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We consider the learning dynamics of a single reinforcement learning optimal execution trading agent when it interacts with an event driven agent-based financial market model. Trading takes place asynchronously through a matching engine in…

Trading and Market Microstructure · Quantitative Finance 2023-11-23 Matthew Dicks , Andrew Paskaramoorthy , Tim Gebbie

Parameterized movement primitives have been extensively used for imitation learning of robotic tasks. However, the high-dimensionality of the parameter space hinders the improvement of such primitives in the reinforcement learning (RL)…

Robotics · Computer Science 2022-02-14 Samuele Tosatto , Georgia Chalvatzaki , Jan Peters

Reinforcement learning (RL) methods have been shown to be capable of learning intelligent behavior in rich domains. However, this has largely been done in simulated domains without adequate focus on the process of building the simulator. In…

Machine Learning · Computer Science 2019-10-24 Aditya Modi , Nan Jiang , Ambuj Tewari , Satinder Singh

In this work, we consider the problem of computing optimal actions for Reinforcement Learning (RL) agents in a co-operative setting, where the objective is to optimize a common goal. However, in many real-life applications, in addition to…

Artificial Intelligence · Computer Science 2021-01-08 P. Parnika , Raghuram Bharadwaj Diddigi , Sai Koti Reddy Danda , Shalabh Bhatnagar

Many strategic decision-making problems, such as environment design for warehouse robots, can be naturally formulated as bi-level reinforcement learning (RL), where a leader agent optimizes its objective while a follower solves a Markov…

Machine Learning · Computer Science 2026-04-01 Mikoto Kudo , Takumi Tanabe , Akifumi Wachi , Youhei Akimoto

The Newton-Raphson (NR) method is widely used for solving power flow (PF) equations due to its quadratic convergence. However, its performance deteriorates under poor initialization or extreme operating scenarios, e.g., high levels of…

Systems and Control · Electrical Eng. & Systems 2025-11-26 Zeynab Kaseb , Matthias Moller , Lindsay Spoor , Jerry J. Guo , Yu Xiang , Peter Palensky , Pedro P. Vergara

The ability to prepare a physical system in a desired quantum state is central to many areas of physics such as nuclear magnetic resonance, cold atoms, and quantum computing. Yet, preparing states quickly and with high fidelity remains a…

Reward machines (RMs) are an effective approach for addressing non-Markovian rewards in reinforcement learning (RL) through finite-state machines. Traditional RMs, which label edges with propositional logic formulae, inherit the limited…

Artificial Intelligence · Computer Science 2025-03-03 Leo Ardon , Daniel Furelos-Blanco , Roko Parac , Alessandra Russo

Solving multiagent problems can be an uphill task due to uncertainty in the environment, partial observability, and scalability of the problem at hand. Especially in an urban setting, there are more challenges since we also need to maintain…

Artificial Intelligence · Computer Science 2020-11-11 Jiajing Ling , Kushagra Chandak , Akshat Kumar

There is growing interest in reinforcement learning (RL) methods that leverage the simulator's derivatives to improve learning efficiency. While early gradient-based approaches have demonstrated superior performance compared to…

Robotics · Computer Science 2025-09-05 Joseph Amigo , Rooholla Khorrambakht , Elliot Chane-Sane , Nicolas Mansard , Ludovic Righetti

Planning methods can solve temporally extended sequential decision making problems by composing simple behaviors. However, planning requires suitable abstractions for the states and transitions, which typically need to be designed by hand.…

Machine Learning · Computer Science 2019-11-20 Soroush Nasiriany , Vitchyr H. Pong , Steven Lin , Sergey Levine

The past decade has seen the rapid development of Reinforcement Learning, which acquires impressive performance with numerous training resources. However, one of the greatest challenges in RL is generalization efficiency (i.e.,…

Machine Learning · Computer Science 2021-08-18 Qi Yang , Peng Yang , Ke Tang

This paper considers meta-learning problems, where there is a distribution of tasks, and we would like to obtain an agent that performs well (i.e., learns quickly) when presented with a previously unseen task sampled from this distribution.…

Machine Learning · Computer Science 2018-10-23 Alex Nichol , Joshua Achiam , John Schulman

Designing reliable decision strategies for autonomous urban driving is challenging. Reinforcement learning (RL) has been used to automatically derive suitable behavior in uncertain environments, but it does not provide any guarantee on the…

We consider the reinforcement learning (RL) problem with general utilities which consists in maximizing a function of the state-action occupancy measure. Beyond the standard cumulative reward RL setting, this problem includes as particular…

Machine Learning · Computer Science 2023-06-06 Anas Barakat , Ilyas Fatkhullin , Niao He

We design a new iterative algorithm, called REINFORCE-OPT, for solving a general type of optimization problems. This algorithm parameterizes the solution search rule and iteratively updates the parameter using a reinforcement learning (RL)…

Optimization and Control · Mathematics 2025-01-27 Chen Xu , Yun-Bin Zhao , Zhipeng Lu , Ye Zhang

Object-centric representations have recently enabled significant progress in tackling relational reasoning tasks. By building a strong object-centric inductive bias into neural architectures, recent efforts have improved generalization and…

Machine Learning · Computer Science 2021-04-20 Wenling Shang , Lasse Espeholt , Anton Raichuk , Tim Salimans

Branch-and-bound is a systematic enumerative method for combinatorial optimization, where the performance highly relies on the variable selection strategy. State-of-the-art handcrafted heuristic strategies suffer from relatively slow…

Machine Learning · Computer Science 2022-06-15 Tianyu Zhang , Amin Banitalebi-Dehkordi , Yong Zhang

How should an agent decide when and how to plan? A dominant approach builds agents as reactive policies with adaptive computation (e.g., chain-of-thought), trained end-to-end expecting planning to emerge implicitly. Without control over the…

Artificial Intelligence · Computer Science 2026-05-22 Mingkai Deng , Jinyu Hou , Lara Sá Neves , Varad Pimpalkhute , Taylor W. Killian , Zhengzhong Liu , Eric P. Xing

Reinforcement Learning (RL) applications in real-world scenarios must prioritize safety and reliability, which impose strict constraints on agent behavior. Model-based RL leverages predictive world models for action planning and policy…

Artificial Intelligence · Computer Science 2025-06-06 Artem Latyshev , Gregory Gorbov , Aleksandr I. Panov
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