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Low-precision training has become a popular approach to reduce compute requirements, memory footprint, and energy consumption in supervised learning. In contrast, this promising approach has not yet enjoyed similarly widespread adoption…

Machine Learning · Computer Science 2021-06-07 Johan Bjorck , Xiangyu Chen , Christopher De Sa , Carla P. Gomes , Kilian Q. Weinberger

Automated vehicle control using reinforcement learning (RL) has attracted significant attention due to its potential to learn driving policies through environment interaction. However, RL agents often face training challenges in sample…

Robotics · Computer Science 2025-09-08 Zhihao Zhang , Chengyang Peng , Ekim Yurtsever , Keith A. Redmill

During recent years, deep reinforcement learning (DRL) has made successful incursions into complex decision-making applications such as robotics, autonomous driving or video games. Off-policy algorithms tend to be more sample-efficient than…

Machine Learning · Computer Science 2021-12-06 Jesus Bujalance Martin , Raphael Chekroun , Fabien Moutarde

In this paper, we study the continuous-time multi-asset mean-variance (MV) portfolio selection using a reinforcement learning (RL) algorithm, specifically the soft actor-critic (SAC) algorithm, in the time-varying financial market. A family…

Mathematical Finance · Quantitative Finance 2025-05-13 Yu Li , Yuhan Wu , Shuhua Zhang

The Soft Actor-Critic (SAC) algorithm with a Gaussian policy has become a mainstream implementation for realizing the Maximum Entropy Reinforcement Learning (MaxEnt RL) objective, which incorporates entropy maximization to encourage…

Machine Learning · Computer Science 2025-06-09 Xiaoyi Dong , Jian Cheng , Xi Sheryl Zhang

Adopting reasonable strategies is challenging but crucial for an intelligent agent with limited resources working in hazardous, unstructured, and dynamic environments to improve the system's utility, decrease the overall cost, and increase…

Artificial Intelligence · Computer Science 2023-12-06 Qin Yang , Ramviyas Parasuraman

Soft Actor-Critic algorithm is widely recognized for its robust performance across a range of deep reinforcement learning tasks, where it leverages the tanh transformation to constrain actions within bounded limits. However, this…

Machine Learning · Computer Science 2025-04-23 Yanjun Chen , Xinming Zhang , Xianghui Wang , Zhiqiang Xu , Xiaoyu Shen , Wei Zhang

Off-policy actor-critic algorithms have shown strong potential in deep reinforcement learning for continuous control tasks. Their success primarily comes from leveraging pessimistic state-action value function updates, which reduce function…

Machine Learning · Computer Science 2025-08-21 Bahareh Tasdighi , Nicklas Werge , Yi-Shan Wu , Melih Kandemir

Advances in Reinforcement Learning (RL) have demonstrated data efficiency and optimal control over large state spaces at the cost of scalable performance. Genetic methods, on the other hand, provide scalability but depict hyperparameter…

Machine Learning · Computer Science 2021-01-19 Karush Suri , Xiao Qi Shi , Konstantinos N. Plataniotis , Yuri A. Lawryshyn

Learning expressive stochastic policies instead of deterministic ones has been proposed to achieve better stability, sample complexity, and robustness. Notably, in Maximum Entropy Reinforcement Learning (MaxEnt RL), the policy is modeled as…

Machine Learning · Computer Science 2024-05-03 Safa Messaoud , Billel Mokeddem , Zhenghai Xue , Linsey Pang , Bo An , Haipeng Chen , Sanjay Chawla

Due to their complex nonlinear dynamics and batch-to-batch variability, batch processes pose a challenge for process control. Due to the absence of accurate models and resulting plant-model mismatch, these problems become harder to address…

Machine Learning · Computer Science 2022-05-03 Tanuja Joshi , Hariprasad Kodamana , Harikumar Kandath , Niket Kaisare

Most prior approaches to offline reinforcement learning (RL) utilize \textit{behavior regularization}, typically augmenting existing off-policy actor critic algorithms with a penalty measuring divergence between the policy and the offline…

Machine Learning · Computer Science 2021-10-15 Haoran Xu , Xianyuan Zhan , Jianxiong Li , Honglei Yin

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

Hidden confounders that influence both states and actions can bias policy learning in reinforcement learning (RL), leading to suboptimal or non-generalizable behavior. Most RL algorithms ignore this issue, learning policies from…

Machine Learning · Computer Science 2025-06-09 Thanh Vinh Vo , Young Lee , Haozhe Ma , Chien Lu , Tze-Yun Leong

Designing off-policy reinforcement learning algorithms is typically a very challenging task, because a desirable iteration update often involves an expectation over an on-policy distribution. Prior off-policy actor-critic (AC) algorithms…

Machine Learning · Computer Science 2021-07-20 Tengyu Xu , Zhuoran Yang , Zhaoran Wang , Yingbin Liang

The paper explores the application of a continuous action space soft actor-critic (SAC) reinforcement learning model to the area of automated market-making. The reinforcement learning agent receives a simulated flow of client trades, thus…

Pricing of Securities · Quantitative Finance 2020-08-28 Alexey Bakshaev

In traditional reinforcement learning, an agent maximizes the reward collected during its interaction with the environment by approximating the optimal policy through the estimation of value functions. Typically, given a state s and action…

Machine Learning · Computer Science 2018-06-20 Shangda Li , Selina Bing , Steven Yang

Despite definite success in deep reinforcement learning problems, actor-critic algorithms are still confronted with sample inefficiency in complex environments, particularly in tasks where efficient exploration is a bottleneck. These…

Machine Learning · Computer Science 2021-02-09 Yannis Flet-Berliac , Johan Ferret , Olivier Pietquin , Philippe Preux , Matthieu Geist

Learning-based methods have enabled robots to acquire bio-inspired movements with increasing levels of naturalness and adaptability. Among these, Imitation Learning (IL) has proven effective in transferring complex motion patterns from…

Robotics · Computer Science 2025-09-30 Nayari Marie Lessa , Melya Boukheddimi , Frank Kirchner

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