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This paper proposes a novel approach for Asset-Liability Management (ALM) by employing continuous-time Reinforcement Learning (RL) with a linear-quadratic (LQ) formulation that incorporates both interim and terminal objectives. We develop a…

Machine Learning · Computer Science 2025-09-30 Yilie Huang

Deep reinforcement learning has been shown to be a powerful framework for learning policies from complex high-dimensional sensory inputs to actions in complex tasks, such as the Atari domain. In this paper, we explore output representation…

Machine Learning · Computer Science 2016-06-16 Ishan P. Durugkar , Clemens Rosenbaum , Stefan Dernbach , Sridhar Mahadevan

Although Reinforcement Learning (RL) has shown impressive results in games and simulation, real-world application of RL suffers from its instability under changing environment conditions and hyperparameters. We give a first impression of…

Machine Learning · Computer Science 2022-12-22 Theresa Eimer , Carolin Benjamins , Marius Lindauer

Reinforcement Learning (RL) enables an intelligent agent to optimise its performance in a task by continuously taking action from an observed state and receiving a feedback from the environment in form of rewards. RL typically uses tables…

Artificial Intelligence · Computer Science 2025-01-28 Alberto Castagna

Reinforcement learning (RL) has shown great success in solving many challenging tasks via use of deep neural networks. Although using deep learning for RL brings immense representational power, it also causes a well-known…

Machine Learning · Computer Science 2022-04-18 Sahir , Ercüment İlhan , Srijita Das , Matthew E. Taylor

Many modern commercial sites employ recommender systems to propose relevant content to users. While most systems are focused on maximizing the immediate gain (clicks, purchases or ratings), a better notion of success would be the lifetime…

Machine Learning · Statistics 2017-02-24 Assaf Hallak , Yishay Mansour , Elad Yom-Tov

A key challenge in lifelong reinforcement learning (RL) is the loss of plasticity, where previous learning progress hinders an agent's adaptation to new tasks. While regularization and resetting can help, they require precise hyperparameter…

Machine Learning · Computer Science 2024-10-31 Aneesh Muppidi , Zhiyu Zhang , Heng Yang

We solve active target tracking, one of the essential tasks in autonomous systems, using a deep reinforcement learning (RL) approach. In this problem, an autonomous agent is tasked with acquiring information about targets of interests using…

Machine Learning · Computer Science 2020-06-19 Heejin Jeong , Hamed Hassani , Manfred Morari , Daniel D. Lee , George J. Pappas

A reinforcement learning (RL) control policy could fail in a new/perturbed environment that is different from the training environment, due to the presence of dynamic variations. For controlling systems with continuous state and action…

Robotics · Computer Science 2022-08-31 Y. Cheng , P. Zhao , F. Wang , D. J. Block , N. Hovakimyan

Atari games have been a long-standing benchmark in the reinforcement learning (RL) community for the past decade. This benchmark was proposed to test general competency of RL algorithms. Previous work has achieved good average performance…

Lifelong reinforcement learning (RL) has been developed as a paradigm for extending single-task RL to more realistic, dynamic settings. In lifelong RL, the "life" of an RL agent is modeled as a stream of tasks drawn from a task…

Many real-world problems, such as network packet routing and urban traffic control, are naturally modeled as multi-agent reinforcement learning (RL) problems. However, existing multi-agent RL methods typically scale poorly in the problem…

Artificial Intelligence · Computer Science 2018-05-22 Jakob Foerster , Nantas Nardelli , Gregory Farquhar , Triantafyllos Afouras , Philip H. S. Torr , Pushmeet Kohli , Shimon Whiteson

The last decade has seen an upswing in interest and adoption of reinforcement learning (RL) techniques, in large part due to its demonstrated capabilities at performing certain tasks at "super-human levels". This has incentivized the…

Machine Learning · Computer Science 2025-10-29 Pablo Samuel Castro

In recent years, there has been significant progress in applying deep reinforcement learning (RL) for solving challenging problems across a wide variety of domains. Nevertheless, convergence of various methods has been shown to suffer from…

Machine Learning · Computer Science 2022-08-19 Pranav Khanna , Guy Tennenholtz , Nadav Merlis , Shie Mannor , Chen Tessler

When function approximation is deployed in reinforcement learning (RL), the same problem may be formulated in different ways, often by treating a pre-processing step as a part of the environment or as part of the agent. As a consequence,…

Machine Learning · Computer Science 2020-06-02 Nan Jiang

Lifelong reinforcement learning provides a promising framework for developing versatile agents that can accumulate knowledge over a lifetime of experience and rapidly learn new tasks by building upon prior knowledge. However, current…

Machine Learning · Computer Science 2015-05-22 Haitham Bou Ammar , Rasul Tutunov , Eric Eaton

Reinforcement learning (RL) has demonstrated its ability to solve high dimensional tasks by leveraging non-linear function approximators. However, these successes are mostly achieved by 'black-box' policies in simulated domains. When…

Machine Learning · Computer Science 2021-11-19 Riad Akrour , Davide Tateo , Jan Peters

Despite the fact that deep reinforcement learning (RL) has surpassed human-level performances in various tasks, it still has several fundamental challenges. First, most RL methods require intensive data from the exploration of the…

Machine Learning · Computer Science 2021-07-06 Zhe Xu , Bo Wu , Aditya Ojha , Daniel Neider , Ufuk Topcu

Lifelong learning aims to create AI systems that continuously and incrementally learn during a lifetime, similar to biological learning. Attempts so far have met problems, including catastrophic forgetting, interference among tasks, and the…

Machine Learning · Computer Science 2023-08-02 Eseoghene Ben-Iwhiwhu , Saptarshi Nath , Praveen K. Pilly , Soheil Kolouri , Andrea Soltoggio

Reinforcement learning (RL) is one of the active fields in machine learning, demonstrating remarkable potential in tackling real-world challenges. Despite its promising prospects, this methodology has encountered with issues and challenges,…

Machine Learning · Computer Science 2024-11-21 Alireza Rashidi Laleh , Majid Nili Ahmadabadi