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In this paper, we study the optimal dividend problem under the continuous time diffusion model with the bounded dividend rate from the Reinforcement Learning (RL) perspective. Unlike the standard literature, our main focus will be on…

Optimization and Control · Mathematics 2026-03-30 Lihua Bai , Thejani Gamage , Jin Ma , Gaozhan Wang

In our quest for a reinforcement learning (RL) algorithm that is both practical and provably optimal, we introduce EQO (Exploration via Quasi-Optimism). Unlike existing minimax optimal approaches, EQO avoids reliance on empirical variances…

Machine Learning · Computer Science 2025-07-29 Harin Lee , Min-hwan Oh

To mitigate the limitation that the classical reinforcement learning (RL) framework heavily relies on identical training and test environments, Distributionally Robust RL (DRRL) has been proposed to enhance performance across a range of…

Machine Learning · Statistics 2024-09-24 Zhipeng Liang , Xiaoteng Ma , Jose Blanchet , Jiheng Zhang , Zhengyuan Zhou

Offline reinforcement learning requires reconciling two conflicting aims: learning a policy that improves over the behavior policy that collected the dataset, while at the same time minimizing the deviation from the behavior policy so as to…

Machine Learning · Computer Science 2021-10-13 Ilya Kostrikov , Ashvin Nair , Sergey Levine

As models grow larger and training them becomes expensive, it becomes increasingly important to scale training recipes not just to larger models and more data, but to do so in a compute-optimal manner that extracts maximal performance per…

Machine Learning · Computer Science 2025-08-26 Preston Fu , Oleh Rybkin , Zhiyuan Zhou , Michal Nauman , Pieter Abbeel , Sergey Levine , Aviral Kumar

The growing disparity between the exponential scaling of computational resources and the finite growth of high-quality text data now constrains conventional scaling approaches for large language models (LLMs). To address this challenge, we…

This paper presents advanced techniques of training diffusion policies for offline reinforcement learning (RL). At the core is a mean-reverting stochastic differential equation (SDE) that transfers a complex action distribution into a…

Machine Learning · Computer Science 2025-01-09 Ruoqi Zhang , Ziwei Luo , Jens Sjölund , Thomas B. Schön , Per Mattsson

Deep reinforcement learning (deep RL) holds the promise of automating the acquisition of complex controllers that can map sensory inputs directly to low-level actions. In the domain of robotic locomotion, deep RL could enable learning…

Machine Learning · Computer Science 2019-06-20 Tuomas Haarnoja , Sehoon Ha , Aurick Zhou , Jie Tan , George Tucker , Sergey Levine

In reinforcement learning, two objective functions have been developed extensively in the literature: discounted and averaged rewards. The generalization to an entropy-regularized setting has led to improved robustness and exploration for…

Machine Learning · Computer Science 2025-01-20 Jacob Adamczyk , Volodymyr Makarenko , Stas Tiomkin , Rahul V. Kulkarni

Advanced vehicle control is a fundamental building block in the development of autonomous driving systems. Reinforcement learning (RL) promises to achieve control performance superior to classical approaches while keeping computational…

Machine Learning · Computer Science 2023-12-01 Bernd Frauenknecht , Tobias Ehlgen , Sebastian Trimpe

Execution algorithms are vital to modern trading, they enable market participants to execute large orders while minimising market impact and transaction costs. As these algorithms grow more sophisticated, optimising them becomes…

Computational Finance · Quantitative Finance 2025-10-28 Ollie Olby , Andreea Bacalum , Rory Baggott , Namid Stillman

Distributional reinforcement learning (DRL) enhances the understanding of the effects of the randomness in the environment by letting agents learn the distribution of a random return, rather than its expected value as in standard RL. At the…

Optimization and Control · Mathematics 2023-03-27 Zifan Wang , Yulong Gao , Siyi Wang , Michael M. Zavlanos , Alessandro Abate , Karl H. Johansson

When safety is formulated as a limit of cumulative cost, safe reinforcement learning (RL) aims to learn policies that maximize return subject to the cost constraint in data collection and deployment. Off-policy safe RL methods, although…

Machine Learning · Computer Science 2026-03-26 Guopeng Li , Matthijs T. J. Spaan , Julian F. P. Kooij

A central issue lying at the heart of online reinforcement learning (RL) is data efficiency. While a number of recent works achieved asymptotically minimal regret in online RL, the optimality of these results is only guaranteed in a…

Machine Learning · Computer Science 2025-04-30 Zihan Zhang , Yuxin Chen , Jason D. Lee , Simon S. Du

The recent development of reinforcement learning (RL) has boosted the adoption of online RL for wireless radio resource management (RRM). However, online RL algorithms require direct interactions with the environment, which may be…

Information Theory · Computer Science 2023-11-21 Kun Yang , Cong Shen , Jing Yang , Shu-ping Yeh , Jerry Sydir

Deep learning models are vulnerable to external attacks. In this paper, we propose a Reinforcement Learning (RL) based approach to generate adversarial examples for the pre-trained (target) models. We assume a semi black-box setting where…

Machine Learning · Computer Science 2018-11-15 Mandar Kulkarni

Meta reinforcement learning (Meta-RL) is an approach wherein the experience gained from solving a variety of tasks is distilled into a meta-policy. The meta-policy, when adapted over only a small (or just a single) number of steps, is able…

Machine Learning · Computer Science 2022-09-28 Desik Rengarajan , Sapana Chaudhary , Jaewon Kim , Dileep Kalathil , Srinivas Shakkottai

The core challenge of offline reinforcement learning (RL) is dealing with the (potentially catastrophic) extrapolation error induced by the distribution shift between the history dataset and the desired policy. A large portion of prior work…

Machine Learning · Computer Science 2023-07-27 Laixi Shi , Robert Dadashi , Yuejie Chi , Pablo Samuel Castro , Matthieu Geist

Entropy Regularisation is a widely adopted technique that enhances policy optimisation performance and stability. A notable form of entropy regularisation is augmenting the objective with an entropy term, thereby simultaneously optimising…

Machine Learning · Computer Science 2024-07-26 Jean Seong Bjorn Choe , Jong-Kook Kim

With the recent prevalence of Reinforcement Learning (RL), there have been tremendous interests in utilizing RL for online advertising in recommendation platforms (e.g., e-commerce and news feed sites). However, most RL-based advertising…

Information Retrieval · Computer Science 2021-05-06 Xiangyu Zhao , Changsheng Gu , Haoshenglun Zhang , Xiwang Yang , Xiaobing Liu , Jiliang Tang , Hui Liu