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By reusing data throughout training, off-policy deep reinforcement learning algorithms offer improved sample efficiency relative to on-policy approaches. For continuous action spaces, the most popular methods for off-policy learning include…

Machine Learning · Computer Science 2023-12-01 Jared Markowitz , Jesse Silverberg , Gary Collins

Machine Learning algorithms and Neural Networks are widely applied to many different areas such as stock market prediction, face recognition and population analysis. This paper will introduce a strategy based on the classic Deep…

Portfolio Management · Quantitative Finance 2020-03-16 Ziming Gao , Yuan Gao , Yi Hu , Zhengyong Jiang , Jionglong Su

There has recently been an increased interest in reinforcement learning for nonlinear control problems. However standard reinforcement learning algorithms can often struggle even on seemingly simple set-point control problems. This paper…

Systems and Control · Electrical Eng. & Systems 2023-04-21 Ruoqi Zhang , Per Mattsson , Torbjörn Wigren

Animals and robots exist in a physical world and must coordinate their bodies to achieve behavioral objectives. With recent developments in deep reinforcement learning, it is now possible for scientists and engineers to obtain sensorimotor…

Robotics · Computer Science 2024-05-21 Yusheng Jiao , Feng Ling , Sina Heydari , Nicolas Heess , Josh Merel , Eva Kanso

In this paper, we present an online reinforcement learning algorithm for constrained Markov decision processes with a safety constraint. Despite the necessary attention of the scientific community, considering stochastic stopping time, the…

Machine Learning · Computer Science 2024-03-26 Abhijit Mazumdar , Rafal Wisniewski , Manuela L. Bujorianu

Deep Reinforcement Learning has enabled the learning of policies for complex tasks in partially observable environments, without explicitly learning the underlying model of the tasks. While such model-free methods achieve considerable…

Machine Learning · Computer Science 2017-01-11 Tanmay Shankar , Santosha K. Dwivedy , Prithwijit Guha

Reinforcement learning refers to a group of methods from artificial intelligence where an agent performs learning through trial and error. It differs from supervised learning, since reinforcement learning requires no explicit labels;…

Machine Learning · Computer Science 2018-10-02 Nicolas Pröllochs , Stefan Feuerriegel

Financial trading environments are characterized by high volatility, numerous macroeconomic signals, and dynamically shifting market regimes, where traditional reinforcement learning methods often fail to deliver breakthrough performance.…

Computational Engineering, Finance, and Science · Computer Science 2025-07-18 Yen-Ku Liu , Yun-Huei Pan , Pei-Fan Lu , Yun-Cheng Tsai , Samuel Yen-Chi Chen

Caching is envisioned to play a critical role in next-generation content delivery infrastructure, cellular networks, and Internet architectures. By smartly storing the most popular contents at the storage-enabled network entities during…

Information Theory · Computer Science 2019-07-12 Alireza Sadeghi , Gang Wang , Georgios B. Giannakis

Bioprocesses have received a lot of attention to produce clean and sustainable alternatives to fossil-based materials. However, they are generally difficult to optimize due to their unsteady-state operation modes and stochastic behaviours.…

Deep reinforcement learning is poised to revolutionise the field of AI and represents a step towards building autonomous systems with a higher level understanding of the visual world. Currently, deep learning is enabling reinforcement…

Machine Learning · Computer Science 2017-11-15 Kai Arulkumaran , Marc Peter Deisenroth , Miles Brundage , Anil Anthony Bharath

We propose a bottom-up approach, based on Reinforcement Learning, to the design of a chain achieving efficient excitation-transfer performances. We assume distance-dependent interactions among particles arranged in a chain under…

Quantum Physics · Physics 2024-02-27 S. Sgroi , G. Zicari , A. Imparato , M. Paternostro

A key task in Artificial Intelligence is learning effective policies for controlling agents in unknown environments to optimize performance measures. Off-policy learning methods, like Q-learning, allow learners to make optimal decisions…

Artificial Intelligence · Computer Science 2025-09-10 Mingxuan Li , Junzhe Zhang , Elias Bareinboim

Many sequential decision-making problems that are currently automated, such as those in manufacturing or recommender systems, operate in an environment where there is either little uncertainty, or zero risk of catastrophe. As companies and…

Machine Learning · Computer Science 2023-04-04 Marc Rigter

Although Deep Reinforcement Learning has proven highly effective for complex decision-making problems, it demands significant computational resources and careful parameter adjustment in order to develop successful strategies. Evolution…

Machine Learning · Computer Science 2026-04-02 Adrian Martínez , Ananya Gupta , Hanka Goralija , Mario Rico , Saúl Fenollosa , Tamar Alphaidze

With the fast development of quantitative portfolio optimization in financial engineering, lots of AI-based algorithmic trading strategies have demonstrated promising results, among which reinforcement learning begins to manifest…

Mathematical Finance · Quantitative Finance 2023-03-10 Huifang Huang , Ting Gao , Pengbo Li , Jin Guo , Peng Zhang , Nan Du

We consider a multicast scheme recently proposed for a wireless downlink in [1]. It was shown earlier that power control can significantly improve its performance. However for this system, obtaining optimal power control is intractable…

Networking and Internet Architecture · Computer Science 2019-10-25 Ramkumar Raghu , Pratheek Upadhyaya , Mahadesh Panju , Vaneet Aggarwal , Vinod Sharma

With the rapidly growing expansion in the use of UAVs, the ability to autonomously navigate in varying environments and weather conditions remains a highly desirable but as-of-yet unsolved challenge. In this work, we use Deep Reinforcement…

Computer Vision and Pattern Recognition · Computer Science 2019-12-13 Bruna G. Maciel-Pearson , Letizia Marchegiani , Samet Akcay , Amir Atapour-Abarghouei , James Garforth , Toby P. Breckon

We explore the use of policy gradient methods in reinforcement learning for quantum control via energy landscape shaping of XX-Heisenberg spin chains in a model agnostic fashion. Their performance is compared to finding controllers using…

Quantum Physics · Physics 2022-07-19 I. Khalid , C. A. Weidner , E. A. Jonckheere , S. G. Schirmer , F. C. Langbein

In this work, we introduce a stochastic maximum principle (SMP) approach for solving the reinforcement learning problem with the assumption that the unknowns in the environment can be parameterized based on physics knowledge. For the…

Optimization and Control · Mathematics 2023-06-14 Richard Archibald , Feng Bao , Jiongmin Yong
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