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In finance, sequential decision problems are often faced, for which reinforcement learning (RL) emerges as a promising tool for optimisation without the need of analytical tractability. However, the objective of classical RL is the expected…

Computational Finance · Quantitative Finance 2026-02-13 Federico Cacciamani , Roberto Daluiso , Marco Pinciroli , Michele Trapletti , Edoardo Vittori

One of the main challenges in real-world reinforcement learning is to learn successfully from limited training samples. We show that in certain settings, the available data can be dramatically increased through a form of multi-task…

Machine Learning · Computer Science 2021-02-19 Desmond Cai , Shiau Hong Lim , Laura Wynter

Solving tasks in Reinforcement Learning is no easy feat. As the goal of the agent is to maximize the accumulated reward, it often learns to exploit loopholes and misspecifications in the reward signal resulting in unwanted behavior. While…

Machine Learning · Computer Science 2018-12-27 Chen Tessler , Daniel J. Mankowitz , Shie Mannor

This work deals with the design optimization of electrical machines under the consideration of manufacturing uncertainties. In order to efficiently quantify the uncertainty, blackbox machine learning methods are employed. A multi-objective…

Computational Engineering, Finance, and Science · Computer Science 2023-11-27 Morten Huber , Mona Fuhrländer , Sebastian Schöps

In the world of advice and financial planning, there is seldom one right answer. While traditional algorithms have been successful in solving linear problems, its success often depends on choosing the right features from a dataset, which…

Statistical Finance · Quantitative Finance 2021-10-26 Shareefuddin Mohammed , Rusty Bealer , Jason Cohen

Reinforcement learning is widely used for dialogue policy optimization where the reward function often consists of more than one component, e.g., the dialogue success and the dialogue length. In this work, we propose a structured method for…

In this paper, we present a comprehensive, in-depth survey of the literature on reinforcement learning approaches to decision optimization problems in a typical ridesharing system. Papers on the topics of rideshare matching, vehicle…

Machine Learning · Computer Science 2022-10-25 Zhiwei Qin , Hongtu Zhu , Jieping Ye

In this work we introduce reinforcement learning techniques for solving lexicographic multi-objective problems. These are problems that involve multiple reward signals, and where the goal is to learn a policy that maximises the first reward…

Machine Learning · Computer Science 2022-12-29 Joar Skalse , Lewis Hammond , Charlie Griffin , Alessandro Abate

This paper is dedicated to the application of reinforcement learning combined with neural networks to the general formulation of user scheduling problem. Our simulator resembles real world problems by means of stochastic changes in…

Artificial Intelligence · Computer Science 2020-11-10 Filipp Skomorokhov , George Ovchinnikov

Optimization is offered as an objective approach to resolving complex, real-world decisions involving uncertainty and conflicting interests. It drives business strategies as well as public policies and, increasingly, lies at the heart of…

Artificial Intelligence · Computer Science 2023-08-01 Benjamin Laufer , Thomas Krendl Gilbert , Helen Nissenbaum

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

Generative models form the backbone of modern machine learning, underpinning state-of-the-art systems in text, vision, and multimodal applications. While Maximum Likelihood Estimation has traditionally served as the dominant training…

Reinforcement Learning (RL) has emerged as a powerful tool for neural combinatorial optimization, enabling models to learn heuristics that solve complex problems without requiring expert knowledge. Despite significant progress, existing RL…

Machine Learning · Computer Science 2025-05-14 Mingjun Pan , Guanquan Lin , You-Wei Luo , Bin Zhu , Zhien Dai , Lijun Sun , Chun Yuan

Evolutionary strategies have recently been shown to achieve competing levels of performance for complex optimization problems in reinforcement learning. In such problems, one often needs to optimize an objective function subject to a set of…

Neural and Evolutionary Computing · Computer Science 2022-02-23 Youssef Diouane , Aurelien Lucchi , Vihang Patil

Optimization problems are ubiquitous in our societies and are present in almost every segment of the economy. Most of these optimization problems are NP-hard and computationally demanding, often requiring approximate solutions for…

Optimization and Control · Mathematics 2021-06-23 James Kotary , Ferdinando Fioretto , Pascal Van Hentenryck

Many real-world problems require trading off multiple competing objectives. However, these objectives are often in different units and/or scales, which can make it challenging for practitioners to express numerical preferences over…

Asset allocation using reinforcement learning has advantages such as flexibility in goal setting and utilization of various information. However, existing asset allocation methods do not consider the following viewpoints in solving the…

Computational Finance · Quantitative Finance 2022-07-07 Jungyu Ahn , Sungwoo Park , Jiwoon Kim , Ju-hong Lee

Reinforcement learning for the optimization of quantum circuits uses an agent whose goal is to maximize the value of a reward function that decides what is correct and what is wrong during the exploration of the search space. It is an open…

Quantum Physics · Physics 2023-11-22 Ioana Moflic , Alexandru Paler

This paper studies the ubiquitous problem of liquidating large quantities of highly correlated stocks, a task frequently encountered by institutional investors and proprietary trading firms. Traditional methods in this setting suffer from…

Trading and Market Microstructure · Quantitative Finance 2025-02-13 Moustapha Pemy , Na Zhang

In recent years, there has been a growing trend of applying Reinforcement Learning (RL) in financial applications. This approach has shown great potential to solve decision-making tasks in finance. In this survey, we present a comprehensive…

Computational Finance · Quantitative Finance 2024-11-21 Yahui Bai , Yuhe Gao , Runzhe Wan , Sheng Zhang , Rui Song