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Multi-agent systems in which secondary agents with conflicting agendas also alter their methods need opponent modeling. In this study, we simulate the main agent's and secondary agents' tactics using Double Deep Q-Networks (DDQN) with a…

Artificial Intelligence · Computer Science 2022-11-29 Yangtianze Tao , John Doe

This report investigates the application of deep reinforcement learning (DRL) algorithms for dynamic resource allocation in wireless communication systems. An environment that includes a base station, multiple antennas, and user equipment…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-03-14 Shubham Malhotra , Fnu Yashu , Muhammad Saqib , Dipkumar Mehta , Jagdish Jangid , Sachin Dixit

Training chatbots using the reinforcement learning paradigm is challenging due to high-dimensional states, infinite action spaces and the difficulty in specifying the reward function. We address such problems using clustered actions instead…

Artificial Intelligence · Computer Science 2019-08-28 Heriberto Cuayáhuitl , Donghyeon Lee , Seonghan Ryu , Sungja Choi , Inchul Hwang , Jihie Kim

Dynamic hedging is the practice of periodically transacting financial instruments to offset the risk caused by an investment or a liability. Dynamic hedging optimization can be framed as a sequential decision problem; thus, Reinforcement…

Computational Finance · Quantitative Finance 2024-02-26 Andrei Neagu , Frédéric Godin , Clarence Simard , Leila Kosseim

An important goal of research in Deep Reinforcement Learning in mobile robotics is to train agents capable of solving complex tasks, which require a high level of scene understanding and reasoning from an egocentric perspective. When…

Machine Learning · Computer Science 2019-04-04 Edward Beeching , Christian Wolf , Jilles Dibangoye , Olivier Simonin

We propose a reinforcement learning (RL) framework that leverages multimodal data including historical stock prices, sentiment analysis, and topic embeddings from news articles, to optimize trading strategies for SP100 stocks. Building upon…

Portfolio Management · Quantitative Finance 2024-12-24 Sumit Nawathe , Ravi Panguluri , James Zhang , Sashwat Venkatesh

This paper sets forth a framework for deep reinforcement learning as applied to market making (DRLMM) for cryptocurrencies. Two advanced policy gradient-based algorithms were selected as agents to interact with an environment that…

Trading and Market Microstructure · Quantitative Finance 2019-11-21 Jonathan Sadighian

Reinforcement Learning (RL) is a general framework concerned with an agent that seeks to maximize rewards in an environment. The learning typically happens through trial and error using explorative methods, such as epsilon-greedy. There are…

Machine Learning · Computer Science 2022-10-06 Per-Arne Andersen , Morten Goodwin , Ole-Christoffer Granmo

We build a profitable electronic trading agent with Reinforcement Learning that places buy and sell orders in the stock market. An environment model is built only with historical observational data, and the RL agent learns the trading…

Artificial Intelligence · Computer Science 2019-10-10 Haoran Wei , Yuanbo Wang , Lidia Mangu , Keith Decker

This study presents a Reinforcement Learning (RL)-based portfolio management model tailored for high-risk environments, addressing the limitations of traditional RL models and exploiting market opportunities through two-sided transactions…

Portfolio Management · Quantitative Finance 2024-08-13 Ali Habibnia , Mahdi Soltanzadeh

Reinforcement Learning (RL) has emerged as a transformative approach in the domains of automation and robotics, offering powerful solutions to complex problems that conventional methods struggle to address. In scenarios where the problem…

Robotics · Computer Science 2023-09-04 Meraj Mammadov

The growing number of applications of Reinforcement Learning (RL) in real-world domains has led to the development of privacy-preserving techniques due to the inherently sensitive nature of data. Most existing works focus on differential…

Machine Learning · Computer Science 2021-09-20 Alberto Jesu , Victor-Alexandru Darvariu , Alessandro Staffolani , Rebecca Montanari , Mirco Musolesi

We investigate the use of Reinforcement Learning for the optimal execution of meta-orders, where the objective is to execute incrementally large orders while minimizing implementation shortfall and market impact over an extended period of…

Trading and Market Microstructure · Quantitative Finance 2025-11-20 Tomas Espana , Yadh Hafsi , Fabrizio Lillo , Edoardo Vittori

Reinforcement learning (RL) applications, where an agent can simply learn optimal behaviors by interacting with the environment, are quickly gaining tremendous success in a wide variety of applications from controlling simple pendulums to…

Machine Learning · Computer Science 2022-01-28 Mariam Kiran , Melis Ozyildirim

Deep Reinforcement Learning (RL) is remarkably effective in addressing sequential resource allocation problems in domains such as healthcare, public policy, and resource management. However, deep RL policies often lack transparency and…

Machine Learning · Computer Science 2025-02-18 Mauricio Tec , Guojun Xiong , Haichuan Wang , Francesca Dominici , Milind Tambe

Making sophisticated, robust, and safe sequential decisions is at the heart of intelligent systems. This is especially critical for planning in complex multi-agent environments, where agents need to anticipate other agents' intentions and…

Robotics · Computer Science 2020-01-29 Yichuan Charlie Tang

Deep Reinforcement Learning (DRL) has shown outstanding performance on inducing effective action policies that maximize expected long-term return on many complex tasks. Much of DRL work has been focused on sequences of events with discrete…

Machine Learning · Computer Science 2021-05-07 Yeo Jin Kim , Min Chi

With the advent of ride-sharing services, there is a huge increase in the number of people who rely on them for various needs. Most of the earlier approaches tackling this issue required handcrafted functions for estimating travel times and…

Machine Learning · Computer Science 2020-06-22 Oscar de Lima , Hansal Shah , Ting-Sheng Chu , Brian Fogelson

Reinforcement learning (RL) struggles to scale to large, combinatorial action spaces common in many real-world problems. This paper introduces a novel framework for training discrete diffusion models as highly effective policies in these…

Machine Learning · Computer Science 2026-05-21 Haitong Ma , Ofir Nabati , Aviv Rosenberg , Bo Dai , Oran Lang , Craig Boutilier , Na Li , Shie Mannor , Lior Shani , Guy Tenneholtz

Learning how to act when there are many available actions in each state is a challenging task for Reinforcement Learning (RL) agents, especially when many of the actions are redundant or irrelevant. In such cases, it is sometimes easier to…

Machine Learning · Computer Science 2019-02-26 Tom Zahavy , Matan Haroush , Nadav Merlis , Daniel J. Mankowitz , Shie Mannor
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