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In many computational science and engineering applications, the output of a system of interest corresponding to a given input can be queried at different levels of fidelity with different costs. Typically, low-fidelity data is cheap and…

Machine Learning · Computer Science 2022-06-13 Sami Khairy , Prasanna Balaprakash

Reinforcement learning (RL) algorithms have been around for decades and employed to solve various sequential decision-making problems. These algorithms however have faced great challenges when dealing with high-dimensional environments. The…

Machine Learning · Computer Science 2020-04-01 Thanh Thi Nguyen , Ngoc Duy Nguyen , Saeid Nahavandi

The optimization of electrical circuits is a difficult and time-consuming process performed by experts, but also increasingly by sophisticated algorithms. In this paper, a reinforcement learning (RL) approach is adapted to optimize a LLC…

Machine Learning · Computer Science 2023-03-02 Georg Kruse , Dominik Happel , Stefan Ditze , Stefan Ehrlich , Andreas Rosskopf

Cryptocurrency is a cryptography-based digital asset with extremely volatile prices. Around USD 70 billion worth of cryptocurrency is traded daily on exchanges. Trading cryptocurrency is difficult due to the inherent volatility of the…

Computational Finance · Quantitative Finance 2024-12-12 Hongshen Yang , Avinash Malik

The inherent volatility and dynamic fluctuations within the financial stock market underscore the necessity for investors to employ a comprehensive and reliable approach that integrates risk management strategies, market trends, and the…

Trading and Market Microstructure · Quantitative Finance 2024-11-13 Alhassan S. Yasin , Prabdeep S. Gill

Reinforcement Learning (RL) has demonstrated a great potential for automatically solving decision-making problems in complex uncertain environments. RL proposes a computational approach that allows learning through interaction in an…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-11-18 Yisel Garí , David A. Monge , Elina Pacini , Cristian Mateos , Carlos García Garino

Reinforcement learning (RL) is a machine learning paradigm where an autonomous agent learns to make an optimal sequence of decisions by interacting with the underlying environment. The promise demonstrated by RL-guided workflows in…

Cryptography and Security · Computer Science 2022-08-31 Satwik Patnaik , Vasudev Gohil , Hao Guo , Jeyavijayan , Rajendran

Online matching problems arise in many complex systems, from cloud services and online marketplaces to organ exchange networks, where timely, principled decisions are critical for maintaining high system performance. Traditional heuristics…

Machine Learning · Statistics 2025-10-09 Chiara Mignacco , Matthieu Jonckheere , Gilles Stoltz

Effective feature selection, representation and transformation are principal steps in machine learning to improve prediction accuracy, model generalization and computational efficiency. Reinforcement learning provides a new perspective…

Machine Learning · Computer Science 2025-03-18 Sumana Sanyasipura Nagaraju

This paper sets forth a framework for deep reinforcement learning as applied to market making (DRLMM) for cryptocurrencies. Two advanced policy gradient-based algorithms were selected as agents to interact with an environment that…

Trading and Market Microstructure · Quantitative Finance 2019-11-21 Jonathan Sadighian

Multitask Representation Learning (MRL) has emerged as a prevalent technique to improve sample efficiency in Reinforcement Learning (RL). Empirical studies have found that training agents on multiple tasks simultaneously within online and…

Machine Learning · Computer Science 2025-03-04 Rui Lu , Yang Yue , Andrew Zhao , Simon Du , Gao Huang

Large language model (LLM) agents have demonstrated strong capabilities in complex interactive decision-making tasks. However, existing LLM agents typically rely on increasingly long interaction histories, resulting in high computational…

Artificial Intelligence · Computer Science 2026-04-16 Shuai Zhen , Yanhua Yu , Ruopei Guo , Nan Cheng , Yang Deng

In spite of the success of existing meta reinforcement learning methods, they still have difficulty in learning a meta policy effectively for RL problems with sparse reward. In this respect, we develop a novel meta reinforcement learning…

Machine Learning · Computer Science 2021-06-08 Yun Hua , Xiangfeng Wang , Bo Jin , Wenhao Li , Junchi Yan , Xiaofeng He , Hongyuan Zha

Reinforcement Learning (RL) is increasingly used in autonomous driving (AD) and shows clear advantages. However, most RL-based AD methods overlook policy structure design. An RL policy that only outputs short-timescale vehicle control…

Robotics · Computer Science 2025-11-25 Guizhe Jin , Zhuoren Li , Bo Leng , Ran Yu , Lu Xiong , Chen Sun

Hierarchical Reinforcement Learning (HRL) enhances the scalability of decision-making in long-horizon tasks by introducing temporal abstraction through options-policies that span multiple timesteps. Despite its theoretical appeal, the…

Machine Learning · Computer Science 2025-10-30 Hemanath Arumugam , Falong Fan , Bo Liu

Reinforcement Learning from Human Feedback (RLHF) has become a pivotal paradigm in artificial intelligence to align large models with human preferences. In this paper, we propose a novel statistical framework to simultaneously conduct the…

Machine Learning · Statistics 2026-05-01 Nan Lu , Ethan Lee , Ethan X. Fang , Junwei Lu

Interest in reinforcement learning (RL) for large-scale systems, comprising extensive populations of intelligent agents interacting with heterogeneous environments, has surged significantly across diverse scientific domains in recent years.…

Systems and Control · Electrical Eng. & Systems 2025-09-16 Wei Zhang , Jr-Shin Li

Robust reinforcement learning (RL) aims to learn policies that remain effective despite uncertainties in its environment, which frequently arise in real-world applications due to variations in environment dynamics. The robust RL methods…

Machine Learning · Computer Science 2025-05-30 Linh Le Pham Van , Minh Hoang Nguyen , Hung Le , Hung The Tran , Sunil Gupta

Reinforcement learning (RL) has emerged as a powerful approach for tackling complex problems. The recent introduction of multi-objective reinforcement learning (MORL) has further expanded the scope of RL by enabling agents to make…

Machine Learning · Computer Science 2023-10-26 Florian Felten , Daniel Gareev , El-Ghazali Talbi , Grégoire Danoy

Many real-world applications can be formulated as multi-agent cooperation problems, such as network packet routing and coordination of autonomous vehicles. The emergence of deep reinforcement learning (DRL) provides a promising approach for…

Multiagent Systems · Computer Science 2022-06-28 Zhixuan Liang , Jiannong Cao , Shan Jiang , Divya Saxena , Huafeng Xu