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The concept of the value-gradient is introduced and developed in the context of reinforcement learning. It is shown that by learning the value-gradients exploration or stochastic behaviour is no longer needed to find locally optimal…

Neural and Evolutionary Computing · Computer Science 2008-03-26 Michael Fairbank

An automatic program that generates constant profit from the financial market is lucrative for every market practitioner. Recent advance in deep reinforcement learning provides a framework toward end-to-end training of such trading agent.…

Trading and Market Microstructure · Quantitative Finance 2018-07-10 Chien Yi Huang

We devise a distributional variant of gradient temporal-difference (TD) learning. Distributional reinforcement learning has been demonstrated to outperform the regular one in the recent study \citep{bellemare2017distributional}. In the…

Machine Learning · Computer Science 2019-04-04 Chao Qu , Shie Mannor , Huan Xu

Deep Reinforcement Learning has yielded proficient controllers for complex tasks. However, these controllers have limited memory and rely on being able to perceive the complete game screen at each decision point. To address these…

Machine Learning · Computer Science 2017-01-13 Matthew Hausknecht , Peter Stone

In multi-agent reinforcement learning (MARL), it is challenging for a collection of agents to learn complex temporally extended tasks. The difficulties lie in computational complexity and how to learn the high-level ideas behind reward…

Multiagent Systems · Computer Science 2021-10-04 Jueming Hu , Zhe Xu , Weichang Wang , Guannan Qu , Yutian Pang , Yongming Liu

We investigate the problem of unconstrained combinatorial multi-armed bandits with full-bandit feedback and stochastic rewards for submodular maximization. Previous works investigate the same problem assuming a submodular and monotone…

Machine Learning · Computer Science 2023-02-03 Fares Fourati , Vaneet Aggarwal , Christopher John Quinn , Mohamed-Slim Alouini

The use of target networks is a common practice in deep reinforcement learning for stabilizing the training; however, theoretical understanding of this technique is still limited. In this paper, we study the so-called periodic Q-learning…

Machine Learning · Computer Science 2020-02-25 Donghwan Lee , Niao He

Risk-averse total-reward Markov Decision Processes (MDPs) offer a promising framework for modeling and solving undiscounted infinite-horizon objectives. Existing model-based algorithms for risk measures like the entropic risk measure (ERM)…

Machine Learning · Computer Science 2025-10-27 Xihong Su , Jia Lin Hau , Gersi Doko , Kishan Panaganti , Marek Petrik

Despite the fact that deep reinforcement learning (RL) has surpassed human-level performances in various tasks, it still has several fundamental challenges. First, most RL methods require intensive data from the exploration of the…

Machine Learning · Computer Science 2021-07-06 Zhe Xu , Bo Wu , Aditya Ojha , Daniel Neider , Ufuk Topcu

In the realm of multi-arm bandit problems, the Gittins index policy is known to be optimal in maximizing the expected total discounted reward obtained from pulling the Markovian arms. In most realistic scenarios however, the Markovian state…

Machine Learning · Computer Science 2025-08-26 Harshit Dhankhar , Kshitij Mishra , Tejas Bodas

Reinforcement learning has achieved great success in many decision-making tasks, and traditional reinforcement learning algorithms are mainly designed for obtaining a single optimal solution. However, recent works show the importance of…

Machine Learning · Computer Science 2023-08-24 Fanqi Lin , Shiyu Huang , Weiwei Tu

A core operation in reinforcement learning (RL) is finding an action that is optimal with respect to a learned value function. This operation is often challenging when the learned value function takes continuous actions as input. We…

Machine Learning · Computer Science 2021-03-16 Kavosh Asadi , Neev Parikh , Ronald E. Parr , George D. Konidaris , Michael L. Littman

Deep Reinforcement Learning (RL) is unquestionably a robust framework to train autonomous agents in a wide variety of disciplines. However, traditional deep and shallow model-free RL algorithms suffer from low sample efficiency and…

Machine Learning · Computer Science 2022-10-05 Per-Arne Andersen , Ole-Christoffer Granmo , Morten Goodwin

Parameterised actions in reinforcement learning are composed of discrete actions with continuous action-parameters. This provides a framework for solving complex domains that require combining high-level actions with flexible control. The…

Machine Learning · Computer Science 2019-05-14 Craig J. Bester , Steven D. James , George D. Konidaris

Many previous proposals for adversarial training of deep neural nets have included di- rectly modifying the gradient, training on a mix of original and adversarial examples, using contractive penalties, and approximately optimizing…

Machine Learning · Computer Science 2016-08-01 Alexander G. Ororbia , C. Lee Giles , Daniel Kifer

Reinforcement learning generalizes multi-armed bandit problems with additional difficulties of a longer planning horizon and unknown transition kernel. We explore a black-box reduction from discounted infinite-horizon tabular reinforcement…

Machine Learning · Computer Science 2024-03-12 Ian A. Kash , Lev Reyzin , Zishun Yu

Reinforcement learning algorithms such as the deep deterministic policy gradient algorithm (DDPG) has been widely used in continuous control tasks. However, the model-free DDPG algorithm suffers from high sample complexity. In this paper we…

Machine Learning · Computer Science 2019-11-14 Qingpeng Cai , Ling Pan , Pingzhong Tang

Deep Reinforcement Learning (DRL) has achieved remarkable success in complex sequential decision-making tasks, such as playing Atari 2600 games and mastering board games. A critical yet underexplored aspect of DRL is the temporal scale of…

Machine Learning · Computer Science 2025-07-02 Abhishek Verma , Nallarasan V , Balaraman Ravindran

Deep neural networks have been shown to be vulnerable to adversarial examples---maliciously crafted examples that can trigger the target model to misbehave by adding imperceptible perturbations. Existing attack methods for k-nearest…

Computer Vision and Pattern Recognition · Computer Science 2019-12-02 Xiaodan Li , Yuefeng Chen , Yuan He , Hui Xue

We propose a conceptually simple and lightweight framework for deep reinforcement learning that uses asynchronous gradient descent for optimization of deep neural network controllers. We present asynchronous variants of four standard…