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The infinite horizon setting is widely adopted for problems of reinforcement learning (RL). These invariably result in stationary policies that are optimal. In many situations, finite horizon control problems are of interest and for such…

Machine Learning · Computer Science 2025-03-21 Soumyajit Guin , Shalabh Bhatnagar

Reinforcement Learning (RL) with rubric-based rewards has recently shown remarkable progress in enhancing general reasoning capabilities of Large Language Models (LLMs), yet still suffers from ineffective exploration confined to curent…

Artificial Intelligence · Computer Science 2026-03-23 Wenjian Zhang , Kongcheng Zhang , Jiaxin Qi , Baisheng Lai , Jianqiang Huang

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

This paper presents a deep reinforcement learning (DRL) framework for dynamic portfolio optimization under market uncertainty and risk. The proposed model integrates a Sharpe ratio-based reward function with direct risk control mechanisms,…

Portfolio Management · Quantitative Finance 2025-11-17 Emmanuel Lwele , Sabuni Emmanuel , Sitali Gabriel Sitali

In distributed optimization, the practical problem-solving performance is essentially sensitive to algorithm selection, parameter setting, problem type and data pattern. Thus, it is often laborious to acquire a highly efficient method for a…

Optimization and Control · Mathematics 2024-01-04 Daokuan Zhu , Tianqi Xu , Jie Lu

Distributional reinforcement learning (DRL) enhances the understanding of the effects of the randomness in the environment by letting agents learn the distribution of a random return, rather than its expected value as in standard…

Optimization and Control · Mathematics 2024-03-26 Zifan Wang , Yulong Gao , Siyi Wang , Michael M. Zavlanos , Alessandro Abate , Karl H. Johansson

Modern deep reinforcement learning (RL) algorithms are motivated by either the generalised policy iteration (GPI) or trust-region learning (TRL) frameworks. However, algorithms that strictly respect these theoretical frameworks have proven…

Machine Learning · Computer Science 2024-11-21 Jakub Grudzien Kuba , Christian Schroeder de Witt , Jakob Foerster

Offline Reinforcement Learning (RL) aims to learn a near-optimal policy from a fixed dataset of transitions collected by another policy. This problem has attracted a lot of attention recently, but most existing methods with strong…

Machine Learning · Computer Science 2023-05-23 Germano Gabbianelli , Gergely Neu , Nneka Okolo , Matteo Papini

Deep reinforcement learning (DRL) has emerged as a powerful framework for solving sequential decision-making problems, achieving remarkable success in a wide range of applications, including game AI, autonomous driving, biomedicine, and…

Machine Learning · Computer Science 2025-05-14 Yinghan Sun , Hongxi Wang , Hua Chen , Wei Zhang

Optimizing objective functions subject to constraints is fundamental in many real-world applications. However, these constraints are often not readily defined and must be inferred from expert agent behaviors, a problem known as Inverse…

Machine Learning · Computer Science 2025-05-19 Bo Yue , Jian Li , Guiliang Liu

Multitask Reinforcement Learning (MTRL) approaches have gained increasing attention for its wide applications in many important Reinforcement Learning (RL) tasks. However, while recent advancements in MTRL theory have focused on the…

Machine Learning · Statistics 2024-03-07 Ziping Xu , Zifan Xu , Runxuan Jiang , Peter Stone , Ambuj Tewari

Traditionally, approximate dynamic programming is employed in dialogue generation with greedy policy improvement through action sampling, as the natural language action space is vast. However, this practice is inefficient for reinforcement…

Computation and Language · Computer Science 2023-05-16 Itsugun Cho , Ryota Takahashi , Yusaku Yanase , Hiroaki Saito

Reinforcement Learning (RL) is a popular machine learning paradigm where intelligent agents interact with the environment to fulfill a long-term goal. Driven by the resurgence of deep learning, Deep RL (DRL) has witnessed great success over…

Machine Learning · Computer Science 2025-09-01 Yunpeng Qing , Shunyu Liu , Jie Song , Yang Zhou , Kaixuan Chen , Huiqiong Wang , Mingli Song

Deep reinforcement learning (RL) has achieved great empirical successes in various domains. However, the large search space of neural networks requires a large amount of data, which makes the current RL algorithms not sample efficient.…

Machine Learning · Computer Science 2020-08-18 Qianli Shen , Yan Li , Haoming Jiang , Zhaoran Wang , Tuo Zhao

Standard model-free deep reinforcement learning (RL) algorithms sample a new initial state for each trial, allowing them to optimize policies that can perform well even in highly stochastic environments. However, problems that exhibit…

Machine Learning · Computer Science 2018-04-30 Dibya Ghosh , Avi Singh , Aravind Rajeswaran , Vikash Kumar , Sergey Levine

Deep reinforcement learning (RL) algorithms can learn complex policies to optimize agent operation over time. RL algorithms have shown promising results in solving complicated problems in recent years. However, their application on…

Machine Learning · Computer Science 2021-09-29 Hamed Khorasgani , Haiyan Wang , Chetan Gupta , Susumu Serita

Reinforcement Learning algorithms are primarily focused on learning a policy that maximizes expected return. As a result, the learned policy can exploit one or few reward sources. However, in many natural situations, it is desirable to…

Machine Learning · Computer Science 2026-03-31 Sagalpreet Singh , Rishi Saket , Aravindan Raghuveer

Designing sample-efficient and computationally feasible reinforcement learning (RL) algorithms is particularly challenging in environments with large or infinite state and action spaces. In this paper, we advance this effort by presenting…

Machine Learning · Computer Science 2024-10-04 Zakaria Mhammedi

Recently deep reinforcement learning (DRL) has achieved outstanding success on solving many difficult and large-scale RL problems. However the high sample cost required for effective learning often makes DRL unaffordable in resource-limited…

Machine Learning · Computer Science 2018-09-06 Gang Chen , Yiming Peng , Mengjie Zhang

We propose stochastic decision horizons (SDH), a theoretically grounded framework for solving constrained RL problems with every-step constraint satisfaction, a desirable property in many real-world applications. In SDH, a constraint…

Machine Learning · Computer Science 2026-05-27 Nikola Milosevic , Leonard Franz , Daniel Haeufle , Georg Martius , Nico Scherf , Pavel Kolev