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Reinforcement learning (RL) algorithms have been successfully applied to a range of challenging sequential decision making and control tasks. In this paper, we classify RL into direct and indirect RL according to how they seek the optimal…

Machine Learning · Computer Science 2021-05-12 Yang Guan , Shengbo Eben Li , Jingliang Duan , Jie Li , Yangang Ren , Qi Sun , Bo Cheng

Today's advanced Reinforcement Learning algorithms produce black-box policies, that are often difficult to interpret and trust for a person. We introduce a policy distilling algorithm, building on the CN2 rule mining algorithm, that…

Artificial Intelligence · Computer Science 2021-06-14 Youri Coppens , Denis Steckelmacher , Catholijn M. Jonker , Ann Nowé

Offline reinforcement learning (RL) enables data-efficient and safe policy learning without online exploration, but its performance often degrades under distribution shift. The learned policy may visit out-of-distribution state-action pairs…

Artificial Intelligence · Computer Science 2026-03-17 Hongqiang Lin , Zhenghui Fu , Weihao Tang , Pengfei Wang , Yiding Sun , Qixian Huang , Dongxu Zhang

In sequential decision-making problems, Return-Conditioned Supervised Learning (RCSL) has gained increasing recognition for its simplicity and stability in modern decision-making tasks. Unlike traditional offline reinforcement learning (RL)…

Machine Learning · Computer Science 2025-06-11 Zhishuai Liu , Yu Yang , Ruhan Wang , Pan Xu , Dongruo Zhou

We study reinforcement learning (RL) with transition look-ahead, where the agent may observe which states would be visited upon playing any sequence of $\ell$ actions before deciding its course of action. While such predictive information…

Machine Learning · Statistics 2026-03-31 Corentin Pla , Hugo Richard , Marc Abeille , Nadav Merlis , Vianney Perchet

We propose a reinforcement learning (RL)-based algorithm to jointly train (1) a trajectory planner and (2) a tracking controller in a layered control architecture. Our algorithm arises naturally from a rewrite of the underlying optimal…

Systems and Control · Electrical Eng. & Systems 2024-12-18 Fengjun Yang , Nikolai Matni

Optimized trade execution is to sell (or buy) a given amount of assets in a given time with the lowest possible trading cost. Recently, reinforcement learning (RL) has been applied to optimized trade execution to learn smarter policies from…

Trading and Market Microstructure · Quantitative Finance 2023-07-24 Chuheng Zhang , Yitong Duan , Xiaoyu Chen , Jianyu Chen , Jian Li , Li Zhao

Prescriptive process monitoring methods seek to improve the performance of a process by selectively triggering interventions at runtime (e.g., offering a discount to a customer) to increase the probability of a desired case outcome (e.g., a…

Machine Learning · Computer Science 2022-12-08 Mahmoud Shoush , Marlon Dumas

Multi-objective reinforcement learning (MORL) algorithms tackle sequential decision problems where agents may have different preferences over (possibly conflicting) reward functions. Such algorithms often learn a set of policies (each…

Machine Learning · Computer Science 2023-08-16 Lucas N. Alegre , Ana L. C. Bazzan , Diederik M. Roijers , Ann Nowé , Bruno C. da Silva

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

Social goods, such as healthcare, smart city, and information networks, often produce ordered event data in continuous time. The generative processes of these event data can be very complex, requiring flexible models to capture their…

Machine Learning · Computer Science 2020-12-29 Shuang Li , Shuai Xiao , Shixiang Zhu , Nan Du , Yao Xie , Le Song

Online matching problems arise in many complex systems, from cloud services and online marketplaces to organ exchange networks, where timely, principled decisions are critical for maintaining high system performance. Traditional heuristics…

Machine Learning · Statistics 2025-10-09 Chiara Mignacco , Matthieu Jonckheere , Gilles Stoltz

Imitation learning (IL) consists of a set of tools that leverage expert demonstrations to quickly learn policies. However, if the expert is suboptimal, IL can yield policies with inferior performance compared to reinforcement learning (RL).…

Machine Learning · Computer Science 2018-05-29 Ching-An Cheng , Xinyan Yan , Nolan Wagener , Byron Boots

Although deep RL models have shown a great potential for solving various types of tasks with minimal supervision, several key challenges remain in terms of learning from limited experience, adapting to environmental changes, and…

Artificial Intelligence · Computer Science 2020-07-10 Dongjae Kim , Jee Hang Lee , Jae Hoon Shin , Minsu Abel Yang , Sang Wan Lee

Training a deep neural network to maximize a target objective has become the standard recipe for successful machine learning over the last decade. These networks can be optimized with supervised learning, if the target objective is…

Machine Learning · Computer Science 2025-05-12 Bernhard Jaeger , Andreas Geiger

Deep reinforcement learning algorithms have succeeded in several challenging domains. Classic Online RL job schedulers can learn efficient scheduling strategies but often takes thousands of timesteps to explore the environment and adapt…

Machine Learning · Computer Science 2022-12-05 Vanamala Venkataswamy , Jake Grigsby , Andrew Grimshaw , Yanjun Qi

One of the key challenges to deep reinforcement learning (deep RL) is to ensure safety at both training and testing phases. In this work, we propose a novel technique of unsupervised action planning to improve the safety of on-policy…

Robotics · Computer Science 2021-09-30 Hao-Lun Hsu , Qiuhua Huang , Sehoon Ha

Recent advances in Reinforcement Learning (RL) largely benefit from the inclusion of Deep Neural Networks, boosting the number of novel approaches proposed in the field of Deep Reinforcement Learning (DRL). These techniques demonstrate the…

Machine Learning · Computer Science 2025-07-30 Giovanni Dispoto , Paolo Bonetti , Marcello Restelli

Reinforcement learning offers the promise of automating the acquisition of complex behavioral skills. However, compared to commonly used and well-understood supervised learning methods, reinforcement learning algorithms can be brittle,…

Machine Learning · Computer Science 2020-01-01 Aviral Kumar , Xue Bin Peng , Sergey Levine

Much research has been done to analyze the stock market. After all, if one can determine a pattern in the chaotic frenzy of transactions, then they could make a hefty profit from capitalizing on these insights. As such, the goal of our…

Machine Learning · Computer Science 2025-05-27 Ziyi Zhou , Nicholas Stern , Julien Laasri
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