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Distributionally robust reinforcement learning (DRRL) focuses on designing policies that achieve good performance under model uncertainties. The goal is to maximize the worst-case long-term discounted reward, where the data for RL comes…

Machine Learning · Computer Science 2026-03-17 Saptarshi Mandal , Yashaswini Murthy , R. Srikant

Despite recent advances in improving the sample-efficiency of reinforcement learning (RL) algorithms, designing an RL algorithm that can be practically deployed in real-world environments remains a challenge. In this paper, we present…

Robotics · Computer Science 2024-07-11 Younggyo Seo , Jafar Uruç , Stephen James

Deep reinforcement learning (DRL) has reached super human levels in complex tasks like game solving (Go and autonomous driving). However, it remains an open question whether DRL can reach human level in applications to financial problems…

Portfolio Management · Quantitative Finance 2020-11-10 Eric Benhamou , David Saltiel , Jean-Jacques Ohana , Jamal Atif

Deep reinforcement learning (RL) is an optimization-driven framework for producing control strategies for general dynamical systems without explicit reliance on process models. Good results have been reported in simulation. Here we…

Systems and Control · Electrical Eng. & Systems 2022-01-14 Nathan P. Lawrence , Michael G. Forbes , Philip D. Loewen , Daniel G. McClement , Johan U. Backstrom , R. Bhushan Gopaluni

Reinforcement learning (RL) is a classical tool to solve network control or policy optimization problems in unknown environments. The original Q-learning suffers from performance and complexity challenges across very large networks. Herein,…

Machine Learning · Computer Science 2024-09-02 Talha Bozkus , Urbashi Mitra

Market makers play a key role in financial markets by providing liquidity. They usually fill order books with buy and sell limit orders in order to provide traders alternative price levels to operate. This paper focuses precisely on the…

Machine Learning · Computer Science 2021-12-10 Oscar Fernández Vicente , Fernando Fernández Rebollo , Francisco Javier García Polo

Deep Reinforcement Learning (DRL) is a powerful framework for solving complex sequential decision-making problems, particularly in robotic control. However, its practical deployment is often hindered by the substantial amount of experience…

With the development of experimental quantum technology, quantum control has attracted increasing attention due to the realization of controllable artificial quantum systems. However, because quantum-mechanical systems are often too…

Quantum Physics · Physics 2022-12-22 Zhikang Wang

Deep Reinforcement Learning (DRL) has become a powerful methodology to solve complex decision-making problems. However, DRL has several limitations when used in real-world problems (e.g., robotics applications). For instance, long training…

Robotics · Computer Science 2019-08-15 Rodrigo Pérez-Dattari , Carlos Celemin , Javier Ruiz-del-Solar , Jens Kober

We model short-duration (e.g. day) trading in financial markets as a sequential decision-making problem under uncertainty, with the added complication of continual concept-drift. We, therefore, employ meta reinforcement learning via the RL2…

Artificial Intelligence · Computer Science 2023-02-20 S I Harini , Gautam Shroff , Ashwin Srinivasan , Prayushi Faldu , Lovekesh Vig

The inherent volatility and dynamic fluctuations within the financial stock market underscore the necessity for investors to employ a comprehensive and reliable approach that integrates risk management strategies, market trends, and the…

Trading and Market Microstructure · Quantitative Finance 2024-11-13 Alhassan S. Yasin , Prabdeep S. Gill

Modular, distributed and multi-core architectures are currently considered a promising approach for scalability of quantum computing systems. The integration of multiple Quantum Processing Units necessitates classical and quantum-coherent…

Quantum Physics · Physics 2026-04-28 Enrico Russo , Maurizio Palesi , Davide Patti , Giuseppe Ascia , Vincenzo Catania

The fine-tuning of pre-trained large language models (LLMs) using reinforcement learning (RL) is generally formulated as direct policy optimization. This approach was naturally favored as it efficiently improves a pretrained LLM, seen as an…

Double Q-learning is a classical control algorithm that mitigates the maximization bias of Q-learning. To do so, it explicitly trains two independent action-value functions and uses them to decouple action-selection and action-evaluation…

Machine Learning · Computer Science 2026-05-18 Prabhat Nagarajan , Martha White , Marlos C. Machado

Deep reinforcement learning (DRL), acting as a novel and powerful paradigm for quantum optimal control, offers transformative opportunities for advancing neutral-atom quantum computing. In this work, we theoretically demonstrate a DRL-based…

Quantum Physics · Physics 2026-05-07 Yue Cai , Hanlin Zhang , Keye Zhang , Jing Qian

Deep reinforcement learning (DRL) has shown huge potentials in building financial market simulators recently. However, due to the highly complex and dynamic nature of real-world markets, raw historical financial data often involve large…

Trading and Market Microstructure · Quantitative Finance 2022-03-03 Xiao-Yang Liu , Jingyang Rui , Jiechao Gao , Liuqing Yang , Hongyang Yang , Zhaoran Wang , Christina Dan Wang , Jian Guo

Deep reinforcement learning (DRL) is a promising way to achieve human-like autonomous driving. However, the low sample efficiency and difficulty of designing reward functions for DRL would hinder its applications in practice. In light of…

Robotics · Computer Science 2021-10-29 Zhiyu Huang , Jingda Wu , Chen Lv

More and more stock trading strategies are constructed using deep reinforcement learning (DRL) algorithms, but DRL methods originally widely used in the gaming community are not directly adaptable to financial data with low signal-to-noise…

Computational Finance · Quantitative Finance 2023-07-27 Jie Zou , Jiashu Lou , Baohua Wang , Sixue Liu

Reinforcement Learning (RL) plays a crucial role in aligning large language models (LLMs) with human preferences and improving their ability to perform complex tasks. However, current approaches either require significant computational…

Machine Learning · Computer Science 2025-02-12 Kaixuan Ji , Guanlin Liu , Ning Dai , Qingping Yang , Renjie Zheng , Zheng Wu , Chen Dun , Quanquan Gu , Lin Yan

The widespread use of knowledge graphs in various fields has brought about a challenge in effectively integrating and updating information within them. When it comes to incorporating contexts, conventional methods often rely on rules or…

Artificial Intelligence · Computer Science 2024-04-22 Ngoc Quach , Qi Wang , Zijun Gao , Qifeng Sun , Bo Guan , Lillian Floyd
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