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Although in recent years reinforcement learning has become very popular the number of successful applications to different kinds of operations research problems is rather scarce. Reinforcement learning is based on the well-studied dynamic…

Machine Learning · Computer Science 2020-04-03 Manuel Schneckenreither

This paper proposes a reinforcement learning (RL)-based backstepping control strategy to achieve fixed time consensus in nonlinear multi-agent systems with strict feedback dynamics. Agents exchange only output information with their…

Systems and Control · Electrical Eng. & Systems 2025-07-23 Aria Delshad , Maryam Babazadeh

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

Reinforcement learning (RL) has shown remarkable success in solving complex decision-making and control tasks. However, many model-free RL algorithms experience performance degradation due to inaccurate value estimation, particularly the…

Machine Learning · Computer Science 2025-08-07 Jingliang Duan , Wenxuan Wang , Liming Xiao , Jiaxin Gao , Shengbo Eben Li , Chang Liu , Ya-Qin Zhang , Bo Cheng , Keqiang Li

Actor-critic algorithms address the dual goals of reinforcement learning (RL), policy evaluation and improvement via two separate function approximators. The practicality of this approach comes at the expense of training instability, caused…

Machine Learning · Computer Science 2024-06-11 Bahareh Tasdighi , Abdullah Akgül , Manuel Haussmann , Kenny Kazimirzak Brink , Melih Kandemir

The $Q$-function is a central quantity in many Reinforcement Learning (RL) algorithms for which RL agents behave following a (soft)-greedy policy w.r.t. to $Q$. It is a powerful tool that allows action selection without a model of the…

Machine Learning · Computer Science 2022-06-01 Nino Vieillard , Marcin Andrychowicz , Anton Raichuk , Olivier Pietquin , Matthieu Geist

We study the problem of generalizing an expert agent's behavior, provided through demonstrations, to new environments and/or additional constraints. Inverse Reinforcement Learning (IRL) offers a promising solution by seeking to recover the…

Machine Learning · Computer Science 2025-09-16 Filippo Lazzati , Alberto Maria Metelli

Existing reinforcement learning (RL) methods struggle with long-horizon robotic manipulation tasks, particularly those involving sparse rewards. While action chunking is a promising paradigm for robotic manipulation, using RL to directly…

Robotics · Computer Science 2026-03-02 Jiarui Yang , Bin Zhu , Jingjing Chen , Yu-Gang Jiang

Inverse reinforcement learning (IRL) methods assume that the expert data is generated by an agent optimizing some reward function. However, in many settings, the agent may optimize a reward function subject to some constraints, where the…

Machine Learning · Computer Science 2023-05-01 Ashish Gaurav , Kasra Rezaee , Guiliang Liu , Pascal Poupart

There has been significant progress in deep reinforcement learning (RL) in recent years. Nevertheless, finding suitable hyperparameter configurations and reward functions remains challenging even for experts, and performance heavily relies…

Machine Learning · Computer Science 2024-10-10 Julian Dierkes , Emma Cramer , Holger H. Hoos , Sebastian Trimpe

Model-free off-policy actor-critic methods are an efficient solution to complex continuous control tasks. However, these algorithms rely on a number of design tricks and hyperparameters, making their application to new domains difficult and…

Machine Learning · Computer Science 2021-10-26 Jake Grigsby , Jin Yong Yoo , Yanjun Qi

Maximum entropy (MaxEnt) RL maximizes a combination of the original task reward and an entropy reward. It is believed that the regularization imposed by entropy, on both policy improvement and policy evaluation, together contributes to good…

Machine Learning · Computer Science 2022-02-01 Haonan Yu , Haichao Zhang , Wei Xu

Deep reinforcement learning (RL) has proven a powerful technique in many sequential decision making domains. However, Robotics poses many challenges for RL, most notably training on a physical system can be expensive and dangerous, which…

Robotics · Computer Science 2017-10-19 Lerrel Pinto , Marcin Andrychowicz , Peter Welinder , Wojciech Zaremba , Pieter Abbeel

Actor-Critic based approaches were among the first to address reinforcement learning in a general setting. Recently, these algorithms have gained renewed interest due to their generality, good convergence properties, and possible biological…

Machine Learning · Computer Science 2009-09-17 D. Di Castro , R. Meir

This paper investigates the so-called reward-balancing methods, a novel class of algorithms for solving discounted-return reinforcement learning (RL) problems. These methods consist of iteratively adjusting the reward function to transform…

Optimization and Control · Mathematics 2026-04-23 Simone Baroncini , Bahman Gharesifard , Giuseppe Notarstefano

This paper focuses on reinforcement learning (RL) with limited prior knowledge. In the domain of swarm robotics for instance, the expert can hardly design a reward function or demonstrate the target behavior, forbidding the use of both…

Machine Learning · Computer Science 2012-08-07 Riad Akrour , Marc Schoenauer , Michèle Sebag

Optimization of parameterized policies for reinforcement learning (RL) is an important and challenging problem in artificial intelligence. Among the most common approaches are algorithms based on gradient ascent of a score function…

Machine Learning · Computer Science 2020-06-15 Sriram Srinivasan , Marc Lanctot , Vinicius Zambaldi , Julien Perolat , Karl Tuyls , Remi Munos , Michael Bowling

In Reinforcement Learning (RL), agents have no incentive to exhibit predictable behaviors, and are often pushed (through e.g. policy entropy regularisation) to randomise their actions in favor of exploration. This often makes it challenging…

Machine Learning · Computer Science 2025-06-04 Daniel Jarne Ornia , Giannis Delimpaltadakis , Jens Kober , Javier Alonso-Mora

Randomized experiments (a.k.a. A/B tests) are a powerful tool for estimating treatment effects, to inform decisions making in business, healthcare and other applications. In many problems, the treatment has a lasting effect that evolves…

Machine Learning · Computer Science 2022-10-17 Ziyang Tang , Yiheng Duan , Stephanie Zhang , Lihong Li

Entropy regularized algorithms such as Soft Q-learning and Soft Actor-Critic, recently showed state-of-the-art performance on a number of challenging reinforcement learning (RL) tasks. The regularized formulation modifies the standard RL…

Machine Learning · Statistics 2019-10-15 Elena Smirnova , Elvis Dohmatob