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Understanding the behavior of deep reinforcement learning (DRL) agents is crucial for improving their performance and reliability. However, the complexity of their policies often makes them challenging to understand. In this paper, we…

Machine Learning · Computer Science 2024-02-21 Sindre Benjamin Remman , Anastasios M. Lekkas

Deep Reinforcement Learning (DRL) is a paradigm of artificial intelligence where an agent uses a neural network to learn which actions to take in a given environment. DRL has recently gained traction from being able to solve complex…

Software Engineering · Computer Science 2025-11-03 Rajdeep Singh Hundal , Yan Xiao , Xiaochun Cao , Jin Song Dong , Manuel Rigger

This paper presents a deep reinforcement learning (DRL) framework for dynamic portfolio optimization under market uncertainty and risk. The proposed model integrates a Sharpe ratio-based reward function with direct risk control mechanisms,…

Portfolio Management · Quantitative Finance 2025-11-17 Emmanuel Lwele , Sabuni Emmanuel , Sitali Gabriel Sitali

Deep Reinforcement Learning (DRL) has achieved remarkable success in domains requiring sequential decision-making, motivating its application to cybersecurity problems. However, transitioning DRL from laboratory simulations to bespoke cyber…

Deep reinforcement learning has demonstrated remarkable achievements across diverse domains such as video games, robotic control, autonomous driving, and drug discovery. Common methodologies in partially-observable domains largely lean on…

Machine Learning · Computer Science 2024-02-15 Michael Lanier , Ying Xu , Nathan Jacobs , Chongjie Zhang , Yevgeniy Vorobeychik

Recently, DARPA launched the ShELL program, which aims to explore how experience sharing can benefit distributed lifelong learning agents in adapting to new challenges. In this paper, we address this issue by conducting both theoretical and…

Machine Learning · Computer Science 2023-07-13 Sanae Amani , Khushbu Pahwa , Vladimir Braverman , Lin F. Yang

In the ever-changing and intricate landscape of financial markets, portfolio optimisation remains a formidable challenge for investors and asset managers. Conventional methods often struggle to capture the complex dynamics of market…

Machine Learning · Statistics 2025-10-09 Himanshu Choudhary , Arishi Orra , Manoj Thakur

With the increasing presence of automated vehicles on open roads under driver supervision, disengagement cases are becoming more prevalent. While some data-driven planning systems attempt to directly utilize these disengagement cases for…

Robotics · Computer Science 2025-06-23 Weitao Zhou , Bo Zhang , Zhong Cao , Xiang Li , Qian Cheng , Chunyang Liu , Yaqin Zhang , Diange Yang

Offline reinforcement learning (RL) is a challenging setting where existing off-policy actor-critic methods perform poorly due to the overestimation of out-of-distribution state-action pairs. Thus, various additional augmentations are…

Machine Learning · Computer Science 2023-02-23 Zifeng Zhuang , Kun Lei , Jinxin Liu , Donglin Wang , Yilang Guo

The dynamic nature of driving environments and the presence of diverse road users pose significant challenges for decision-making in autonomous driving. Deep reinforcement learning (DRL) has emerged as a popular approach to tackle this…

Robotics · Computer Science 2025-09-29 Iman Sharifi , Mustafa Yildirim , Saber Fallah

One of the fundamental challenges for offline reinforcement learning (RL) is ensuring robustness to data distribution. Whether the data originates from a near-optimal policy or not, we anticipate that an algorithm should demonstrate its…

Machine Learning · Computer Science 2023-10-18 Xiaohan Hu , Yi Ma , Chenjun Xiao , Yan Zheng , Jianye Hao

Distributional reinforcement learning (DRL) enhances the understanding of the effects of the randomness in the environment by letting agents learn the distribution of a random return, rather than its expected value as in standard RL. At the…

Optimization and Control · Mathematics 2023-03-27 Zifan Wang , Yulong Gao , Siyi Wang , Michael M. Zavlanos , Alessandro Abate , Karl H. Johansson

In recent years, Deep Reinforcement Learning (DRL) has emerged as an effective approach to solving real-world tasks. However, despite their successes, DRL-based policies suffer from poor reliability, which limits their deployment in…

Machine Learning · Computer Science 2024-06-24 Davide Corsi , Guy Amir , Andoni Rodriguez , Cesar Sanchez , Guy Katz , Roy Fox

Reinforcement learning (RL) has revolutionized decision-making across a wide range of domains over the past few decades. Yet, deploying RL policies in real-world scenarios presents the crucial challenge of ensuring safety. Traditional safe…

Systems and Control · Electrical Eng. & Systems 2024-03-26 Lunet Yifru , Ali Baheri

Reinforcement Learning (RL) offers a promising solution to enable evolutionary automated driving. However, the conventional RL method is always concerned with risk performance. The updated policy may not obtain a performance enhancement,…

Systems and Control · Electrical Eng. & Systems 2024-12-17 Jia Hu , Xuerun Yan , Tian Xu , Haoran Wang

Reinforcement Learning algorithms are primarily focused on learning a policy that maximizes expected return. As a result, the learned policy can exploit one or few reward sources. However, in many natural situations, it is desirable to…

Machine Learning · Computer Science 2026-03-31 Sagalpreet Singh , Rishi Saket , Aravindan Raghuveer

Despite the tremendous success of Reinforcement Learning (RL) algorithms in simulation environments, applying RL to real-world applications still faces many challenges. A major concern is safety, in another word, constraint satisfaction.…

Machine Learning · Computer Science 2023-07-04 Weiye Zhao , Tairan He , Rui Chen , Tianhao Wei , Changliu Liu

Safety is one of the main challenges in applying reinforcement learning to realistic environmental tasks. To ensure safety during and after training process, existing methods tend to adopt overly conservative policy to avoid unsafe…

Machine Learning · Computer Science 2023-06-27 Xiao Zhang , Hai Zhang , Hongtu Zhou , Chang Huang , Di Zhang , Chen Ye , Junqiao Zhao

This work studies reinforcement learning (RL) in the context of multi-period supply chains subject to constraints, e.g., on production and inventory. We introduce Distributional Constrained Policy Optimization (DCPO), a novel approach for…

Machine Learning · Computer Science 2023-02-06 Jaime Sabal Bermúdez , Antonio del Rio Chanona , Calvin Tsay

Deep reinforcement learning (DRL) finds extensive application in autonomous drone navigation within complex, high-risk environments. However, its practical deployment faces a safety-exploration dilemma: soft penalty mechanisms encourage…

Robotics · Computer Science 2026-05-04 Wentao Chen , Jingtang Chen , Mingjian Fu , Tiantian Li , Youfeng Su , Wenxi Liu , Yuanlong Yu
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