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Standard planners for sequential decision making (including Monte Carlo planning, tree search, dynamic programming, etc.) are constrained by an implicit sequential planning assumption: The order in which a plan is constructed is the same in…

Over the past decades, researchers have been pushing the limits of Deep Reinforcement Learning (DRL). Although DRL has attracted substantial interest from practitioners, many are blocked by having to search through a plethora of available…

Mathematical Finance · Quantitative Finance 2023-10-05 Sophia Gu

While reinforcement learning (RL) for large language models (LLMs) has shown promise in mathematical reasoning, strategic reasoning for LLMs using RL remains largely unexplored. We investigate whether LLMs can develop strategic reasoning…

Artificial Intelligence · Computer Science 2025-08-29 Dongyoon Hwang , Hojoon Lee , Jaegul Choo , Dongmin Park , Jongho Park

Activities in reinforcement learning (RL) revolve around learning the Markov decision process (MDP) model, in particular, the following parameters: state values, V; state-action values, Q; and policy, pi. These parameters are commonly…

Machine Learning · Computer Science 2018-07-24 Somnuk Phon-Amnuaisuk

The framework of deep reinforcement learning (DRL) provides a powerful and widely applicable mathematical formalization for sequential decision-making. This paper present a novel DRL framework, termed \emph{$f$-Divergence Reinforcement…

Machine Learning · Computer Science 2021-12-15 Chen Gong , Qiang He , Yunpeng Bai , Zhou Yang , Xiaoyu Chen , Xinwen Hou , Xianjie Zhang , Yu Liu , Guoliang Fan

To this day, a variety of approaches for providing local interpretability of black-box machine learning models have been introduced. Unfortunately, all of these methods suffer from one or more of the following deficiencies: They are either…

Machine Learning · Computer Science 2022-03-08 Yiran Huang , Nicole Schaal , Michael Hefenbrock , Yexu Zhou , Till Riedel , Likun Fang , Michael Beigl

Deep reinforcement learning has been shown to be a powerful framework for learning policies from complex high-dimensional sensory inputs to actions in complex tasks, such as the Atari domain. In this paper, we explore output representation…

Machine Learning · Computer Science 2016-06-16 Ishan P. Durugkar , Clemens Rosenbaum , Stefan Dernbach , Sridhar Mahadevan

A major challenge in decision making domains with large state spaces is to effectively select actions which maximize utility. In recent years, approaches such as reinforcement learning (RL) and search algorithms have been successful to…

Artificial Intelligence · Computer Science 2024-05-28 Henry Taylor , Leonardo Stella

Text-based games provide valuable environments for language-based autonomous agents. However, planning-then-learning paradigms, such as those combining Monte Carlo Tree Search (MCTS) and reinforcement learning (RL), are notably…

Computation and Language · Computer Science 2025-04-24 Zijing Shi , Meng Fang , Ling Chen

The construction of approximate replication strategies for pricing and hedging of derivative contracts in incomplete markets is a key problem of financial engineering. Recently Reinforcement Learning algorithms for hedging under realistic…

Artificial Intelligence · Computer Science 2023-11-02 Oleg Szehr

How resources are deployed to secure critical targets in networks can be modelled by Network Security Games (NSGs). While recent advances in deep learning (DL) provide a powerful approach to dealing with large-scale NSGs, DL methods such as…

Cryptography and Security · Computer Science 2022-01-20 Wanqi Xue , Bo An , Chai Kiat Yeo

The Adaptive Large Neighborhood Search (ALNS) algorithm has shown considerable success in solving combinatorial optimization problems (COPs). Nonetheless, the performance of ALNS relies on the proper configuration of its selection and…

Machine Learning · Computer Science 2024-10-15 Robbert Reijnen , Yingqian Zhang , Hoong Chuin Lau , Zaharah Bukhsh

In 2015, Google's DeepMind announced an advancement in creating an autonomous agent based on deep reinforcement learning (DRL) that could beat a professional player in a series of 49 Atari games. However, the current manifestation of DRL is…

Machine Learning · Computer Science 2019-07-30 Ngoc Duy Nguyen , Saeid Nahavandi , Thanh Nguyen

We present a unifying framework for designing and analysing distributional reinforcement learning (DRL) algorithms in terms of recursively estimating statistics of the return distribution. Our key insight is that DRL algorithms can be…

Machine Learning · Statistics 2019-02-22 Mark Rowland , Robert Dadashi , Saurabh Kumar , Rémi Munos , Marc G. Bellemare , Will Dabney

Deep reinforcement learning (DRL) has been widely studied in the portfolio management task. However, it is challenging to understand a DRL-based trading strategy because of the black-box nature of deep neural networks. In this paper, we…

Portfolio Management · Quantitative Finance 2021-12-21 Mao Guan , Xiao-Yang Liu

Monte Carlo tree search (MCTS) has achieved state-of-the-art results in many domains such as Go and Atari games when combining with deep neural networks (DNNs). When more simulations are executed, MCTS can achieve higher performance but…

Artificial Intelligence · Computer Science 2020-12-16 Li-Cheng Lan , Meng-Yu Tsai , Ti-Rong Wu , I-Chen Wu , Cho-Jui Hsieh

Many of the strongest game playing programs use a combination of Monte Carlo tree search (MCTS) and deep neural networks (DNN), where the DNNs are used as policy or value evaluators. Given a limited budget, such as online playing or during…

Artificial Intelligence · Computer Science 2019-06-03 Li-Cheng Lan , Wei Li , Ting-Han Wei , I-Chen Wu

We study how to efficiently combine formal methods, Monte Carlo Tree Search (MCTS), and deep learning in order to produce high-quality receding horizon policies in large Markov Decision processes (MDPs). In particular, we use model-checking…

Artificial Intelligence · Computer Science 2023-08-16 Debraj Chakraborty , Damien Busatto-Gaston , Jean-François Raskin , Guillermo A. Pérez

Deep reinforcement learning (DRL) has been widely applied in autonomous exploration and mapping tasks, but often struggles with the challenges of sampling efficiency, poor adaptability to unknown map sizes, and slow simulation speed. To…

Robotics · Computer Science 2023-02-28 Zhi Li , Jinghao Xin , Ning Li

Deep reinforcement learning (DRL) brings the power of deep neural networks to bear on the generic task of trial-and-error learning, and its effectiveness has been convincingly demonstrated on tasks such as Atari video games and the game of…

Artificial Intelligence · Computer Science 2016-10-04 Marta Garnelo , Kai Arulkumaran , Murray Shanahan