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We propose a reinforcement learning (RL) framework under a broad class of risk objectives, characterized by convex scoring functions. This class covers many common risk measures, such as variance, Expected Shortfall, entropic Value-at-Risk,…

Mathematical Finance · Quantitative Finance 2025-05-16 Shanyu Han , Yang Liu , Xiang Yu

Deep Reinforcement Learning (DRL) is applied to control a nonlinear, chaotic system governed by the one-dimensional Kuramoto-Sivashinsky (KS) equation. DRL uses reinforcement learning principles for the determination of optimal control…

Deep reinforcement learning can generate complex control policies, but requires large amounts of training data to work effectively. Recent work has attempted to address this issue by leveraging differentiable simulators. However, inherent…

Machine Learning · Computer Science 2022-04-15 Jie Xu , Viktor Makoviychuk , Yashraj Narang , Fabio Ramos , Wojciech Matusik , Animesh Garg , Miles Macklin

Deep reinforcement learning agents achieve state-of-the-art performance in a wide range of simulated control tasks. However, successful applications to real-world problems remain limited. One reason for this dichotomy is because the learnt…

Machine Learning · Computer Science 2024-11-27 Rory Young , Nicolas Pugeault

We propose a systematic method based on reinforcement learning (RL) techniques to find the optimal path that can minimize the total entropy production between two equilibrium states of open systems at the same temperature in a given fixed…

Quantum Physics · Physics 2022-06-07 Rongxing Xu

We propose a reinforcement learning (RL)-based system that would automatically prescribe a hypothetical patient medication that may help the patient with their mental health-related speech disfluency, and adjust the medication and the…

We propose a new class of deep reinforcement learning (RL) algorithms that model latent representations in hyperbolic space. Sequential decision-making requires reasoning about the possible future consequences of current behavior.…

Machine Learning · Computer Science 2022-10-05 Edoardo Cetin , Benjamin Chamberlain , Michael Bronstein , Jonathan J Hunt

In real scenarios, state observations that an agent observes may contain measurement errors or adversarial noises, misleading the agent to take suboptimal actions or even collapse while training. In this paper, we study the training…

Machine Learning · Computer Science 2023-06-23 Ke Sun , Yingnan Zhao , Shangling Jui , Linglong Kong

Reinforcement Learning (RL) has emerged as a powerful framework for sequential decision-making in dynamic environments, particularly when system parameters are unknown. This paper investigates RL-based control for entropy-regularized…

Systems and Control · Electrical Eng. & Systems 2025-12-02 Gabriel Diaz , Lucky Li , Wenhao Zhang

Deep reinforcement learning (RL) has achieved great empirical successes in various domains. However, the large search space of neural networks requires a large amount of data, which makes the current RL algorithms not sample efficient.…

Machine Learning · Computer Science 2020-08-18 Qianli Shen , Yan Li , Haoming Jiang , Zhaoran Wang , Tuo Zhao

Robust Reinforcement Learning (RRL) is a promising Reinforcement Learning (RL) paradigm aimed at training robust to uncertainty or disturbances models, making them more efficient for real-world applications. Following this paradigm,…

Machine Learning · Computer Science 2024-05-06 Anton Plaksin , Vitaly Kalev

In reinforcement learning (RL), temporal difference (TD) errors are widely adopted for optimizing value and policy functions. However, since the TD error is defined by a bootstrap method, its computation tends to be noisy and destabilize…

Machine Learning · Computer Science 2026-04-03 Taisuke Kobayashi

We propose a framework that can incrementally expand the explanatory temporal logic rule set to explain the occurrence of temporal events. Leveraging the temporal point process modeling and learning framework, the rule content and weights…

Machine Learning · Computer Science 2023-08-14 Chao Yang , Lu Wang , Kun Gao , Shuang Li

Constrained Reinforcement Learning (CRL) is a subset of machine learning that introduces constraints into the traditional reinforcement learning (RL) framework. Unlike conventional RL which aims solely to maximize cumulative rewards, CRL…

Artificial Intelligence · Computer Science 2024-12-02 Xiaoshan Lin , Sadık Bera Yüksel , Yasin Yazıcıoğlu , Derya Aksaray

In distributed optimization, the practical problem-solving performance is essentially sensitive to algorithm selection, parameter setting, problem type and data pattern. Thus, it is often laborious to acquire a highly efficient method for a…

Optimization and Control · Mathematics 2024-01-04 Daokuan Zhu , Tianqi Xu , Jie Lu

We present new policy mirror descent (PMD) methods for solving reinforcement learning (RL) problems with either strongly convex or general convex regularizers. By exploring the structural properties of these overall highly nonconvex…

Machine Learning · Computer Science 2022-04-08 Guanghui Lan

Reinforcement Learning (RL) is a computational approach to reward-driven learning in sequential decision problems. It implements the discovery of optimal actions by learning from an agent interacting with an environment rather than from…

Methodology · Statistics 2022-10-06 Mauricio Tec , Yunshan Duan , Peter Müller

Attention-based sequential recommendation methods have shown promise in accurately capturing users' evolving interests from their past interactions. Recent research has also explored the integration of reinforcement learning (RL) into these…

Machine Learning · Computer Science 2024-04-19 Melissa Mozifian , Tristan Sylvain , Dave Evans , Lili Meng

Deep reinforcement learning (DRL) algorithms have successfully been demonstrated on a range of challenging decision making and control tasks. One dominant component of recent deep reinforcement learning algorithms is the target network…

Machine Learning · Computer Science 2020-11-12 Lin Shao , Yifan You , Mengyuan Yan , Qingyun Sun , Jeannette Bohg

Reinforcement learning (RL) has emerged as a powerful approach for tackling complex medical decision-making problems such as treatment planning, personalized medicine, and optimizing the scheduling of surgeries and appointments. It has…

Computation and Language · Computer Science 2023-10-31 Ying Liu , Haozhu Wang , Huixue Zhou , Mingchen Li , Yu Hou , Sicheng Zhou , Fang Wang , Rama Hoetzlein , Rui Zhang
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