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This study enhances a Deep Q-Network (DQN) trading model by incorporating advanced techniques like Prioritized Experience Replay, Regularized Q-Learning, Noisy Networks, Dueling, and Double DQN. Extensive tests on assets like BTC/USD and…

Computational Finance · Quantitative Finance 2023-11-21 Gang Hu

With the help of special neuromorphic hardware, spiking neural networks (SNNs) are expected to realize artificial intelligence (AI) with less energy consumption. It provides a promising energy-efficient way for realistic control tasks by…

Neural and Evolutionary Computing · Computer Science 2024-05-09 Ding Chen , Peixi Peng , Tiejun Huang , Yonghong Tian

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

For continuous action spaces, actor-critic methods are widely used in online reinforcement learning (RL). However, unlike RL algorithms for discrete actions, which generally model the optimal value function using the Bellman optimality…

Machine Learning · Computer Science 2025-08-14 Motoki Omura , Kazuki Ota , Takayuki Osa , Yusuke Mukuta , Tatsuya Harada

Real-world reinforcement learning tasks often involve some form of partial observability where the observations only give a partial or noisy view of the true state of the world. Such tasks typically require some form of memory, where the…

Machine Learning · Computer Science 2022-11-11 Kevin Esslinger , Robert Platt , Christopher Amato

Model-based reinforcement learning uses models to plan, where the predictions and policies of an agent can be improved by using more computation without additional data from the environment, thereby improving sample efficiency. However,…

Machine Learning · Computer Science 2023-02-22 Animesh Kumar Paul , Videh Raj Nema

Multi-agent reinforcement learning (MARL) has become a significant research topic due to its ability to facilitate learning in complex environments. In multi-agent tasks, the state-action value, commonly referred to as the Q-value, can vary…

Artificial Intelligence · Computer Science 2024-06-13 Zhenglong Luo , Zhiyong Chen , James Welsh

In this study, we consider the application of max-plus-linear approximators for Q-function in offline reinforcement learning of discounted Markov decision processes. In particular, we incorporate these approximators to propose novel fitted…

Optimization and Control · Mathematics 2025-03-11 Y. Liu , M. A. S. Kolarijani

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

The Q-learning algorithm is known to be affected by the maximization bias, i.e. the systematic overestimation of action values, an important issue that has recently received renewed attention. Double Q-learning has been proposed as an…

Machine Learning · Computer Science 2021-02-03 Rong Zhu , Mattia Rigotti

Reinforcement learning has exceeded human-level performance in game playing AI with deep learning methods according to the experiments from DeepMind on Go and Atari games. Deep learning solves high dimension input problems which stop the…

Machine Learning · Computer Science 2019-09-12 Yue Zheng

We formulate an efficient approximation for multi-agent batch reinforcement learning, the approximated multi-agent fitted Q iteration (AMAFQI). We present a detailed derivation of our approach. We propose an iterative policy search and show…

Machine Learning · Computer Science 2023-04-06 Antoine Lesage-Landry , Duncan S. Callaway

Imitation learning traditionally requires complete state-action demonstrations from optimal or near-optimal experts. These requirements severely limit practical applicability, as many real-world scenarios provide only state observations…

Machine Learning · Computer Science 2025-11-06 Iason Chrysomallis , Georgios Chalkiadakis

Policies for complex visual tasks have been successfully learned with deep reinforcement learning, using an approach called deep Q-networks (DQN), but relatively large (task-specific) networks and extensive training are needed to achieve…

Using deep neural nets as function approximator for reinforcement learning tasks have recently been shown to be very powerful for solving problems approaching real-world complexity. Using these results as a benchmark, we discuss the role…

Machine Learning · Computer Science 2016-01-21 Vincent François-Lavet , Raphael Fonteneau , Damien Ernst

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

Double Q-learning is a classical control algorithm that mitigates the maximization bias of Q-learning. To do so, it explicitly trains two independent action-value functions and uses them to decouple action-selection and action-evaluation…

Machine Learning · Computer Science 2026-05-18 Prabhat Nagarajan , Martha White , Marlos C. Machado

Deep Reinforcement Learning methods have achieved state of the art performance in learning control policies for the games in the Atari 2600 domain. One of the important parameters in the Arcade Learning Environment (ALE) is the frame skip…

Machine Learning · Computer Science 2020-09-23 Aravind Srinivas , Sahil Sharma , Balaraman Ravindran

This paper introduces Q-learning with gradient target tracking, a novel reinforcement learning framework that provides a learned continuous target update mechanism as an alternative to the conventional hard update paradigm. In the standard…

Machine Learning · Computer Science 2025-07-21 Bum Geun Park , Taeho Lee , Donghwan Lee

Double Q-learning is a classical method for reducing overestimation bias, which is caused by taking maximum estimated values in the Bellman operation. Its variants in the deep Q-learning paradigm have shown great promise in producing…

Machine Learning · Computer Science 2022-01-17 Zhizhou Ren , Guangxiang Zhu , Hao Hu , Beining Han , Jianglun Chen , Chongjie Zhang