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In finance, sequential decision problems are often faced, for which reinforcement learning (RL) emerges as a promising tool for optimisation without the need of analytical tractability. However, the objective of classical RL is the expected…

Computational Finance · Quantitative Finance 2026-02-13 Federico Cacciamani , Roberto Daluiso , Marco Pinciroli , Michele Trapletti , Edoardo Vittori

While Distributional Reinforcement Learning (DRL) methods have demonstrated strong performance in online settings, its success in offline scenarios remains limited. We hypothesize that a key limitation of existing offline DRL methods lies…

Machine Learning · Computer Science 2026-01-06 Ryo Iwaki , Takayuki Osogami

Reinforcement learning (RL) is a promising optimal control technique for multi-energy management systems. It does not require a model a priori - reducing the upfront and ongoing project-specific engineering effort and is capable of learning…

Systems and Control · Electrical Eng. & Systems 2022-09-02 Glenn Ceusters , Luis Ramirez Camargo , Rüdiger Franke , Ann Nowé , Maarten Messagie

This article introduces a novel sample-efficient curriculum learning (CL) approach for training an end-to-end reinforcement learning (RL) policy for robust stabilization of a Quadrotor. The learning objective is to simultaneously stabilize…

Safe Reinforcement Learning (Safe RL) aims to train an RL agent to maximize its performance in real-world environments while adhering to safety constraints, as exceeding safety violation limits can result in severe consequences. In this…

Machine Learning · Computer Science 2025-04-07 Hanping Zhang , Yuhong Guo

Reinforcement learning (RL) in real-world safety-critical target settings like urban driving is hazardous, imperiling the RL agent, other agents, and the environment. To overcome this difficulty, we propose a "safety-critical adaptation"…

Machine Learning · Computer Science 2021-01-19 Jesse Zhang , Brian Cheung , Chelsea Finn , Sergey Levine , Dinesh Jayaraman

This paper deals with distributed policy optimization in reinforcement learning, which involves a central controller and a group of learners. In particular, two typical settings encountered in several applications are considered:…

Machine Learning · Computer Science 2021-04-21 Tianyi Chen , Kaiqing Zhang , Georgios B. Giannakis , Tamer Başar

Reinforcement learning (RL) is a powerful data-driven control method that has been largely explored in autonomous driving tasks. However, conventional RL approaches learn control policies through trial-and-error interactions with the…

Robotics · Computer Science 2021-11-03 Tianyu Shi , Dong Chen , Kaian Chen , Zhaojian Li

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

Learning to rank (LTR) plays a crucial role in various Information Retrieval (IR) tasks. Although supervised LTR methods based on fine-grained relevance labels (e.g., document-level annotations) have achieved significant success, their…

Information Retrieval · Computer Science 2025-08-21 Yiteng Tu , Zhichao Xu , Tao Yang , Weihang Su , Yujia Zhou , Yiqun Liu , Fen Lin , Qin Liu , Qingyao Ai

Variational quantum algorithms (VQAs) are leading strategies for using near-term quantum devices, with a well-studied bottleneck being their trainability. Standard expectation-value objectives with expressive circuits frequently encounter…

Quantum Physics · Physics 2026-05-05 Yixian Qiu , Josep Lumbreras , Xiufan Li , Patrick Rebentrost

In reinforcement learning (RL), it is often advantageous to consider additional constraints on the action space to ensure safety or action relevance. Existing work on such action-constrained RL faces challenges regarding effective policy…

Machine Learning · Computer Science 2025-12-01 Roland Stolz , Michael Eichelbeck , Matthias Althoff

Distributional reinforcement learning (DRL) extends the value-based approach by approximating the full distribution over future returns instead of the mean only, providing a richer signal that leads to improved performances. Quantile…

Machine Learning · Statistics 2022-02-23 Alix Lhéritier , Nicolas Bondoux

In this paper, we consider the problem of learning safe policies for probabilistic-constrained reinforcement learning (RL). Specifically, a safe policy or controller is one that, with high probability, maintains the trajectory of the agent…

Machine Learning · Computer Science 2024-03-14 Weiqin Chen , Dharmashankar Subramanian , Santiago Paternain

In many real-world applications, safety constraints for reinforcement learning (RL) algorithms are either unknown or not explicitly defined. We propose a framework that concurrently learns safety constraints and optimal RL policies in such…

Systems and Control · Electrical Eng. & Systems 2023-05-02 Lunet Yifru , Ali Baheri

We study a class of constrained reinforcement learning (RL) problems in which multiple constraint specifications are not identified before training. It is challenging to identify appropriate constraint specifications due to the undefined…

Optimization and Control · Mathematics 2024-01-02 Dongsheng Ding , Zhengyan Huan , Alejandro Ribeiro

Despite the many recent advances in reinforcement learning (RL), the question of learning policies that robustly satisfy state constraints under unknown disturbances remains open. In this paper, we offer a new perspective on achieving…

Machine Learning · Computer Science 2025-12-23 Pierre-François Massiani , Alexander von Rohr , Lukas Haverbeck , Sebastian Trimpe

Safe reinforcement learning (Safe RL) refers to a class of techniques that aim to prevent RL algorithms from violating constraints in the process of decision-making and exploration during trial and error. In this paper, a novel model-free…

Systems and Control · Electrical Eng. & Systems 2024-08-14 Homayoun Honari , Mehran Ghafarian Tamizi , Homayoun Najjaran

Classical reinforcement learning (RL) aims to optimize the expected cumulative rewards. In this work, we consider the RL setting where the goal is to optimize the quantile of the cumulative rewards. We parameterize the policy controlling…

Machine Learning · Computer Science 2022-02-17 Jinyang Jiang , Jiaqiao Hu , Yijie Peng

The large-scale integration of intermittent renewable energy resources introduces increased uncertainty and volatility to the supply side of power systems, thereby complicating system operation and control. Recently, data-driven approaches,…

Systems and Control · Electrical Eng. & Systems 2024-07-02 Peipei Yu , Zhenyi Wang , Hongcai Zhang , Yonghua Song
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