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We adapt the ideas underlying the success of Deep Q-Learning to the continuous action domain. We present an actor-critic, model-free algorithm based on the deterministic policy gradient that can operate over continuous action spaces. Using…

Reinforcement learning is showing great potentials in robotics applications, including autonomous driving, robot manipulation and locomotion. However, with complex uncertainties in the real-world environment, it is difficult to guarantee…

Machine Learning · Computer Science 2020-07-28 Minghao Han , Yuan Tian , Lixian Zhang , Jun Wang , Wei Pan

This paper addresses the problem of model-free reinforcement learning for Robust Markov Decision Process (RMDP) with large state spaces. The goal of the RMDP framework is to find a policy that is robust against the parameter uncertainties…

Machine Learning · Computer Science 2021-02-15 Kishan Panaganti , Dileep Kalathil

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

In this paper, we present a methodology to deploy the deterministic policy gradient method, using actor-critic techniques, when the optimal policy is approximated using a parametric optimization problem, where safety is enforced via hard…

Systems and Control · Electrical Eng. & Systems 2024-09-23 Sebastien Gros , Mario Zanon

This paper proposes a reinforcement learning (RL) algorithm for infinite horizon $\rm {H_{2}/H_{\infty}}$ problem in a class of stochastic discrete-time systems, rather than using a set of coupled generalized algebraic Riccati equations…

Optimization and Control · Mathematics 2023-11-28 Xiushan Jiang , Li Wang , Dongya Zhao , Ling Shi

Deep reinforcement learning algorithms can perform poorly in real-world tasks due to the discrepancy between source and target environments. This discrepancy is commonly viewed as the disturbance in transition dynamics. Many existing…

Machine Learning · Computer Science 2021-12-21 Yufei Kuang , Miao Lu , Jie Wang , Qi Zhou , Bin Li , Houqiang Li

In recent years, fully differentiable rigid body physics simulators have been developed, which can be used to simulate a wide range of robotic systems. In the context of reinforcement learning for control, these simulators theoretically…

Machine Learning · Computer Science 2022-03-08 Sean Gillen , Katie Byl

Quadcopters have been studied for decades thanks to their maneuverability and capability of operating in a variety of circumstances. However, quadcopters suffer from dynamical nonlinearity, actuator saturation, as well as sensor noise that…

Robotics · Computer Science 2024-06-19 Truong-Dong Do , Nguyen Xuan Mung , Sung Kyung Hong

Studies that broaden drone applications into complex tasks require a stable control framework. Recently, deep reinforcement learning (RL) algorithms have been exploited in many studies for robot control to accomplish complex tasks.…

Distributional reinforcement learning (DRL) is a recent reinforcement learning framework whose success has been supported by various empirical studies. It relies on the key idea of replacing the expected return with the return distribution,…

Machine Learning · Computer Science 2020-01-09 Rahul Singh , Keuntaek Lee , Yongxin Chen

We consider deep deterministic policy gradient (DDPG) in the context of reinforcement learning with sparse rewards. To enhance exploration, we introduce a search procedure, \emph{${\epsilon}{t}$-greedy}, which generates exploratory options…

Machine Learning · Computer Science 2026-02-18 Ehsan Futuhi , Shayan Karimi , Chao Gao , Martin Müller

The volatility fitting is one of the core problems in the equity derivatives business. Through a set of deterministic rules, the degrees of freedom in the implied volatility surface encoding (parametrization, density, diffusion) are…

Computational Finance · Quantitative Finance 2024-10-16 Emmanuel Gnabeyeu , Omar Karkar , Imad Idboufous

Advancing the dynamic loco-manipulation capabilities of quadruped robots in complex terrains is crucial for performing diverse tasks. Specifically, dynamic ball manipulation in rugged environments presents two key challenges. The first is…

Robotics · Computer Science 2025-04-22 Dongjie Zhu , Zhuo Yang , Tianhang Wu , Luzhou Ge , Xuesong Li , Qi Liu , Xiang Li

Unmanned aerial vehicles (UAVs) are envisioned to complement the 5G communication infrastructure in future smart cities. Hot spots easily appear in road intersections, where effective communication among vehicles is challenging. UAVs may…

Machine Learning · Computer Science 2023-02-22 Ming Zhu , Xiao-Yang Liu , Anwar Walid

Deep deterministic policy gradient (DDPG)-based car-following strategy can break through the constraints of the differential equation model due to the ability of exploration on complex environments. However, the car-following performance of…

Artificial Intelligence · Computer Science 2022-01-12 Ruidong Yan , Rui Jiang , Bin Jia , Jin Huang , Diange Yang

Quantum reinforcement learning (QRL) is a promising paradigm for near-term quantum devices. While existing QRL methods have shown success in discrete action spaces, extending these techniques to continuous domains is challenging due to the…

Quantum Physics · Physics 2025-03-19 Shaojun Wu , Shan Jin , Dingding Wen , Donghong Han , Xiaoting Wang

Deploying reinforcement learning (RL) systems requires robustness to uncertainty and model misspecification, yet prior robust RL methods typically only study noise introduced independently across time. However, practical sources of…

We obtain global, non-asymptotic convergence guarantees for independent learning algorithms in competitive reinforcement learning settings with two agents (i.e., zero-sum stochastic games). We consider an episodic setting where in each…

Machine Learning · Computer Science 2021-01-13 Constantinos Daskalakis , Dylan J. Foster , Noah Golowich

We present a novel reinforcement learning method to train the quadruped robot in a simulated environment. The idea of controlling quadruped robots in a dynamic environment is quite challenging and my method presents the optimum policy and…

Robotics · Computer Science 2025-02-25 Nabeel Ahmad Khan Jadoon , Mongkol Ekpanyapong
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