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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

Continual Reinforcement Learning (CRL) aims to develop lifelong learning agents to continuously acquire knowledge across diverse tasks while mitigating catastrophic forgetting. This requires efficiently managing the stability-plasticity…

Machine Learning · Computer Science 2026-02-02 Yuxuan Li , Qijun He , Mingqi Yuan , Wen-Tse Chen , Jeff Schneider , Jiayu Chen

One of the fundamental challenges for offline reinforcement learning (RL) is ensuring robustness to data distribution. Whether the data originates from a near-optimal policy or not, we anticipate that an algorithm should demonstrate its…

Machine Learning · Computer Science 2023-10-18 Xiaohan Hu , Yi Ma , Chenjun Xiao , Yan Zheng , Jianye Hao

Most deep reinforcement learning (RL) systems are not able to learn effectively from off-policy data, especially if they cannot explore online in the environment. These are critical shortcomings for applying RL to real-world problems where…

Zero-shot reinforcement learning (RL) has emerged as a setting for developing general agents, capable of solving downstream tasks without additional training or planning at test-time. While conventional RL optimizes policies for fixed…

Machine Learning · Computer Science 2026-03-10 Jacopo Di Ventura , Jan Felix Kleuker , Aske Plaat , Thomas Moerland

Research in machine learning is making progress in fixing its own reproducibility crisis. Reinforcement learning (RL), in particular, faces its own set of unique challenges. Comparison of point estimates, and plots that show successful…

Machine Learning · Computer Science 2024-02-07 Ted Fujimoto , Joshua Suetterlein , Samrat Chatterjee , Auroop Ganguly

Reinforcement learning (RL) algorithms have been successfully applied to control tasks associated with unmanned aerial vehicles and robotics. In recent years, safe RL has been proposed to allow the safe execution of RL algorithms in…

Machine Learning · Computer Science 2025-02-25 Austin Coursey , Marcos Quinones-Grueiro , Gautam Biswas

Reinforcement learning (RL) is a general framework for adaptive control, which has proven to be efficient in many domains, e.g., board games, video games or autonomous vehicles. In such problems, an agent faces a sequential decision-making…

Machine Learning · Computer Science 2020-06-16 Olivier Buffet , Olivier Pietquin , Paul Weng

Reinforcement Learning (RL) has achieved state-of-the-art results in domains such as robotics and games. We build on this previous work by applying RL algorithms to a selection of canonical online stochastic optimization problems with a…

Reinforcement Learning (RL) controllers have generated excitement within the control community. The primary advantage of RL controllers relative to existing methods is their ability to optimize uncertain systems independently of explicit…

Machine Learning · Computer Science 2021-12-07 Max Mowbray , Panagiotis Petsagkourakis , Ehecatl Antonio del Río Chanona , Dongda Zhang

Reinforcement learning (RL) is rapidly reaching and surpassing human-level control capabilities. However, state-of-the-art RL algorithms often require timesteps and reaction times significantly faster than human capabilities, which is…

Machine Learning · Computer Science 2025-07-29 Devdhar Patel , Hava Siegelmann

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

Offline reinforcement learning (RL) looks at learning how to optimally solve tasks using a fixed dataset of interactions from the environment. Many off-policy algorithms developed for online learning struggle in the offline setting as they…

Machine Learning · Computer Science 2025-03-18 Natinael Solomon Neggatu , Jeremie Houssineau , Giovanni Montana

Reinforcement learning (RL) involves sequential decision making in uncertain environments. The aim of the decision-making agent is to maximize the benefit of acting in its environment over an extended period of time. Finding an optimal…

Artificial Intelligence · Computer Science 2007-05-23 Istvan Szita , Balint Takacs , Andras Lorincz

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

Closed-loop control remains an open challenge in soft robotics. The nonlinear responses of soft actuators under dynamic loading conditions limit the use of analytic models for soft robot control. Traditional methods of controlling soft…

Inverse reinforcement learning (IRL) aims to explain observed strategic behavior by fitting reinforcement learning models to behavioral data. However, traditional IRL methods are only applicable when the observations are in the form of…

Machine Learning · Computer Science 2018-06-26 Antti Kangasrääsiö , Samuel Kaski

Reinforcement learning (RL) is concerned with how intelligence agents take actions in a given environment to maximize the cumulative reward they receive. In healthcare, applying RL algorithms could assist patients in improving their health…

Machine Learning · Statistics 2025-04-21 Chengchun Shi

Reinforcement learning algorithms have had tremendous successes in online learning settings. However, these successes have relied on low-stakes interactions between the algorithmic agent and its environment. In many settings where RL could…

Machine Learning · Computer Science 2020-06-05 James Bannon , Brad Windsor , Wenbo Song , Tao Li

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…