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Reinforcement learning (RL) is an innovative approach to financial decision making, offering specialized solutions to complex investment problems where traditional methods fail. This review analyzes 167 articles from 2017--2025, focusing on…

Computational Finance · Quantitative Finance 2025-12-12 Mohammad Rezoanul Hoque , Md Meftahul Ferdaus , M. Kabir Hassan

In constrained reinforcement learning (C-RL), an agent seeks to learn from the environment a policy that maximizes the expected cumulative reward while satisfying minimum requirements in secondary cumulative reward constraints. Several…

Machine Learning · Computer Science 2022-12-06 Tianqi Zheng , Pengcheng You , Enrique Mallada

Evolutionary algorithms have been used to evolve a population of actors to generate diverse experiences for training reinforcement learning agents, which helps to tackle the temporal credit assignment problem and improves the exploration…

Neural and Evolutionary Computing · Computer Science 2023-04-21 Chengpeng Hu , Jiyuan Pei , Jialin Liu , Xin Yao

Many physical systems have underlying safety considerations that require that the policy employed ensures the satisfaction of a set of constraints. The analytical formulation usually takes the form of a Constrained Markov Decision Process…

Machine Learning · Computer Science 2021-03-03 Aria HasanzadeZonuzy , Archana Bura , Dileep Kalathil , Srinivas Shakkottai

Reinforcement Learning (RL) is a powerful method for controlling dynamic systems, but its learning mechanism can lead to unpredictable actions that undermine the safety of critical systems. Here, we propose RL with Adaptive Regularization…

Machine Learning · Computer Science 2024-11-01 Haozhe Tian , Homayoun Hamedmoghadam , Robert Shorten , Pietro Ferraro

Reinforcement Learning (RL) algorithms have shown tremendous success in simulation environments, but their application to real-world problems faces significant challenges, with safety being a major concern. In particular, enforcing…

Machine Learning · Computer Science 2024-06-19 Weiye Zhao , Rui Chen , Yifan Sun , Tianhao Wei , Changliu Liu

Learned representations in deep reinforcement learning (DRL) have to extract task-relevant information from complex observations, balancing between robustness to distraction and informativeness to the policy. Such stable and rich…

Machine Learning · Computer Science 2021-10-28 Mete Kemertas , Tristan Aumentado-Armstrong

Reinforcement Learning (RL) is an important machine learning paradigm for solving sequential decision-making problems. Recent years have witnessed remarkable progress in this field due to the rapid development of deep neural networks.…

Machine Learning · Computer Science 2026-04-08 Chaofan Pan , Xin Yang , Yanhua Li , Wei Wei , Tianrui Li , Bo An , Jiye Liang

We investigate an entropy-regularized reinforcement learning (RL) approach to optimal stopping problems motivated by real option models. Classical stopping rules are strict and non-randomized, limiting natural exploration in RL settings. To…

Optimization and Control · Mathematics 2026-02-18 Jodi Dianetti , Giorgio Ferrari , Renyuan Xu

Constrained Reinforcement Learning (CRL) tackles sequential decision-making problems where agents are required to achieve goals by maximizing the expected return while meeting domain-specific constraints, which are often formulated as…

Machine Learning · Computer Science 2024-11-13 Alessandro Montenegro , Marco Mussi , Matteo Papini , Alberto Maria Metelli

When deploying machine learning solutions, they must satisfy multiple requirements beyond accuracy, such as fairness, robustness, or safety. These requirements are imposed during training either implicitly, using penalties, or explicitly,…

Machine Learning · Computer Science 2024-01-12 Ignacio Hounie , Alejandro Ribeiro , Luiz F. O. Chamon

Dynamic real-time optimization (DRTO) is a challenging task due to the fact that optimal operating conditions must be computed in real time. The main bottleneck in the industrial application of DRTO is the presence of uncertainty. Many…

We consider a class of reinforcement-learning systems in which the agent follows a behavior policy to explore a discrete state-action space to find an optimal policy while adhering to some restriction on its behavior. Such restriction may…

Machine Learning · Computer Science 2023-04-07 Peter C. Y. Chen

Online reinforcement learning (RL) algorithms are often difficult to deploy in complex human-facing applications as they may learn slowly and have poor early performance. To address this, we introduce a practical algorithm for incorporating…

Artificial Intelligence · Computer Science 2022-01-03 Tong Mu , Georgios Theocharous , David Arbour , Emma Brunskill

For many applications of reinforcement learning it can be more convenient to specify both a reward function and constraints, rather than trying to design behavior through the reward function. For example, systems that physically interact…

Machine Learning · Computer Science 2017-05-31 Joshua Achiam , David Held , Aviv Tamar , Pieter Abbeel

In many real-world applications, safety constraints for reinforcement learning (RL) algorithms are either unknown or not explicitly defined. We propose a framework that concurrently learns safety constraints and optimal RL policies in such…

Systems and Control · Electrical Eng. & Systems 2023-05-02 Lunet Yifru , Ali Baheri

Safe reinforcement learning (RL) trains a constraint satisfaction policy by interacting with the environment. We aim to tackle a more challenging problem: learning a safe policy from an offline dataset. We study the offline safe RL problem…

Machine Learning · Computer Science 2023-06-22 Zuxin Liu , Zijian Guo , Yihang Yao , Zhepeng Cen , Wenhao Yu , Tingnan Zhang , Ding Zhao

Reinforcement learning (RL) has become a central paradigm for post-training large language models (LLMs), particularly for complex reasoning tasks, yet it often suffers from exploration collapse: policies prematurely concentrate on a small…

Machine Learning · Computer Science 2026-01-16 Zhiyuan Hu , Yucheng Wang , Yufei He , Jiaying Wu , Yilun Zhao , See-Kiong Ng , Cynthia Breazeal , Anh Tuan Luu , Hae Won Park , Bryan Hooi

Reinforcement learning (RL) problems over general state and action spaces are notoriously challenging. In contrast to the tableau setting, one can not enumerate all the states and then iteratively update the policies for each state. This…

Machine Learning · Computer Science 2026-03-24 Caleb Ju , Guanghui Lan

Reinforcement learning (RL) has proven its worth in a series of artificial domains, and is beginning to show some successes in real-world scenarios. However, much of the research advances in RL are hard to leverage in real-world systems due…

Machine Learning · Computer Science 2021-03-05 Gabriel Dulac-Arnold , Nir Levine , Daniel J. Mankowitz , Jerry Li , Cosmin Paduraru , Sven Gowal , Todd Hester
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