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The application of Reinforcement Learning (RL) to economic modeling reveals a fundamental conflict between the assumptions of equilibrium theory and the emergent behavior of learning agents. While canonical economic models assume atomistic…

General Economics · Economics 2025-10-21 Ruxin Chen , Zeqiang Zhang

The challenge of developing powerful and general Reinforcement Learning (RL) agents has received increasing attention in recent years. Much of this effort has focused on the single-agent setting, in which an agent maximizes a predefined…

Machine Learning · Computer Science 2020-10-21 Jiachen Yang , Ang Li , Mehrdad Farajtabar , Peter Sunehag , Edward Hughes , Hongyuan Zha

Reinforcement learning (RL) agents need to be robust to variations in safety-critical environments. While system identification methods provide a way to infer the variation from online experience, they can fail in settings where fast…

Machine Learning · Computer Science 2022-03-07 Annie Xie , Shagun Sodhani , Chelsea Finn , Joelle Pineau , Amy Zhang

Reinforcement Learning (RL) has been shown to be effective in many scenarios. However, it typically requires the exploration of a sufficiently large number of state-action pairs, some of which may be unsafe. Consequently, its application to…

Systems and Control · Electrical Eng. & Systems 2022-06-24 Yousef Emam , Gennaro Notomista , Paul Glotfelter , Zsolt Kira , Magnus Egerstedt

Unfair pricing policies have been shown to be one of the most negative perceptions customers can have concerning pricing, and may result in long-term losses for a company. Despite the fact that dynamic pricing models help companies maximize…

Machine Learning · Computer Science 2018-03-28 Roberto Maestre , Juan Duque , Alberto Rubio , Juan Arévalo

Reinforcement learning (RL) systems have countless applications, from energy-grid management to protein design. However, such real-world scenarios are often extremely difficult, combinatorial in nature, and require complex coordination…

Predicting cryptocurrency returns is notoriously difficult: price movements are driven by a fast-shifting blend of on-chain activity, news flow, and social sentiment, while labeled training data are scarce and expensive. In this paper, we…

Machine Learning · Computer Science 2026-02-03 Junqiao Wang , Zhaoyang Guan , Guanyu Liu , Tianze Xia , Xianzhi Li , Shuo Yin , Xinyuan Song , Chuhan Cheng , Tianyu Shi , Alex Lee

Reinforcement Learning (RL) has emerged as a transformative approach in the domains of automation and robotics, offering powerful solutions to complex problems that conventional methods struggle to address. In scenarios where the problem…

Robotics · Computer Science 2023-09-04 Meraj Mammadov

E-commerce platforms and payment solution providers face increasingly sophisticated fraud schemes, ranging from identity theft and account takeovers to complex money laundering operations that exploit the speed and anonymity of digital…

Artificial Intelligence · Computer Science 2026-01-12 Cooper Lin , Yanting Zhang , Maohao Ran , Wei Xue , Hongwei Fan , Yibo Xu , Zhenglin Wan , Sirui Han , Yike Guo , Jun Song

Safety is critical when applying reinforcement learning (RL) to real-world problems. As a result, safe RL has emerged as a fundamental and powerful paradigm for optimizing an agent's policy while incorporating notions of safety. A prevalent…

Machine Learning · Computer Science 2024-05-09 Akifumi Wachi , Xun Shen , Yanan Sui

This study develops and evaluates a deep reinforcement learning framework for dynamic portfolio allocation across global equity markets. The Soft Actor-Critic algorithm is used to learn continuous portfolio weights within a Markov Decision…

Portfolio Management · Quantitative Finance 2026-05-19 Kamil Kashif , Robert Ślepaczuk

Recent advances at the intersection of reinforcement learning (RL) and visual intelligence have enabled agents that not only perceive complex visual scenes but also reason, generate, and act within them. This survey offers a critical and…

Computer Vision and Pattern Recognition · Computer Science 2025-12-24 Weijia Wu , Chen Gao , Joya Chen , Kevin Qinghong Lin , Qingwei Meng , Yiming Zhang , Yuke Qiu , Hong Zhou , Mike Zheng Shou

Reinforcement learning (RL) post-training is a critical stage in modern language model development, playing a key role in improving alignment and reasoning ability. However, several phenomena remain poorly understood, including the…

Machine Learning · Computer Science 2026-01-09 Akiyoshi Tomihari

Reinforcement learning (RL) research focuses on general solutions that can be applied across different domains. This results in methods that RL practitioners can use in almost any domain. However, recent studies often lack the engineering…

Machine Learning · Computer Science 2021-07-05 Anssi Kanervisto , Christian Scheller , Yanick Schraner , Ville Hautamäki

We study a speculative trading problem within the exploratory reinforcement learning (RL) framework of Wang et al. [2020]. The problem is formulated as a sequential optimal stopping problem over entry and exit times under general utility…

Mathematical Finance · Quantitative Finance 2026-04-03 Yun Zhao , Alex S. L. Tse , Harry Zheng

As a paradigm for sequential decision making in unknown environments, reinforcement learning (RL) has received a flurry of attention in recent years. However, the explosion of model complexity in emerging applications and the presence of…

Machine Learning · Statistics 2025-07-22 Yuejie Chi , Yuxin Chen , Yuting Wei

Despite advances in artificial intelligence-enhanced trading methods, developing a profitable automated trading system remains challenging in the rapidly evolving cryptocurrency market. This research focuses on developing a reinforcement…

Artificial Intelligence · Computer Science 2024-08-21 Rasoul Amirzadeh , Dhananjay Thiruvady , Asef Nazari , Mong Shan Ee

The deployment of autonomous AI agents in derivatives markets has widened a practical gap between static model calibration and realized hedging outcomes. We introduce two reinforcement learning frameworks, a novel Replication Learning of…

Artificial Intelligence · Computer Science 2026-03-10 Minxuan Hu , Ziheng Chen , Jiayu Yi , Wenxi Sun

Reinforcement Learning (RL) applied to financial problems has been the subject of a lively area of research. The use of RL for optimal trading strategies that exploit latent information in the market is, to the best of our knowledge, not…

Trading and Market Microstructure · Quantitative Finance 2025-11-04 Andrea Macrì , Sebastian Jaimungal , Fabrizio Lillo

Learning by interaction is the key to skill acquisition for most living organisms, which is formally called Reinforcement Learning (RL). RL is efficient in finding optimal policies for endowing complex systems with sophisticated behavior.…

Robotics · Computer Science 2025-11-21 Karim Farid , Nourhan Sakr