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Sequential decision making under uncertainty is central to many Process Systems Engineering (PSE) challenges, where traditional methods often face limitations related to controlling and optimizing complex and stochastic systems.…

Systems and Control · Electrical Eng. & Systems 2025-10-29 Maximilian Bloor , Max Mowbray , Ehecatl Antonio Del Rio Chanona , Calvin Tsay

Reinforcement learning (RL) is a branch of machine learning which is employed to solve various sequential decision making problems without proper supervision. Due to the recent advancement of deep learning, the newly proposed Deep-RL…

Artificial Intelligence · Computer Science 2019-04-17 Dhruv Ramani

System identification, also known as learning forward models, transfer functions, system dynamics, etc., has a long tradition both in science and engineering in different fields. Particularly, it is a recurring theme in Reinforcement…

Reinforcement learning (RL) commonly relies on scalar rewards with limited ability to express temporal, conditional, or safety-critical goals, and can lead to reward hacking. Temporal logic expressible via the more general class of…

Artificial Intelligence · Computer Science 2025-11-26 Dominik Wagner , Leon Witzman , Luke Ong

Two-timescale Stochastic Approximation (SA) algorithms are widely used in Reinforcement Learning (RL). Their iterates have two parts that are updated using distinct stepsizes. In this work, we develop a novel recipe for their finite sample…

Artificial Intelligence · Computer Science 2018-06-06 Gal Dalal , Balazs Szorenyi , Gugan Thoppe , Shie Mannor

Reinforcement learning (RL) has become a foundational approach for enabling intelligent robotic behavior in dynamic and uncertain environments. This work presents an in-depth review of RL principles, advanced deep reinforcement learning…

Robotics · Computer Science 2026-03-17 Kumater Ter , Abolanle Adetifa , Daniel Udekwe

Standard regression techniques, while powerful, are often constrained by predefined, differentiable loss functions such as mean squared error. These functions may not fully capture the desired behavior of a system, especially when dealing…

Machine Learning · Computer Science 2025-08-04 Yongchao Huang

With the increasing power of computers and the rapid development of self-learning methodologies such as machine learning and artificial intelligence, the problem of constructing an automatic Financial Trading Systems (FTFs) becomes an…

Trading and Market Microstructure · Quantitative Finance 2019-08-29 Haoqian Li , Thomas Lau

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

Many challenges arising in Quantum Technology can be successfully addressed using a set of machine learning algorithms collectively known as reinforcement learning (RL), based on adaptive decision-making through interaction with the quantum…

Quantum Physics · Physics 2026-01-28 Marin Bukov , Florian Marquardt

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

We are interested in understanding stability (almost sure boundedness) of stochastic approximation algorithms (SAs) driven by a `controlled Markov' process. Analyzing this class of algorithms is important, since many reinforcement learning…

Systems and Control · Computer Science 2018-05-18 Arunselvan Ramaswamy , Shalabh Bhatnagar

Reinforcement Learning (RL) has emerged as a transformative approach for aligning and enhancing Large Language Models (LLMs), addressing critical challenges in instruction following, ethical alignment, and reasoning capabilities. This…

Artificial Intelligence · Computer Science 2025-07-08 Saksham Sahai Srivastava , Vaneet Aggarwal

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

The standard reinforcement learning (RL) formulation considers the expectation of the (discounted) cumulative reward. This is limiting in applications where we are concerned with not only the expected performance, but also the distribution…

Machine Learning · Computer Science 2019-06-13 Changjian Li , Krzysztof Czarnecki

Safety is critical when applying reinforcement learning (RL) to real-world problems. As a result, safe RL has emerged as a fundamental and powerful paradigm for optimizing an agent's policy while incorporating notions of safety. A prevalent…

Machine Learning · Computer Science 2024-05-09 Akifumi Wachi , Xun Shen , Yanan Sui

Reinforcement Learning (RL) is a promising approach for solving various control, optimization, and sequential decision making tasks. However, designing reward functions for complex tasks (e.g., with multiple objectives and safety…

Artificial Intelligence · Computer Science 2021-07-23 Xuan Zhao , Marcos Campos

We discuss deep reinforcement learning in an overview style. We draw a big picture, filled with details. We discuss six core elements, six important mechanisms, and twelve applications, focusing on contemporary work, and in historical…

Machine Learning · Computer Science 2018-10-16 Yuxi Li

Reinforcement learning (RL) is a sub-domain of machine learning, mainly concerned with solving sequential decision-making problems by a learning agent that interacts with the decision environment to improve its behavior through the reward…

Machine Learning · Computer Science 2025-09-23 Hossein Hassani , Ehsan Hallaji , Roozbeh Razavi-Far , Mehrdad Saif , Liang Lin

Recent years have witnessed significant advances in reinforcement learning (RL), which has registered great success in solving various sequential decision-making problems in machine learning. Most of the successful RL applications, e.g.,…

Machine Learning · Computer Science 2021-04-30 Kaiqing Zhang , Zhuoran Yang , Tamer Başar