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Reinforcement Learning (RL) has achieved state-of-the-art results in domains such as robotics and games. We build on this previous work by applying RL algorithms to a selection of canonical online stochastic optimization problems with a…

Reinforcement Learning (RL) is a potent tool for sequential decision-making and has achieved performance surpassing human capabilities across many challenging real-world tasks. As the extension of RL in the multi-agent system domain,…

Artificial Intelligence · Computer Science 2024-08-20 Ruiqi Zhang , Jing Hou , Florian Walter , Shangding Gu , Jiayi Guan , Florian Röhrbein , Yali Du , Panpan Cai , Guang Chen , Alois Knoll

Offline reinforcement learning (RL) is challenged by the distributional shift between learning policies and datasets. To address this problem, existing works mainly focus on designing sophisticated algorithms to explicitly or implicitly…

Machine Learning · Computer Science 2022-10-18 Yang Yue , Bingyi Kang , Xiao Ma , Zhongwen Xu , Gao Huang , Shuicheng Yan

Over the recent years, Reinforcement Learning combined with Deep Learning techniques has successfully proven to solve complex problems in various domains, including robotics, self-driving cars, and finance. In this paper, we are introducing…

Machine Learning · Computer Science 2023-09-19 Petr Bobák , Ladislav Čmolík , Martin Čadík

Distributionally robust offline reinforcement learning (RL), which seeks robust policy training against environment perturbation by modeling dynamics uncertainty, calls for function approximations when facing large state-action spaces.…

Machine Learning · Computer Science 2025-11-03 Zhishuai Liu , Pan Xu

Consistently checking the statistical significance of experimental results is the first mandatory step towards reproducible science. This paper presents a hitchhiker's guide to rigorous comparisons of reinforcement learning algorithms.…

Methodology · Statistics 2022-08-30 Cédric Colas , Olivier Sigaud , Pierre-Yves Oudeyer

In the Bayesian Reinforcement Learning (BRL) setting, agents try to maximise the collected rewards while interacting with their environment while using some prior knowledge that is accessed beforehand. Many BRL algorithms have already been…

Artificial Intelligence · Computer Science 2016-09-28 Michael Castronovo , Damien Ernst , Adrien Couetoux , Raphael Fonteneau

Execution algorithms are vital to modern trading, they enable market participants to execute large orders while minimising market impact and transaction costs. As these algorithms grow more sophisticated, optimising them becomes…

Computational Finance · Quantitative Finance 2025-10-28 Ollie Olby , Andreea Bacalum , Rory Baggott , Namid Stillman

In recent years, significant progress has been made in solving challenging problems across various domains using deep reinforcement learning (RL). Reproducing existing work and accurately judging the improvements offered by novel methods is…

Machine Learning · Computer Science 2019-01-31 Peter Henderson , Riashat Islam , Philip Bachman , Joelle Pineau , Doina Precup , David Meger

In recent years, on-policy reinforcement learning (RL) has been successfully applied to many different continuous control tasks. While RL algorithms are often conceptually simple, their state-of-the-art implementations take numerous low-…

Machine learning models frequently experience performance drops under distribution shifts. The underlying cause of such shifts may be multiple simultaneous factors such as changes in data quality, differences in specific covariate…

Machine Learning · Computer Science 2023-06-07 Haoran Zhang , Harvineet Singh , Marzyeh Ghassemi , Shalmali Joshi

We study the robustness of reinforcement learning (RL) with adversarially perturbed state observations, which aligns with the setting of many adversarial attacks to deep reinforcement learning (DRL) and is also important for rolling out…

Machine Learning · Computer Science 2021-01-22 Huan Zhang , Hongge Chen , Duane Boning , Cho-Jui Hsieh

Safe Reinforcement Learning (RL) algorithms are typically evaluated under fixed training conditions. We investigate whether training-time safety guarantees transfer to deployment under distribution shift, using diabetes management as a…

Machine Learning · Computer Science 2026-05-26 Minjae Kwon , Josephine Lamp , Lu Feng

Reinforcement learning (RL) has been shown to be effective at learning control from experience. However, RL typically requires a large amount of online interaction with the environment. This limits its applicability to real-world settings,…

When decisions are made at high frequency, traditional reinforcement learning (RL) methods struggle to accurately estimate action values. In turn, their performance is inconsistent and often poor. Whether the performance of distributional…

Machine Learning · Computer Science 2024-10-16 Harley Wiltzer , Marc G. Bellemare , David Meger , Patrick Shafto , Yash Jhaveri

Recent techniques in dynamical scheduling and resource management have found applications in warehouse environments due to their ability to organize and prioritize tasks in a higher temporal resolution. The rise of deep reinforcement…

Machine Learning · Computer Science 2022-03-08 Stelios Stavroulakis , Biswa Sengupta

Distributional reinforcement learning demonstrates state-of-the-art performance in continuous and discrete control settings with the features of variance and risk, which can be used to explore. However, the exploration method employing the…

Machine Learning · Computer Science 2022-07-04 Jihwan Oh , Joonkee Kim , Se-Young Yun

This tutorial provides a comprehensive survey of methods for fine-tuning diffusion models to optimize downstream reward functions. While diffusion models are widely known to provide excellent generative modeling capability, practical…

Machine Learning · Computer Science 2024-07-19 Masatoshi Uehara , Yulai Zhao , Tommaso Biancalani , Sergey Levine

In the era of deep reinforcement learning, making progress is more complex, as the collected experience must be compressed into a deep model for future exploitation and sampling. Many papers have shown that training a deep learning policy…

Machine Learning · Computer Science 2025-08-05 Glen Berseth

While deep reinforcement learning (RL) has fueled multiple high-profile successes in machine learning, it is held back from more widespread adoption by its often poor data efficiency and the limited generality of the policies it produces. A…

Machine Learning · Computer Science 2025-05-30 Jacob Beck , Risto Vuorio , Evan Zheran Liu , Zheng Xiong , Luisa Zintgraf , Chelsea Finn , Shimon Whiteson