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Deep Reinforcement Learning has shown significant progress in extracting useful representations from high-dimensional inputs albeit using hand-crafted auxiliary tasks and pseudo rewards. Automatically learning such representations in an…

Machine Learning · Computer Science 2023-06-28 Somjit Nath , Gopeshh Raaj Subbaraj , Khimya Khetarpal , Samira Ebrahimi Kahou

With the increasing power of computers and the rapid development of self-learning methodologies such as machine learning and artificial intelligence, the problem of constructing an automatic Financial Trading Systems (FTFs) becomes an…

Trading and Market Microstructure · Quantitative Finance 2019-08-29 Haoqian Li , Thomas Lau

In inaccessible environments with uncertain task demands, robots often rely on general-purpose tools that lack predefined usage strategies. These tools are not tailored for particular operations, making their longevity highly sensitive to…

Robotics · Computer Science 2025-07-28 Po-Yen Wu , Cheng-Yu Kuo , Yuki Kadokawa , Takamitsu Matsubara

Quantifying the value of data is a fundamental problem in machine learning. Data valuation has multiple important use cases: (1) building insights about the learning task, (2) domain adaptation, (3) corrupted sample discovery, and (4)…

Machine Learning · Computer Science 2019-09-27 Jinsung Yoon , Sercan O. Arik , Tomas Pfister

Efficient exploration in reinforcement learning is a challenging problem commonly addressed through intrinsic rewards. Recent prominent approaches are based on state novelty or variants of artificial curiosity. However, directly applying…

Machine Learning · Computer Science 2022-11-21 Aditya Ramesh , Louis Kirsch , Sjoerd van Steenkiste , Jürgen Schmidhuber

In retail warehouses, returned products are typically placed in an intermediate storage until a decision regarding further shipment to stores is made. The longer products are held in storage, the higher the inefficiency and costs of the…

Machine Learning · Computer Science 2025-01-27 Pascal Linden , Nathalie Paul , Tim Wirtz , Stefan Wrobel

Given the inherent non-stationarity prevalent in real-world applications, continual Reinforcement Learning (RL) aims to equip the agent with the capability to address a series of sequentially presented decision-making tasks. Within this…

Machine Learning · Computer Science 2024-11-19 Feng Chen , Fuguang Han , Cong Guan , Lei Yuan , Zhilong Zhang , Yang Yu , Zongzhang Zhang

Online matching problems arise in many complex systems, from cloud services and online marketplaces to organ exchange networks, where timely, principled decisions are critical for maintaining high system performance. Traditional heuristics…

Machine Learning · Statistics 2025-10-09 Chiara Mignacco , Matthieu Jonckheere , Gilles Stoltz

Reinforcement learning (RL) has shown promise in solving various combinatorial optimization problems. However, conventional RL faces challenges when dealing with complex, real-world constraints, especially when action space feasibility is…

Machine Learning · Computer Science 2025-08-12 Jaike van Twiller , Yossiri Adulyasak , Erick Delage , Djordje Grbic , Rune Møller Jensen

Visual Reinforcement Learning is a popular and powerful framework that takes full advantage of the Deep Learning breakthrough. It is known that variations in input domains (e.g., different panorama colors due to seasonal changes) or task…

Machine Learning · Computer Science 2025-02-19 Antonio Pio Ricciardi , Valentino Maiorca , Luca Moschella , Riccardo Marin , Emanuele Rodolà

Reinforcement learning (RL) is a powerful machine learning technique that enables an intelligent agent to learn an optimal policy that maximizes the cumulative rewards in sequential decision making. Most of methods in the existing…

Machine Learning · Statistics 2023-01-06 Chengchun Shi , Zhengling Qi , Jianing Wang , Fan Zhou

We approach the continuous-time mean-variance (MV) portfolio selection with reinforcement learning (RL). The problem is to achieve the best tradeoff between exploration and exploitation, and is formulated as an entropy-regularized, relaxed…

Portfolio Management · Quantitative Finance 2019-05-07 Haoran Wang , Xun Yu Zhou

Reinforcement learning (RL) is a general framework for adaptive control, which has proven to be efficient in many domains, e.g., board games, video games or autonomous vehicles. In such problems, an agent faces a sequential decision-making…

Machine Learning · Computer Science 2020-06-16 Olivier Buffet , Olivier Pietquin , Paul Weng

We propose a new perspective on representation learning in reinforcement learning based on geometric properties of the space of value functions. We leverage this perspective to provide formal evidence regarding the usefulness of value…

Reinforcement learning (RL) promises a framework for near-universal problem-solving. In practice however, RL algorithms are often tailored to specific benchmarks, relying on carefully tuned hyperparameters and algorithmic choices. Recently,…

Machine Learning · Computer Science 2025-01-28 Scott Fujimoto , Pierluca D'Oro , Amy Zhang , Yuandong Tian , Michael Rabbat

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

While research of reinforcement learning applied to financial markets predominantly concentrates on finding optimal behaviours, it is worth to realize that the reinforcement learning returns $G_t$ and state value functions themselves are of…

Statistical Finance · Quantitative Finance 2024-05-21 Colin D. Grab

In reinforcement learning, two objective functions have been developed extensively in the literature: discounted and averaged rewards. The generalization to an entropy-regularized setting has led to improved robustness and exploration for…

Machine Learning · Computer Science 2025-01-20 Jacob Adamczyk , Volodymyr Makarenko , Stas Tiomkin , Rahul V. Kulkarni

Reinforcement Learning (RL) has empowered Large Language Models (LLMs) with strong reasoning capabilities, but vanilla RL mainly focuses on generation capability improvement by training with only first-order rollout (generating multiple…

Computation and Language · Computer Science 2026-02-27 Zhe Yang , Yudong Wang , Rang Li , Zhifang Sui

Reinforcement learning (RL) policies are typically trained for fixed objectives, making reuse difficult when task requirements change. We study inference-time policy reuse: given a library of pre-trained policies and a new composite…

Machine Learning · Computer Science 2026-04-29 Ihor Vitenko , Noha Ibrahim , Sihem Amer-Yahia
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