Daniel Borrajo , Sumitra Ganesh

This paper studies satisfaction of temporal properties on unknown stochastic processes that have continuous state spaces. We show how reinforcement learning (RL) can be applied for computing policies that are finite-memory and deterministic…

Systems and Control · Electrical Eng. & Systems 2020-09-29 Milad Kazemi , Sadegh Soudjani

Model-based reinforcement learning (RL) has proven to be a data efficient approach for learning control tasks but is difficult to utilize in domains with complex observations such as images. In this paper, we present a method for learning…

Machine Learning · Computer Science 2019-06-25 Marvin Zhang , Sharad Vikram , Laura Smith , Pieter Abbeel , Matthew J. Johnson , Sergey Levine

Real-world applications require RL algorithms to act safely. During learning process, it is likely that the agent executes sub-optimal actions that may lead to unsafe/poor states of the system. Exploration is particularly brittle in…

Machine Learning · Statistics 2019-06-17 Elena Smirnova , Elvis Dohmatob , Jérémie Mary

We develop an approach for solving time-consistent risk-sensitive stochastic optimization problems using model-free reinforcement learning (RL). Specifically, we assume agents assess the risk of a sequence of random variables using dynamic…

Machine Learning · Computer Science 2022-12-01 Anthony Coache , Sebastian Jaimungal

Meta-Reinforcement Learning addresses the critical limitations of conventional Reinforcement Learning in multi-task and non-stationary environments by enabling fast policy adaptation and improved generalization. We introduce a novel Meta-RL…

Machine Learning · Computer Science 2026-03-10 Théo Zangato , Aomar Osmani , Pegah Alizadeh

We consider model-based reinforcement learning (MBRL) in 2-agent, high-fidelity continuous control problems -- an important domain for robots interacting with other agents in the same workspace. For non-trivial dynamical systems, MBRL…

Machine Learning · Computer Science 2019-11-04 Orr Krupnik , Igor Mordatch , Aviv Tamar

Reinforcement learning (RL) is ubiquitous in the development of modern AI systems. However, state-of-the-art RL agents require extensive, and potentially unsafe, interactions with their environments to learn effectively. These limitations…

Machine Learning · Computer Science 2025-08-01 Yarden As , Bhavya Sukhija , Lenart Treven , Carmelo Sferrazza , Stelian Coros , Andreas Krause

We present a new model-based algorithm for reinforcement learning (RL) which consists of explicit exploration and exploitation phases, and is applicable in large or infinite state spaces. The algorithm maintains a set of dynamics models…

Machine Learning · Computer Science 2019-12-03 Mikael Henaff

We use model-free reinforcement learning, extensive simulation, and transfer learning to develop a continuous control algorithm that has good zero-shot performance in a real physical environment. We train a simulated agent to act optimally…

Artificial Intelligence · Computer Science 2018-03-09 M Ferguson , K. H. Law

Reinforcement learning (RL) agents typically optimize their policies by performing expensive backward passes to update their network parameters. However, some agents can solve new tasks without updating any parameters by simply conditioning…

Machine Learning · Computer Science 2025-02-13 Amir Moeini , Jiuqi Wang , Jacob Beck , Ethan Blaser , Shimon Whiteson , Rohan Chandra , Shangtong Zhang

Sampling-based motion planning is a well-established approach in autonomous driving, valued for its modularity and analytical tractability. In complex urban scenarios, however, uniform or heuristic sampling often produces many infeasible or…

Robotics · Computer Science 2026-03-24 Korbinian Moller , Roland Stroop , Mattia Piccinini , Alexander Langmann , Johannes Betz

Modern reinforcement learning (RL) systems capture deep truths about general, human problem-solving. In domains where new data can be simulated cheaply, these systems uncover sequential decision-making policies that far exceed the ability…

Machine Learning · Computer Science 2025-10-07 Scott Jeen

In recent years, by leveraging more data, computation, and diverse tasks, learned optimizers have achieved remarkable success in supervised learning, outperforming classical hand-designed optimizers. Reinforcement learning (RL) is…

Machine Learning · Computer Science 2024-06-05 Qingfeng Lan , A. Rupam Mahmood , Shuicheng Yan , Zhongwen Xu

Model-free Reinforcement Learning (RL) works well when experience can be collected cheaply and model-based RL is effective when system dynamics can be modeled accurately. However, both assumptions can be violated in real world problems such…

Machine Learning · Computer Science 2020-05-07 Mohak Bhardwaj , Ankur Handa , Dieter Fox , Byron Boots

Reinforcement learning (RL) studies how an agent comes to achieve reward in an environment through interactions over time. Recent advances in machine RL have surpassed human expertise at the world's oldest board games and many classic video…

Artificial Intelligence · Computer Science 2021-07-28 Pedro A. Tsividis , Joao Loula , Jake Burga , Nathan Foss , Andres Campero , Thomas Pouncy , Samuel J. Gershman , Joshua B. Tenenbaum

A burgeoning area within reinforcement learning (RL) is the design of sequential decision-making agents centered around large language models (LLMs). While autonomous decision-making agents powered by modern LLMs could facilitate numerous…

Machine Learning · Computer Science 2026-02-10 Dilip Arumugam , Thomas L. Griffiths

We present a simple, sample-efficient algorithm for introducing large but directed learning steps in reinforcement learning (RL), through the use of evolutionary operators. The methodology uses a population of RL agents training with a…

Neural and Evolutionary Computing · Computer Science 2023-05-15 Harshad Khadilkar

Although Reinforcement Learning (RL) algorithms have found tremendous success in simulated domains, they often cannot directly be applied to physical systems, especially in cases where there are hard constraints to satisfy (e.g. on safety…

Machine Learning · Computer Science 2020-08-28 Harsh Satija , Philip Amortila , Joelle Pineau