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More and more stock trading strategies are constructed using deep reinforcement learning (DRL) algorithms, but DRL methods originally widely used in the gaming community are not directly adaptable to financial data with low signal-to-noise…

Computational Finance · Quantitative Finance 2023-07-27 Jie Zou , Jiashu Lou , Baohua Wang , Sixue Liu

We propose Monte Carlo Permutation Search (MCPS), a general-purpose Monte Carlo Tree Search (MCTS) algorithm that improves upon the GRAVE algorithm. MCPS is relevant when deep reinforcement learning is not an option or when the computing…

Machine Learning · Computer Science 2026-05-27 Tristan Cazenave

Researchers have demonstrated that Deep Reinforcement Learning (DRL) is a powerful tool for finding policies that perform well on complex robotic systems. However, these policies are often unpredictable and can induce highly variable…

Robotics · Computer Science 2022-03-08 Sean Gillen , Asutay Ozmen , Katie Byl

Deep reinforcement learning (DRL) is a very active research area. However, several technical and scientific issues require to be addressed, amongst which we can mention data inefficiency, exploration-exploitation trade-off, and multi-task…

Machine Learning · Computer Science 2020-11-24 Mohammad Reza Samsami , Hossein Alimadad

Financial trading has been widely analyzed for decades with market participants and academics always looking for advanced methods to improve trading performance. Deep reinforcement learning (DRL), a recently reinvigorated method with…

Trading and Market Microstructure · Quantitative Finance 2021-06-17 Ali Hirsa , Joerg Osterrieder , Branka Hadji-Misheva , Jan-Alexander Posth

Deep reinforcement learning (DRL) faces significant challenges in addressing the hard-exploration problems in tasks with sparse or deceptive rewards and large state spaces. These challenges severely limit the practical application of DRL.…

Machine Learning · Computer Science 2024-01-03 Guojian Wang , Faguo Wu , Xiao Zhang , Ning Guo , Zhiming Zheng

Cyber-attacks are becoming increasingly sophisticated and frequent, highlighting the importance of network intrusion detection systems. This paper explores the potential and challenges of using deep reinforcement learning (DRL) in network…

Cryptography and Security · Computer Science 2026-03-03 Wanrong Yang , Alberto Acuto , Yihang Zhou , Dominik Wojtczak

Reinforcement learning (RL) is an area of research that has blossomed tremendously in recent years and has shown remarkable potential for artificial intelligence based opponents in computer games. This success is primarily due to the vast…

Artificial Intelligence · Computer Science 2018-08-16 Per-Arne Andersen , Morten Goodwin , Ole-Christoffer Granmo

Recent years have witnessed the great breakthrough of deep reinforcement learning (DRL) in various perfect and imperfect information games. Among these games, DouDizhu, a popular card game in China, is very challenging due to the imperfect…

Artificial Intelligence · Computer Science 2022-04-07 Youpeng Zhao , Jian Zhao , Xunhan Hu , Wengang Zhou , Houqiang Li

The scale of Internet-connected systems has increased considerably, and these systems are being exposed to cyber attacks more than ever. The complexity and dynamics of cyber attacks require protecting mechanisms to be responsive, adaptive,…

Cryptography and Security · Computer Science 2021-11-03 Thanh Thi Nguyen , Vijay Janapa Reddi

We propose a novel Deep Reinforcement Learning (DRL) architecture for sequential decision processes under uncertainty, as encountered in inspection and maintenance (I&M) planning. Unlike other DRL algorithms for (I&M) planning, the proposed…

Artificial Intelligence · Computer Science 2023-12-25 Daniel Koutas , Elizabeth Bismut , Daniel Straub

Online 3D Bin Packing (3D-BP) with robotic arms is crucial for reducing transportation and labor costs in modern logistics. While Deep Reinforcement Learning (DRL) has shown strong performance, it often fails to adapt to real-world…

Robotics · Computer Science 2026-02-03 Jiangyi Fang , Bowen Zhou , Haotian Wang , Xin Zhu , Leye Wang

Large Language Models (LLMs) harness extensive data from the Internet, storing a broad spectrum of prior knowledge. While LLMs have proven beneficial as decision-making aids, their reliability is hampered by limitations in reasoning,…

Artificial Intelligence · Computer Science 2024-03-12 Hongyi Guo , Zhihan Liu , Yufeng Zhang , Zhaoran Wang

Mean field games (MFGs) have emerged as a powerful framework for modeling interactions in large-scale multi-agent systems. Despite recent advancements in reinforcement learning (RL) for MFGs, existing methods are typically limited to finite…

Machine Learning · Computer Science 2025-10-28 Lorenzo Magnino , Kai Shao , Zida Wu , Jiacheng Shen , Mathieu Laurière

Online planning is crucial for high performance in many complex sequential decision-making tasks. Monte Carlo Tree Search (MCTS) employs a principled mechanism for trading off exploration for exploitation for efficient online planning, and…

Artificial Intelligence · Computer Science 2024-02-08 Kalle Kujanpää , Amin Babadi , Yi Zhao , Juho Kannala , Alexander Ilin , Joni Pajarinen

We introduce a deep reinforcement learning (DRL) approach for solving management problems including inventory management, dynamic pricing, and recommendation. This DRL approach has the potential to lead to a large management model based on…

Artificial Intelligence · Computer Science 2024-03-04 Jinyang Jiang , Xiaotian Liu , Tao Ren , Qinghao Wang , Yi Zheng , Yufu Du , Yijie Peng , Cheng Zhang

We consider the popular tree-based search strategy within the framework of reinforcement learning, the Monte Carlo Tree Search (MCTS), in the context of finite-horizon Markov decision process. We propose a dynamic sampling tree policy that…

Artificial Intelligence · Computer Science 2023-05-09 Gongbo Zhang , Yijie Peng , Yilong Xu

This paper proposes a novel reinforcement learning (RL) algorithm using improved Monte Carlo tree search (IMCTS) formulation for discrete optimum design of truss structures. IMCTS with multiple root nodes includes update process, the best…

Artificial Intelligence · Computer Science 2024-08-08 Fu-Yao Ko , Katsuyuki Suzuki , Kazuo Yonekura

Deep reinforcement learning (DRL) has been increasingly employed to handle the dynamic and complex resource management in network slicing. The deployment of DRL policies in real networks, however, is complicated by heterogeneous cell…

Networking and Internet Architecture · Computer Science 2023-06-26 Tianlun Hu , Qi Liao , Qiang Liu , Georg Carle

General game testing relies on the use of human play testers, play test scripting, and prior knowledge of areas of interest to produce relevant test data. Using deep reinforcement learning (DRL), we introduce a self-learning mechanism to…

Machine Learning · Computer Science 2021-03-31 Joakim Bergdahl , Camilo Gordillo , Konrad Tollmar , Linus Gisslén