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In this paper, we implement three state-of-art continuous reinforcement learning algorithms, Deep Deterministic Policy Gradient (DDPG), Proximal Policy Optimization (PPO) and Policy Gradient (PG)in portfolio management. All of them are…

Portfolio Management · Quantitative Finance 2018-11-20 Zhipeng Liang , Hao Chen , Junhao Zhu , Kangkang Jiang , Yanran Li

Proximal Policy Optimization (PPO) is a highly popular policy-based deep reinforcement learning (DRL) approach. However, we observe that the homogeneous exploration process in PPO could cause an unexpected stability issue in the training…

Machine Learning · Computer Science 2022-12-14 Qisheng Zhang , Zhen Guo , Audun Jøsang , Lance M. Kaplan , Feng Chen , Dong H. Jeong , Jin-Hee Cho

Deep Reinforcement Learning (RL) has shown great success in learning complex control policies for a variety of applications in robotics. However, in most such cases, the hardware of the robot has been considered immutable, modeled as part…

Robotics · Computer Science 2020-11-10 Tianjian Chen , Zhanpeng He , Matei Ciocarlie

Recently many algorithms were devised for reinforcement learning (RL) with function approximation. While they have clear algorithmic distinctions, they also have many implementation differences that are algorithm-independent and sometimes…

Machine Learning · Computer Science 2021-10-26 Hiroki Furuta , Tadashi Kozuno , Tatsuya Matsushima , Yutaka Matsuo , Shixiang Shane Gu

Deep Reinforcement Learning (RL) has emerged as a powerful method for addressing complex control problems, particularly those involving underactuated robotic systems. However, in some cases, policies may require refinement to achieve…

Robotics · Computer Science 2025-07-15 Marco Calì , Alberto Sinigaglia , Niccolò Turcato , Ruggero Carli , Gian Antonio Susto

While Centralized Training with Decentralized Execution (CTDE) has become the prevailing paradigm in Multi-Agent Reinforcement Learning (MARL), it may not be suitable for scenarios in which agents can fully communicate and share…

Multiagent Systems · Computer Science 2024-07-08 Chenxing Liu , Guizhong Liu

High precision assembly of mechanical parts requires accuracy exceeding the robot precision. Conventional part mating methods used in the current manufacturing requires tedious tuning of numerous parameters before deployment. We show how…

Robotics · Computer Science 2017-09-25 Tadanobu Inoue , Giovanni De Magistris , Asim Munawar , Tsuyoshi Yokoya , Ryuki Tachibana

Modern policy gradient algorithms such as Proximal Policy Optimization (PPO) rely on an arsenal of heuristics, including loss clipping and gradient clipping, to ensure successful learning. These heuristics are reminiscent of techniques from…

Deep learning has been successfully applied in several fields such as machine translation, manufacturing, and pattern recognition. However, successful application of deep learning depends upon appropriately setting its parameters to achieve…

Neural and Evolutionary Computing · Computer Science 2017-11-29 Basheer Qolomany , Majdi Maabreh , Ala Al-Fuqaha , Ajay Gupta , Driss Benhaddou

Deep reinforcement learning has been able to solve various tasks successfully, however, due to the construction of policy gradient and training dynamics, tuning deep reinforcement learning models remains challenging. As one of the most…

Machine Learning · Computer Science 2026-02-11 Hanyong Wang , Menglong Yang

Training LLM agents in multi-turn environments with sparse rewards, where completing a single task requires 30+ turns of interaction within an episode, presents a fundamental challenge for reinforcement learning. We identify a critical…

Machine Learning · Computer Science 2026-02-11 Wujiang Xu , Wentian Zhao , Zhenting Wang , Yu-Jhe Li , Can Jin , Mingyu Jin , Kai Mei , Kun Wan , Dimitris N. Metaxas

This paper proposes an algorithm that aims to improve generalization for reinforcement learning agents by removing overfitting to confounding features. Our approach consists of a max-min game theoretic objective. A generator transfers the…

Machine Learning · Computer Science 2023-08-31 Md Masudur Rahman , Yexiang Xue

We propose a new family of policy gradient methods for reinforcement learning, which alternate between sampling data through interaction with the environment, and optimizing a "surrogate" objective function using stochastic gradient ascent.…

Machine Learning · Computer Science 2017-08-29 John Schulman , Filip Wolski , Prafulla Dhariwal , Alec Radford , Oleg Klimov

This scientific paper propose a novel portfolio optimization model using an improved deep reinforcement learning algorithm. The objective function of the optimization model is the weighted sum of the expectation and value at risk(VaR) of…

Machine Learning · Computer Science 2022-08-30 Boyi Jin

Proximal Policy Optimization (PPO) is widely used in reinforcement learning due to its strong empirical performance, yet it lacks formal guarantees for policy improvement and convergence. PPO's clipped surrogate objective is motivated by a…

Machine Learning · Computer Science 2026-02-02 Razvan-Andrei Lascu , David Šiška , Łukasz Szpruch

This work proposes a unified control architecture that couples a Reinforcement Learning (RL)-driven controller with a disturbance-rejection Extended State Observer (ESO), complemented by an Event-Triggered Mechanism (ETM) to limit…

Optimization and Control · Mathematics 2026-01-01 Ningwei Bai , Chi Pui Chan , Qichen Yin , Tengyang Gong , Yunda Yan , Zezhi Tang

Proximal Policy Optimization (PPO) is a ubiquitous on-policy reinforcement learning algorithm but is significantly less utilized than off-policy learning algorithms in multi-agent settings. This is often due to the belief that PPO is…

Machine Learning · Computer Science 2022-11-07 Chao Yu , Akash Velu , Eugene Vinitsky , Jiaxuan Gao , Yu Wang , Alexandre Bayen , Yi Wu

Soft robot are celebrated for their propensity to enable compliant and complex robot-environment interactions. Soft robotic manipulators, or slender continuum structure robots have the potential to exploit these interactions to enable new…

Robotics · Computer Science 2022-11-21 Francesco Stella , Qinghua Guan , Jinsong Leng , Cosimo Della Santina , Josie Hughes

We present a Multi-task Soft Actor-Critic (SAC) Reinforcement Learning framework designed for open-system quantum control across diverse Hamiltonians, which learns optimal pulse sequences while simultaneously discovering problem-specific…

Quantum Physics · Physics 2026-05-27 Haftu W. Fentaw , Steve Campbell , Simon Caton

This paper presents a comparison between two well-known deep Reinforcement Learning (RL) algorithms: Deep Q-Learning (DQN) and Proximal Policy Optimization (PPO) in a simulated production system. We utilize a Petri Net (PN)-based simulation…

Artificial Intelligence · Computer Science 2023-06-05 Reuf Kozlica , Stefan Wegenkittl , Simon Hirländer