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Self-paced reinforcement learning (RL) aims to improve the data efficiency of learning by automatically creating sequences, namely curricula, of probability distributions over contexts. However, existing techniques for self-paced RL fail in…

Machine Learning · Computer Science 2023-05-29 Cevahir Koprulu , Ufuk Topcu

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) is a control approach that can handle nonlinear stochastic optimal control problems. However, despite the promise exhibited, RL has yet to see marked translation to industrial practice primarily due to its…

Machine Learning · Computer Science 2021-04-15 Elton Pan , Panagiotis Petsagkourakis , Max Mowbray , Dongda Zhang , Antonio del Rio-Chanona

Distributional reinforcement learning (DRL) studies the evolution of full return distributions under Bellman updates rather than focusing on expected values. A classical result is that the distributional Bellman operator is contractive…

Machine Learning · Computer Science 2026-03-16 Keru Wang , Yixin Deng , Yao Lyu , Stephen Redmond , Shengbo Eben Li

We present an end-to-end Reinforcement Learning(RL) framework for robotic manipulation tasks, using a robust and efficient keypoints representation. The proposed method learns keypoints from camera images as the state representation,…

Robotics · Computer Science 2022-02-15 Tianying Wang , En Yen Puang , Marcus Lee , Yan Wu , Wei Jing

The aim of this paper is to establish strong convergence theorems for a strongly relatively nonexpansive sequence in a smooth and uniformly convex Banach space. Then we employ our results to approximate solutions of the zero point problem…

Functional Analysis · Mathematics 2020-12-29 Koji Aoyama , Yasunori Kimura , Fumiaki Kohsaka

Reinforcement learning (RL) is increasingly applied to real-world problems involving complex and structured decisions, such as routing, scheduling, and assortment planning. These settings challenge standard RL algorithms, which struggle to…

Machine Learning · Computer Science 2025-10-29 Heiko Hoppe , Léo Baty , Louis Bouvier , Axel Parmentier , Maximilian Schiffer

Reinforcement learning (RL) is a machine learning paradigm where an autonomous agent learns to make an optimal sequence of decisions by interacting with the underlying environment. The promise demonstrated by RL-guided workflows in…

Cryptography and Security · Computer Science 2022-08-31 Satwik Patnaik , Vasudev Gohil , Hao Guo , Jeyavijayan , Rajendran

The Robbins-Monro stochastic approximation algorithm is a foundation of many algorithmic frameworks for reinforcement learning (RL), and often an efficient approach to solving (or approximating the solution to) complex optimal control…

Optimization and Control · Mathematics 2019-03-19 Andrey Bernstein , Yue Chen , Marcello Colombino , Emiliano Dall'Anese , Prashant Mehta , Sean Meyn

Precise robotic manipulation skills are desirable in many industrial settings, reinforcement learning (RL) methods hold the promise of acquiring these skills autonomously. In this paper, we explicitly consider incorporating operational…

Reinforcement Learning (RL) has emerged as a transformative approach for aligning and enhancing Large Language Models (LLMs), addressing critical challenges in instruction following, ethical alignment, and reasoning capabilities. This…

Artificial Intelligence · Computer Science 2025-07-08 Saksham Sahai Srivastava , Vaneet Aggarwal

The design of fixed point algorithms is at the heart of monotone operator theory, convex analysis, and of many modern optimization problems arising in machine learning and control. This tutorial reviews recent advances in understanding the…

Optimization and Control · Mathematics 2022-07-19 Francesco Bullo , Pedro Cisneros-Velarde , Alexander Davydov , Saber Jafarpour

Reinforcement learning (RL) has become a foundational approach for enabling intelligent robotic behavior in dynamic and uncertain environments. This work presents an in-depth review of RL principles, advanced deep reinforcement learning…

Robotics · Computer Science 2026-03-17 Kumater Ter , Abolanle Adetifa , Daniel Udekwe

Robust Reinforcement Learning aims to find the optimal policy with some extent of robustness to environmental dynamics. Existing learning algorithms usually enable the robustness through disturbing the current state or simulating…

Machine Learning · Computer Science 2020-06-02 Linfang Hou , Liang Pang , Xin Hong , Yanyan Lan , Zhiming Ma , Dawei Yin

Model-free deep reinforcement learning (RL) algorithms have been widely used for a range of complex control tasks. However, slow convergence and sample inefficiency remain challenging problems in RL, especially when handling continuous and…

Machine Learning · Computer Science 2021-12-07 Wenjie Shi , Shiji Song , Hui Wu , Ya-Chu Hsu , Cheng Wu , Gao Huang

Reinforcement learning (RL) algorithms assume that users specify tasks by manually writing down a reward function. However, this process can be laborious and demands considerable technical expertise. Can we devise RL algorithms that instead…

Machine Learning · Computer Science 2022-01-03 Benjamin Eysenbach , Sergey Levine , Ruslan Salakhutdinov

We study the problem of Reinforcement Learning (RL) with linear function approximation, i.e. assuming the optimal action-value function is linear in a known $d$-dimensional feature mapping. Unfortunately, however, based on only this…

Machine Learning · Computer Science 2022-11-15 Zeyu Jia , Randy Jia , Dhruv Madeka , Dean P. Foster

The last decade has seen an upswing in interest and adoption of reinforcement learning (RL) techniques, in large part due to its demonstrated capabilities at performing certain tasks at "super-human levels". This has incentivized the…

Machine Learning · Computer Science 2025-10-29 Pablo Samuel Castro

The problem of solving Markov decision processes under function approximation remains a fundamental challenge, even under linear function approximation settings. A key difficulty arises from a geometric mismatch: while the Bellman…

Machine Learning · Computer Science 2026-04-09 Hyukjun Yang , Han-Dong Lim , Donghwan Lee

We analyze a fixed-point algorithm for reinforcement learning (RL) of optimal portfolio mean-variance preferences in the setting of multivariate generalized autoregressive conditional-heteroskedasticity (MGARCH) with a small penalty on…

Computational Finance · Quantitative Finance 2023-02-17 Andrew Papanicolaou , Hao Fu , Prashanth Krishnamurthy , Farshad Khorrami
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