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Reinforcement learning has been explored for many problems, from video games with deterministic environments to portfolio and operations management in which scenarios are stochastic; however, there have been few attempts to test these…

General Finance · Quantitative Finance 2024-02-19 Sherly Alfonso-Sánchez , Jesús Solano , Alejandro Correa-Bahnsen , Kristina P. Sendova , Cristián Bravo

Reinforcement learning (RL) has shown significant promise for sequential portfolio optimization tasks, such as stock trading, where the objective is to maximize cumulative returns while minimizing risks using historical data. However,…

Machine Learning · Computer Science 2025-05-20 Haochen Yuan , Minting Pan , Yunbo Wang , Siyu Gao , Philip S. Yu , Xiaokang Yang

Recent advances in batch (offline) reinforcement learning have shown promising results in learning from available offline data and proved offline reinforcement learning to be an essential toolkit in learning control policies in a model-free…

Machine Learning · Computer Science 2022-12-19 Ashish Kumar , Ilya Kuzovkin

Imitation learning (IL) aims to mimic the behavior of an expert in a sequential decision making task by learning from demonstrations, and has been widely applied to robotics, autonomous driving, and autoregressive text generation. The…

Machine Learning · Computer Science 2024-12-03 Dylan J. Foster , Adam Block , Dipendra Misra

To unbiasedly evaluate multiple target policies, the dominant approach among RL practitioners is to run and evaluate each target policy separately. However, this evaluation method is far from efficient because samples are not shared across…

Machine Learning · Computer Science 2024-12-30 Shuze Daniel Liu , Claire Chen , Shangtong Zhang

Behavior constrained policy optimization has been demonstrated to be a successful paradigm for tackling Offline Reinforcement Learning. By exploiting historical transitions, a policy is trained to maximize a learned value function while…

Machine Learning · Computer Science 2023-07-25 Jiachen Li , Edwin Zhang , Ming Yin , Qinxun Bai , Yu-Xiang Wang , William Yang Wang

Reinforcement learning (RL) has achieved remarkable performance in numerous sequential decision making and control tasks. However, a common problem is that learned nearly optimal policy always overfits to the training environment and may…

Machine Learning · Computer Science 2020-10-01 Yangang Ren , Jingliang Duan , Shengbo Eben Li , Yang Guan , Qi Sun

Optimized trade execution is to sell (or buy) a given amount of assets in a given time with the lowest possible trading cost. Recently, reinforcement learning (RL) has been applied to optimized trade execution to learn smarter policies from…

Trading and Market Microstructure · Quantitative Finance 2023-07-24 Chuheng Zhang , Yitong Duan , Xiaoyu Chen , Jianyu Chen , Jian Li , Li Zhao

Offline reinforcement learning (RL) is a variant of RL where the policy is learned from a previously collected dataset of trajectories and rewards. In our work, we propose a practical approach to offline RL with large language models…

Behavior Cloning (BC) is a widely adopted visual imitation learning method in robot manipulation. Current BC approaches often enhance generalization by leveraging large datasets and incorporating additional visual and textual modalities to…

Robotics · Computer Science 2025-05-14 Shuanghao Bai , Wanqi Zhou , Pengxiang Ding , Wei Zhao , Donglin Wang , Badong Chen

Reinforcement learning in multi-agent scenarios is important for real-world applications but presents challenges beyond those seen in single-agent settings. We present an actor-critic algorithm that trains decentralized policies in…

Machine Learning · Computer Science 2019-05-29 Shariq Iqbal , Fei Sha

Offline Reinforcement Learning promises to learn effective policies from previously-collected, static datasets without the need for exploration. However, existing Q-learning and actor-critic based off-policy RL algorithms fail when…

Machine Learning · Computer Science 2021-05-19 Yue Wu , Shuangfei Zhai , Nitish Srivastava , Joshua Susskind , Jian Zhang , Ruslan Salakhutdinov , Hanlin Goh

Meta-reinforcement learning (Meta-RL) has attracted attention due to its capability to enhance reinforcement learning (RL) algorithms, in terms of data efficiency and generalizability. In this paper, we develop a bilevel optimization…

Machine Learning · Computer Science 2024-10-15 Siyuan Xu , Minghui Zhu

Offline reinforcement learning (RL), also known as batch RL, aims to optimize policy from a large pre-recorded dataset without interaction with the environment. This setting offers the promise of utilizing diverse, pre-collected datasets to…

Machine Learning · Computer Science 2021-01-05 Qiang He , Xinwen Hou

Behavioral cloning is a widely adopted approach for offline policy learning from expert demonstrations. However, the large scale of offline behavioral datasets often results in computationally intensive training when used in downstream…

Machine Learning · Computer Science 2025-12-23 Shiye Lei , Zhihao Cheng , Dacheng Tao

Model-free deep reinforcement learning (RL) has been successfully applied to challenging continuous control domains. However, poor sample efficiency prevents these methods from being widely used in real-world domains. This paper introduces…

Machine Learning · Computer Science 2022-10-27 Sicen Li , Qinyun Tang , Yiming Pang , Xinmeng Ma , Gang Wang

Trajectory Optimization (TO) and Reinforcement Learning (RL) offer complementary strengths for solving optimal control problems. TO efficiently computes locally optimal solutions but can struggle with non-convexity, while RL is more robust…

Robotics · Computer Science 2026-02-24 Elisa Alboni , Pietro Noah Crestaz , Elias Fontanari , Andrea Del Prete

Most prior approaches to offline reinforcement learning (RL) have taken an iterative actor-critic approach involving off-policy evaluation. In this paper we show that simply doing one step of constrained/regularized policy improvement using…

Machine Learning · Computer Science 2021-12-06 David Brandfonbrener , William F. Whitney , Rajesh Ranganath , Joan Bruna

Adaptive Mixed-Criticality (AMC) is a fixed-priority preemptive scheduling algorithm for mixed-criticality hard real-time systems. It dominates many other scheduling algorithms for mixed-criticality systems, but does so at the cost of…

Operating Systems · Computer Science 2024-11-04 Bruno Mendes , Pedro F. Souto , Pedro C. Diniz

Safety is essential for reinforcement learning (RL) applied in real-world situations. Chance constraints are suitable to represent the safety requirements in stochastic systems. Previous chance-constrained RL methods usually have a low…

Machine Learning · Computer Science 2021-03-17 Baiyu Peng , Yao Mu , Yang Guan , Shengbo Eben Li , Yuming Yin , Jianyu Chen