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We present a detailed study of Deep Q-Networks in finite environments, emphasizing the impact of epsilon-greedy exploration schedules and prioritized experience replay. Through systematic experimentation, we evaluate how variations in…

Machine Learning · Computer Science 2025-11-06 Daniel Perkins , Oscar J. Escobar , Luke Green

Despite the great empirical success of deep reinforcement learning, its theoretical foundation is less well understood. In this work, we make the first attempt to theoretically understand the deep Q-network (DQN) algorithm (Mnih et al.,…

Machine Learning · Computer Science 2020-02-25 Jianqing Fan , Zhaoran Wang , Yuchen Xie , Zhuoran Yang

A primary requirement for any reinforcement learning method is that it should produce policies that improve upon the initial guess. In this work, we show that the widely used Deep Q-Network (DQN) fails to satisfy this minimal criterion --…

Machine Learning · Computer Science 2025-06-18 Aditya Gopalan , Gugan Thoppe

Deep Q-learning Network (DQN) is a successful way which combines reinforcement learning with deep neural networks and leads to a widespread application of reinforcement learning. One challenging problem when applying DQN or other…

Machine Learning · Computer Science 2022-09-19 Zhe Zhang , Yukun Zou , Junjie Lai , Qing Xu

We establish a continuous-time framework for analyzing Deep Q-Networks (DQNs) via stochastic control and Forward-Backward Stochastic Differential Equations (FBSDEs). Considering a continuous-time Markov Decision Process (MDP) driven by a…

Machine Learning · Computer Science 2025-05-06 Qian Qi

Massive practical works addressed by Deep Q-network (DQN) algorithm have indicated that stochastic policy, despite its simplicity, is the most frequently used exploration approach. However, most existing stochastic exploration approaches…

Machine Learning · Computer Science 2022-06-22 Wenhui Huang , Cong Zhang , Jingda Wu , Xiangkun He , Jie Zhang , Chen Lv

While many sophisticated exploration methods have been proposed, their lack of generality and high computational cost often lead researchers to favor simpler methods like $\epsilon$-greedy. Motivated by this, we introduce $\beta$-DQN, a…

Machine Learning · Computer Science 2025-10-29 Hongming Zhang , Fengshuo Bai , Chenjun Xiao , Chao Gao , Bo Xu , Martin Müller

This paper provides a theoretical study of deep neural function approximation in reinforcement learning (RL) with the $\epsilon$-greedy exploration under the online setting. This problem setting is motivated by the successful deep…

Machine Learning · Computer Science 2022-10-18 Fanghui Liu , Luca Viano , Volkan Cevher

We propose Deep Q-Networks (DQN) with model-based exploration, an algorithm combining both model-free and model-based approaches that explores better and learns environments with sparse rewards more efficiently. DQN is a general-purpose,…

Machine Learning · Computer Science 2019-03-25 Stephen Zhen Gou , Yuyang Liu

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

The deep Q-network (DQN) and return-based reinforcement learning are two promising algorithms proposed in recent years. DQN brings advances to complex sequential decision problems, while return-based algorithms have advantages in making use…

Machine Learning · Computer Science 2019-12-02 Wenjia Meng , Qian Zheng , Long Yang , Pengfei Li , Gang Pan

We study reinforcement learning (RL) in high dimensional episodic Markov decision processes (MDP). We consider value-based RL when the optimal Q-value is a linear function of d-dimensional state-action feature representation. For instance,…

Artificial Intelligence · Computer Science 2019-09-10 Kamyar Azizzadenesheli , Animashree Anandkumar

The Deep Q-Network proposed by Mnih et al. [2015] has become a benchmark and building point for much deep reinforcement learning research. However, replicating results for complex systems is often challenging since original scientific…

Machine Learning · Computer Science 2017-11-22 Melrose Roderick , James MacGlashan , Stefanie Tellex

We present a novel definition of the reinforcement learning state, actions and reward function that allows a deep Q-network (DQN) to learn to control an optimization hyperparameter. Using Q-learning with experience replay, we train two DQNs…

Optimization and Control · Mathematics 2016-06-21 Samantha Hansen

Despite the empirical success of the deep Q network (DQN) reinforcement learning algorithm and its variants, DQN is still not well understood and it does not guarantee convergence. In this work, we show that DQN can indeed diverge and cease…

Machine Learning · Computer Science 2022-05-04 Zhikang T. Wang , Masahito Ueda

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

This paper investigates the effectiveness of adversarial training in enhancing the robustness of Deep Q-Network (DQN) policies to state-space perturbations. We first present a formal analysis of adversarial training in DQN agents and its…

Machine Learning · Computer Science 2019-06-05 Vahid Behzadan , William Hsu

A deep learning approach to reinforcement learning led to a general learner able to train on visual input to play a variety of arcade games at the human and superhuman levels. Its creators at the Google DeepMind's team called the approach:…

Machine Learning · Computer Science 2015-12-08 Ivan Sorokin , Alexey Seleznev , Mikhail Pavlov , Aleksandr Fedorov , Anastasiia Ignateva

Over the past decade, remarkable progress has been made in adopting deep neural networks to enhance the performance of conventional reinforcement learning. A notable milestone was the development of Deep Q-Networks (DQN), which achieved…

Systems and Control · Electrical Eng. & Systems 2025-07-14 Klinsmann Agyei , Pouria Sarhadi , Daniel Polani

The performance of Deep Q-Networks (DQN) is critically dependent on the ability of its underlying neural network to accurately approximate the action-value function. Standard function approximators, such as multi-layer perceptrons, may…

Machine Learning · Computer Science 2025-08-21 Saman Yazdannik , Morteza Tayefi , Shamim Sanisales
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