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Deep reinforcement learning for high dimensional, hierarchical control tasks usually requires the use of complex neural networks as functional approximators, which can lead to inefficiency, instability and even divergence in the training…

Machine Learning · Computer Science 2019-11-26 Yuguang Yang

Demonstration-guided reinforcement learning (RL) is a promising approach for learning complex behaviors by leveraging both reward feedback and a set of target task demonstrations. Prior approaches for demonstration-guided RL treat every new…

Machine Learning · Computer Science 2021-07-22 Karl Pertsch , Youngwoon Lee , Yue Wu , Joseph J. Lim

Deep Reinforcement Learning (DRL) has shown outstanding performance on inducing effective action policies that maximize expected long-term return on many complex tasks. Much of DRL work has been focused on sequences of events with discrete…

Machine Learning · Computer Science 2021-05-07 Yeo Jin Kim , Min Chi

Developing professional, structured reasoning on par with human financial analysts and traders remains a central challenge in AI for finance, where markets demand interpretability and trust. Traditional time-series models lack…

Trading and Market Microstructure · Quantitative Finance 2025-09-16 Yijia Xiao , Edward Sun , Tong Chen , Fang Wu , Di Luo , Wei Wang

Deep reinforcement learning (RL) models, despite their efficiency in learning an optimal policy in static environments, easily loses previously learned knowledge (i.e., catastrophic forgetting). It leads RL models to poor performance in…

Machine Learning · Computer Science 2025-09-08 Wonseo Jang , Dongjae Kim

Deep Q-Learning is an important reinforcement learning algorithm, which involves training a deep neural network, called Deep Q-Network (DQN), to approximate the well-known Q-function. Although wildly successful under laboratory conditions,…

Machine Learning · Computer Science 2021-04-13 Arunselvan Ramaswamy , Eyke Hüllermeier

We propose a reinforcement learning (RL) approach to model optimal exercise strategies for option-type products. We pursue the RL avenue in order to learn the optimal action-value function of the underlying stopping problem. In addition to…

Pricing of Securities · Quantitative Finance 2024-06-27 John Ery , Loris Michel

Integrating human expertise with machine learning is crucial for applications demanding high accuracy and safety, such as autonomous driving. This study introduces Interactive Double Deep Q-network (iDDQN), a Human-in-the-Loop (HITL)…

Machine Learning · Computer Science 2026-03-10 Alkis Sygkounas , Ioannis Athanasiadis , Andreas Persson , Michael Felsberg , Amy Loutfi

Reinforcement learning (RL) is an innovative approach to financial decision making, offering specialized solutions to complex investment problems where traditional methods fail. This review analyzes 167 articles from 2017--2025, focusing on…

Computational Finance · Quantitative Finance 2025-12-12 Mohammad Rezoanul Hoque , Md Meftahul Ferdaus , M. Kabir Hassan

Machine learning (ML) has become an attractive tool in information processing, however few ML algorithms have been successfully applied in the quantum domain. We show here how classical reinforcement learning (RL) could be used as a tool…

Quantum Physics · Physics 2020-06-02 Jelena Mackeprang , Durga Bhaktavatsala Rao Dasari , Jörg Wrachtrup

Deep reinforcement learning (DRL) has achieved significant breakthroughs in various tasks. However, most DRL algorithms suffer a problem of generalizing the learned policy which makes the learning performance largely affected even by minor…

Machine Learning · Computer Science 2019-07-11 Zhengyao Jiang , Shan Luo

Deep Reinforcement Learning (DRL) methods often rely on the meticulous tuning of hyperparameters to successfully resolve problems. One of the most influential parameters in optimization procedures based on stochastic gradient descent (SGD)…

Machine Learning · Computer Science 2020-08-05 Ralf Gulde , Marc Tuscher , Akos Csiszar , Oliver Riedel , Alexander Verl

The use of Reinforcement Learning (RL) is still restricted to simulation or to enhance human-operated systems through recommendations. Real-world environments (e.g. industrial robots or power grids) are generally designed with safety…

Machine Learning · Computer Science 2020-08-14 Mathieu Seurin , Philippe Preux , Olivier Pietquin

Recent advances in Reinforcement Learning (RL) largely benefit from the inclusion of Deep Neural Networks, boosting the number of novel approaches proposed in the field of Deep Reinforcement Learning (DRL). These techniques demonstrate the…

Machine Learning · Computer Science 2025-07-30 Giovanni Dispoto , Paolo Bonetti , Marcello Restelli

Deep reinforcement learning (DRL) brings the power of deep neural networks to bear on the generic task of trial-and-error learning, and its effectiveness has been convincingly demonstrated on tasks such as Atari video games and the game of…

Artificial Intelligence · Computer Science 2016-10-04 Marta Garnelo , Kai Arulkumaran , Murray Shanahan

Learning dexterous manipulation in high-dimensional state-action spaces is an important open challenge with exploration presenting a major bottleneck. Although in many cases the learning process could be guided by demonstrations or other…

Recent work applying deep reinforcement learning (DRL) to solve traveling salesman problems (TSP) has shown that DRL-based solvers can be fast and competitive with TSP heuristics for small instances, but do not generalize well to larger…

Machine Learning · Computer Science 2021-10-07 Wenbin Ouyang , Yisen Wang , Shaochen Han , Zhejian Jin , Paul Weng

Deep reinforcement learning (DRL) has demonstrated its potential in solving complex manufacturing decision-making problems, especially in a context where the system learns over time with actual operation in the absence of training data. One…

Machine Learning · Computer Science 2023-04-14 Miguel Neves , Pedro Neto

Despite remarkable successes, Deep Reinforcement Learning (DRL) is not robust to hyperparameterization, implementation details, or small environment changes (Henderson et al. 2017, Zhang et al. 2018). Overcoming such sensitivity is key to…

Machine Learning · Computer Science 2019-01-30 Corentin Tallec , Léonard Blier , Yann Ollivier

Deep Reinforcement Learning (DRL) has achieved impressive success in many applications. A key component of many DRL models is a neural network representing a Q function, to estimate the expected cumulative reward following a state-action…

Machine Learning · Computer Science 2018-07-17 Guiliang Liu , Oliver Schulte , Wang Zhu , Qingcan Li