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The rapid changes in the finance industry due to the increasing amount of data have revolutionized the techniques on data processing and data analysis and brought new theoretical and computational challenges. In contrast to classical…

Mathematical Finance · Quantitative Finance 2023-03-01 Ben Hambly , Renyuan Xu , Huining Yang

We start with a brief introduction to reinforcement learning (RL), about its successful stories, basics, an example, issues, the ICML 2019 Workshop on RL for Real Life, how to use it, study material and an outlook. Then we discuss a…

Machine Learning · Computer Science 2019-08-21 Yuxi Li

Reinforcement Learning and, recently, Deep Reinforcement Learning are popular methods for solving sequential decision-making problems modeled as Markov Decision Processes. RL modeling of a problem and selecting algorithms and…

Machine Learning · Computer Science 2026-03-10 Reza Refaei Afshar , Joaquin Vanschoren , Uzay Kaymak , Rui Zhang , Yaoxin Wu , Wen Song , Yingqian Zhang

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 often hard to leverage in real-world…

Machine Learning · Computer Science 2019-05-01 Gabriel Dulac-Arnold , Daniel Mankowitz , Todd Hester

Machine and reinforcement learning (RL) are increasingly being applied to plan and control the behavior of autonomous systems interacting with the physical world. Examples include self-driving vehicles, distributed sensor networks, and…

Optimization and Control · Mathematics 2019-09-24 Nikolai Matni , Alexandre Proutiere , Anders Rantzer , Stephen Tu

Reinforcement learning (RL) combines a control problem with statistical estimation: The system dynamics are not known to the agent, but can be learned through experience. A recent line of research casts `RL as inference' and suggests a…

Machine Learning · Computer Science 2020-11-05 Brendan O'Donoghue , Ian Osband , Catalin Ionescu

Fairness-aware learning aims at satisfying various fairness constraints in addition to the usual performance criteria via data-driven machine learning techniques. Most of the research in fairness-aware learning employs the setting of…

Machine Learning · Computer Science 2022-05-23 Pratik Gajane , Akrati Saxena , Maryam Tavakol , George Fletcher , Mykola Pechenizkiy

Reinforcement Learning (RL) is a general framework concerned with an agent that seeks to maximize rewards in an environment. The learning typically happens through trial and error using explorative methods, such as epsilon-greedy. There are…

Machine Learning · Computer Science 2022-10-06 Per-Arne Andersen , Morten Goodwin , Ole-Christoffer Granmo

In recent years, there has been a growing trend of applying Reinforcement Learning (RL) in financial applications. This approach has shown great potential to solve decision-making tasks in finance. In this survey, we present a comprehensive…

Computational Finance · Quantitative Finance 2024-11-21 Yahui Bai , Yuhe Gao , Runzhe Wan , Sheng Zhang , Rui Song

In this survey, we systematically summarize the current literature on studies that apply reinforcement learning (RL) to the motion planning and control of autonomous vehicles. Many existing contributions can be attributed to the pipeline…

Robotics · Computer Science 2021-06-02 Fei Ye , Shen Zhang , Pin Wang , Ching-Yao Chan

Reinforcement learning (RL) provides a naturalistic framing for learning through trial and error, which is appealing both because of its simplicity and effectiveness and because of its resemblance to how humans and animals acquire skills…

Machine Learning · Computer Science 2022-08-09 Archit Sharma , Kelvin Xu , Nikhil Sardana , Abhishek Gupta , Karol Hausman , Sergey Levine , Chelsea Finn

Reinforcement Learning (RL) has emerged as a transformative approach in the domains of automation and robotics, offering powerful solutions to complex problems that conventional methods struggle to address. In scenarios where the problem…

Robotics · Computer Science 2023-09-04 Meraj Mammadov

Inverse reinforcement learning (IRL) is the problem of inferring the reward function of an agent, given its policy or observed behavior. Analogous to RL, IRL is perceived both as a problem and as a class of methods. By categorically…

Machine Learning · Computer Science 2020-11-19 Saurabh Arora , Prashant Doshi

In this article, we explore the technical details of the reinforcement learning (RL) algorithms that were deployed in the largest field test of automated vehicles designed to smooth traffic flow in history as of 2023, uncovering the…

The emerging field of Reinforcement Learning (RL) has led to impressive results in varied domains like strategy games, robotics, etc. This handout aims to give a simple introduction to RL from control perspective and discuss three possible…

Machine Learning · Computer Science 2021-03-09 Farnaz Adib Yaghmaie , Lennart Ljung

The classical theory of reinforcement learning (RL) has focused on tabular and linear representations of value functions. Further progress hinges on combining RL with modern function approximators such as kernel functions and deep neural…

Machine Learning · Computer Science 2021-01-01 Zhuoran Yang , Chi Jin , Zhaoran Wang , Mengdi Wang , Michael I. Jordan

Reinforcement Learning (RL) has emerged as a powerful paradigm for sequential decision-making and has attracted growing interest across various domains, particularly following the advent of Deep Reinforcement Learning (DRL) in 2015.…

Software Engineering · Computer Science 2025-07-18 Dong Wang , Hanmo You , Lingwei Zhu , Kaiwei Lin , Zheng Chen , Chen Yang , Junji Yu , Zan Wang , Junjie Chen

In this paper, we survey recent advances in Reinforcement Learning (RL) for reasoning with Large Language Models (LLMs). RL has achieved remarkable success in advancing the frontier of LLM capabilities, particularly in addressing complex…

Agent-based computational economics is a field with a rich academic history, yet one which has struggled to enter mainstream policy design toolboxes, plagued by the challenges associated with representing a complex and dynamic reality. The…

Machine Learning · Computer Science 2023-02-24 Callum Rhys Tilbury

Reinforcement Learning (RL) has experienced significant advancement over the past decade, prompting a growing interest in applications within finance. This survey critically evaluates 167 publications, exploring diverse RL applications and…

Artificial Intelligence · Computer Science 2025-05-07 Nikolaos Pippas , Elliot A. Ludvig , Cagatay Turkay