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Reinforcement learning (RL) is gaining attention by more and more researchers in quantitative finance as the agent-environment interaction framework is aligned with decision making process in many business problems. Most of the current…

Mathematical Finance · Quantitative Finance 2022-05-31 Huifang Huang , Ting Gao , Yi Gui , Jin Guo , Peng Zhang

Reinforcement learning (RL) algorithms aim to learn optimal decisions in unknown environments through experience of taking actions and observing the rewards gained. In some cases, the environment is not influenced by the actions of the RL…

We develop provably safe and convergent reinforcement learning (RL) algorithms for control of nonlinear dynamical systems, bridging the gap between the hard safety guarantees of control theory and the convergence guarantees of RL theory.…

Machine Learning · Computer Science 2024-03-08 Wesley A. Suttle , Vipul K. Sharma , Krishna C. Kosaraju , S. Sivaranjani , Ji Liu , Vijay Gupta , Brian M. Sadler

Skill-based reinforcement learning (RL) has emerged as a promising strategy to leverage prior knowledge for accelerated robot learning. Skills are typically extracted from expert demonstrations and are embedded into a latent space from…

Robotics · Computer Science 2022-11-07 Krishan Rana , Ming Xu , Brendan Tidd , Michael Milford , Niko Sünderhauf

We demonstrate experimentally the feasibility of applying reinforcement learning (RL) in flow control problems by automatically discovering active control strategies without any prior knowledge of the flow physics. We consider the turbulent…

Fluid Dynamics · Physics 2020-03-10 Dixia Fan , Liu Yang , Michael S Triantafyllou , George Em Karniadakis

Reinforcement learning (RL) can in principle let robots automatically adapt to new tasks, but current RL methods require a large number of trials to accomplish this. In this paper, we tackle rapid adaptation to new tasks through the…

Techniques based on Reinforcement Learning (RL) are increasingly being used to design control policies for robotic systems. RL fundamentally relies on state-based reward functions to encode desired behavior of the robot and bad reward…

Robotics · Computer Science 2020-11-11 Parv Kapoor , Anand Balakrishnan , Jyotirmoy V. Deshmukh

This paper studies the continuous-time reinforcement learning (RL) for optimal switching problems across multiple regimes. We consider a type of exploratory formulation under entropy regularization where the agent randomizes both the timing…

Optimization and Control · Mathematics 2025-12-23 Yijie Huang , Mengge Li , Xiang Yu , Zhou Zhou

Reinforcement learning (RL) is a class of artificial intelligence algorithms being used to design adaptive optimal controllers through online learning. This paper presents a model-free, real-time, data-efficient Q-learning-based algorithm…

Systems and Control · Electrical Eng. & Systems 2023-10-11 Ali Aalipour , Alireza Khani

Reinforcement learning (RL) methods often rely on massive exploration data to search optimal policies, and suffer from poor sampling efficiency. This paper presents a mixed reinforcement learning (mixed RL) algorithm by simultaneously using…

Systems and Control · Electrical Eng. & Systems 2020-03-03 Yao Mu , Shengbo Eben Li , Chang Liu , Qi Sun , Bingbing Nie , Bo Cheng , Baiyu Peng

This paper develops an inherently parallelised, fast, approximate learning-based solution to the generic class of Capacitated Vehicle Routing Problems with Time Windows and Dynamic Routing (CVRP-TWDR). Considering vehicles in a fleet as…

Artificial Intelligence · Computer Science 2021-04-15 Nazneen N Sultana , Vinita Baniwal , Ansuma Basumatary , Piyush Mittal , Supratim Ghosh , Harshad Khadilkar

Deep reinforcement learning (DRL) has attracted much attention as an approach to solve optimal control problems without mathematical models of systems. On the other hand, in general, constraints may be imposed on optimal control problems.…

Machine Learning · Statistics 2022-11-22 Junya Ikemoto , Toshimitsu Ushio

In recent times, a variety of Reinforcement Learning (RL) algorithms have been proposed for optimal tracking problem of continuous time nonlinear systems with input constraints. Most of these algorithms are based on the notion of uniform…

Systems and Control · Electrical Eng. & Systems 2020-06-16 Amardeep Mishra , Satadal Ghosh

Reinforcement learning (RL) has become an effective approach for fine-tuning large language models (LLMs), particularly to enhance their reasoning capabilities. However, RL fine-tuning remains highly resource-intensive, and existing work…

Machine Learning · Computer Science 2026-02-17 Yifan Sun , Jingyan Shen , Yibin Wang , Tianyu Chen , Zhendong Wang , Mingyuan Zhou , Huan Zhang

Constrained Reinforcement Learning (CRL) is a subset of machine learning that introduces constraints into the traditional reinforcement learning (RL) framework. Unlike conventional RL which aims solely to maximize cumulative rewards, CRL…

Artificial Intelligence · Computer Science 2024-12-02 Xiaoshan Lin , Sadık Bera Yüksel , Yasin Yazıcıoğlu , Derya Aksaray

Envisioned application areas for reinforcement learning (RL) include autonomous driving, precision agriculture, and finance, which all require RL agents to make decisions in the real world. A significant challenge hindering the adoption of…

Machine Learning · Computer Science 2025-01-20 Dominik Baumann , Erfaun Noorani , James Price , Ole Peters , Colm Connaughton , Thomas B. Schön

Executing workflows on volunteer computing resources where individual tasks may be forced to relinquish their resource for the resource's primary use leads to unpredictability and often significantly increases execution time. Task…

Performance · Computer Science 2022-09-28 Andrew Stephen McGough , Matthew Forshaw

The computational cost of stiff chemical kinetics remains a dominant bottleneck in reacting-flow simulation, yet hybrid integration strategies are typically driven by hand-tuned heuristics or supervised predictors that make myopic decisions…

Machine Learning · Computer Science 2026-04-02 Eloghosa Ikponmwoba , Opeoluwa Owoyele

As the demand for mobile robots continues to increase, social navigation has emerged as a critical task, driving active research into deep reinforcement learning (RL) approaches. However, because pedestrian dynamics and social conventions…

Robotics · Computer Science 2026-04-10 Haruto Nagahisa , Kohei Matsumoto , Yuki Tomita , Yuki Hyodo , Ryo Kurazume

In many practical control applications, the performance level of a closed-loop system degrades over time due to the change of plant characteristics. Thus, there is a strong need for redesigning a controller without going through the system…

Systems and Control · Electrical Eng. & Systems 2023-12-01 Mei Minami , Yuka Masumoto , Yoshihiro Okawa , Tomotake Sasaki , Yutaka Hori
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