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Offline reinforcement learning (RL) allows for the training of competent agents from offline datasets without any interaction with the environment. Online finetuning of such offline models can further improve performance. But how should we…

Machine Learning · Computer Science 2023-03-31 Yicheng Luo , Jackie Kay , Edward Grefenstette , Marc Peter Deisenroth

Reinforcement learning (RL) is gaining attention by more and more researchers in quantitative finance as the agent-environment interaction framework is aligned with decision making process in many business problems. Most of the current…

Mathematical Finance · Quantitative Finance 2022-05-31 Huifang Huang , Ting Gao , Yi Gui , Jin Guo , Peng Zhang

Reinforcement learning algorithms describe how an agent can learn an optimal action policy in a sequential decision process, through repeated experience. In a given environment, the agent policy provides him some running and terminal…

Theoretical Economics · Economics 2020-03-24 Arthur Charpentier , Romuald Elie , Carl Remlinger

In this work, we consider the problem of executing multiple tasks encoded by value functions, each learned through Reinforcement Learning, using an optimization-based framework. Prior works develop this framework but did not address when…

Systems and Control · Electrical Eng. & Systems 2026-05-26 Sheikh A. Tahmid , Gennaro Notomista

Overfitting is a phenomenon that occurs when a machine learning model is trained for too long and focused too much on the exact fitness of the training samples to the provided training labels and cannot keep track of the predictive rules…

Machine Learning · Computer Science 2025-09-22 Nuri Korhan , Samet Bayram

The objective of offline RL is to learn optimal policies when a fixed exploratory demonstrations data-set is available and sampling additional observations is impossible (typically if this operation is either costly or rises ethical…

Machine Learning · Computer Science 2021-06-10 Firas Jarboui , Vianney Perchet

We study the problem of representation transfer in offline Reinforcement Learning (RL), where a learner has access to episodic data from a number of source tasks collected a priori, and aims to learn a shared representation to be used in…

Machine Learning · Computer Science 2024-02-21 Avinandan Bose , Simon Shaolei Du , Maryam Fazel

In this paper, we study Reinforcement Learning from Demonstrations (RLfD) that improves the exploration efficiency of Reinforcement Learning (RL) by providing expert demonstrations. Most of existing RLfD methods require demonstrations to be…

Machine Learning · Computer Science 2019-11-26 Mingxuan Jing , Xiaojian Ma , Wenbing Huang , Fuchun Sun , Chao Yang , Bin Fang , Huaping Liu

In reinforcement learning (RL), there are two major settings for interacting with the environment: online and offline. Online methods explore the environment at significant time cost, and offline methods efficiently obtain reward signals by…

Machine Learning · Computer Science 2023-06-19 Changyu Chen , Xiting Wang , Yiqiao Jin , Victor Ye Dong , Li Dong , Jie Cao , Yi Liu , Rui Yan

Offline reinforcement learning (RL) is a variant of RL where the policy is learned from a previously collected dataset of trajectories and rewards. In our work, we propose a practical approach to offline RL with large language models…

Offline Reinforcement Learning (RL) is structured to derive policies from static trajectory data without requiring real-time environment interactions. Recent studies have shown the feasibility of framing offline RL as a sequence modeling…

Machine Learning · Computer Science 2023-09-01 Abdelghani Ghanem , Philippe Ciblat , Mounir Ghogho

Financial domain tasks, such as trading in market exchanges, are challenging and have long attracted researchers. The recent achievements and the consequent notoriety of Reinforcement Learning (RL) have also increased its adoption in…

The over-the-counter (OTC) market is characterized by a unique feature that allows market makers to adjust bid-ask spreads based on order size. However, this flexibility introduces complexity, transforming the market-making problem into a…

Trading and Market Microstructure · Quantitative Finance 2023-07-06 Zhou Fang , Haiqing Xu

Offline reinforcement learning (RL) enables policy learning from static data but often suffers from poor coverage of the state-action space and distributional shift problems. This problem can be addressed by allowing limited online…

Machine Learning · Computer Science 2026-02-03 Soumyadeep Roy , Shashwat Kushwaha , Ambedkar Dukkipati

Offline Meta Reinforcement Learning (OMRL) aims to learn transferable knowledge from offline datasets to enhance the learning process for new target tasks. Context-based Reinforcement Learning (RL) adopts a context encoder to expediently…

Machine Learning · Computer Science 2023-05-24 Chenyang Zhao , Zihao Zhou , Bin Liu

Reinforcement Learning (RL) is notoriously data-inefficient, which makes training on a real robot difficult. While model-based RL algorithms (world models) improve data-efficiency to some extent, they still require hours or days of…

Machine Learning · Computer Science 2023-10-25 Yunhai Feng , Nicklas Hansen , Ziyan Xiong , Chandramouli Rajagopalan , Xiaolong Wang

Offline reinforcement learning (RL) optimizes the policy on a previously collected dataset without any interactions with the environment, yet usually suffers from the distributional shift problem. To mitigate this issue, a typical solution…

Machine Learning · Computer Science 2023-09-06 Qisen Yang , Shenzhi Wang , Qihang Zhang , Gao Huang , Shiji Song

Reinforcement Learning (RL) has demonstrated a huge potential in learning optimal policies without any prior knowledge of the process to be controlled. Model Predictive Control (MPC) is a popular control technique which is able to deal with…

Systems and Control · Computer Science 2019-04-10 Mario Zanon , Sébastien Gros , Alberto Bemporad

We study the problem of learning optimal behavior from sub-optimal datasets for goal-conditioned offline reinforcement learning under sparse rewards, invertible actions and deterministic transitions. To mitigate the effects of…

Machine Learning · Computer Science 2026-02-12 Alfredo Reichlin , Miguel Vasco , Hang Yin , Danica Kragic

Reinforcement learning (RL) is typically concerned with estimating stationary policies or single-step models, leveraging the Markov property to factorize problems in time. However, we can also view RL as a generic sequence modeling problem,…

Machine Learning · Computer Science 2021-11-30 Michael Janner , Qiyang Li , Sergey Levine