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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

We study model-free learning methods for the output-feedback Linear Quadratic (LQ) control problem in finite-horizon subject to subspace constraints on the control policy. Subspace constraints naturally arise in the field of distributed…

Systems and Control · Electrical Eng. & Systems 2021-07-14 Luca Furieri , Yang Zheng , Maryam Kamgarpour

Policy optimization has drawn increasing attention in reinforcement learning, particularly in the context of derivative-free methods for linear quadratic regulator (LQR) problems with unknown dynamics. This paper focuses on characterizing…

Optimization and Control · Mathematics 2025-06-17 Weijian Li , Panagiotis Kounatidis , Zhong-Ping Jiang , Andreas A. Malikopoulos

In many practical control applications, the performance level of a closed-loop system degrades over time due to the change of plant characteristics. Thus, there is a strong need for redesigning a controller without going through the system…

Systems and Control · Electrical Eng. & Systems 2023-12-01 Mei Minami , Yuka Masumoto , Yoshihiro Okawa , Tomotake Sasaki , Yutaka Hori

We address reinforcement learning problems with finite state and action spaces where the underlying MDP has some known structure that could be potentially exploited to minimize the exploration rates of suboptimal (state, action) pairs. For…

Machine Learning · Computer Science 2018-11-30 Jungseul Ok , Alexandre Proutiere , Damianos Tranos

We study the problem of determining an effective exploration strategy in static and non-linear optimization problems, which depend on an unknown scalar parameter to be learned from online collected noisy data. An optimal trade-off between…

Optimization and Control · Mathematics 2024-09-13 Ying Wang , Mirko Pasquini , Kévin Colin , Håkan Hjalmarsson

We consider the reinforcement learning (RL) problem with general utilities which consists in maximizing a function of the state-action occupancy measure. Beyond the standard cumulative reward RL setting, this problem includes as particular…

Machine Learning · Computer Science 2023-06-06 Anas Barakat , Ilyas Fatkhullin , Niao He

We study the problem of reinforcement learning in infinite-horizon discounted linear Markov decision processes (MDPs), and propose the first computationally efficient algorithm achieving rate-optimal regret guarantees in this setting. Our…

Machine Learning · Computer Science 2026-03-16 Antoine Moulin , Gergely Neu , Luca Viano

Meta-reinforcement learning (RL) methods can meta-train policies that adapt to new tasks with orders of magnitude less data than standard RL, but meta-training itself is costly and time-consuming. If we can meta-train on offline data, then…

Machine Learning · Computer Science 2022-07-08 Vitchyr H. Pong , Ashvin Nair , Laura Smith , Catherine Huang , Sergey Levine

Reinforcement learning (RL) has emerged as a powerful method for improving the reasoning abilities of large language models (LLMs). Outcome-based RL, which rewards policies solely for the correctness of the final answer, yields substantial…

Machine Learning · Computer Science 2025-09-09 Yuda Song , Julia Kempe , Remi Munos

Risk-aware control, though with promise to tackle unexpected events, requires a known exact dynamical model. In this work, we propose a model-free framework to learn a risk-aware controller with a focus on the linear system. We formulate it…

Systems and Control · Electrical Eng. & Systems 2021-06-01 Feiran Zhao , Keyou You

Efficient exploration for automatic subgoal discovery is a challenging problem in Hierarchical Reinforcement Learning (HRL). In this paper, we show that intrinsic motivation learning increases the efficiency of exploration, leading to…

Machine Learning · Computer Science 2019-11-25 Jacob Rafati , David C. Noelle

This paper focuses on adaptive control of the discrete-time linear quadratic regulator (adaptive LQR). Recent literature has made significant contributions in proving non-asymptotic convergence rates, but existing approaches have a few…

Systems and Control · Electrical Eng. & Systems 2026-04-27 Peter A. Fisher , Anuradha M. Annaswamy

Many real-world problems can be reduced to combinatorial optimization on a graph, where the subset or ordering of vertices that maximize some objective function must be found. With such tasks often NP-hard and analytically intractable,…

Machine Learning · Computer Science 2021-03-22 Thomas D. Barrett , William R. Clements , Jakob N. Foerster , A. I. Lvovsky

Reinforcement learning (RL) has been successfully used to solve many continuous control tasks. Despite its impressive results however, fundamental questions regarding the sample complexity of RL on continuous problems remain open. We study…

Machine Learning · Computer Science 2017-12-27 Stephen Tu , Benjamin Recht

In this paper, we consider depth control problems of an autonomous underwater vehicle (AUV) for tracking the desired depth trajectories. Due to the unknown dynamical model of the AUV, the problems cannot be solved by most of model-based…

Robotics · Computer Science 2017-11-23 Hui Wu , Shiji Song , Keyou You , Cheng Wu

We study an exploration method for model-free RL that generalizes the counter-based exploration bonus methods and takes into account long term exploratory value of actions rather than a single step look-ahead. We propose a model-free RL…

Machine Learning · Computer Science 2018-09-03 Min-hwan Oh , Garud Iyengar

Reinforcement learning (RL) promises to expand the capabilities of language models, but it is unclear if current RL techniques promote the discovery of novel behaviors, or simply sharpen those already present in the base model. In this…

Machine Learning · Computer Science 2025-10-14 Jens Tuyls , Dylan J. Foster , Akshay Krishnamurthy , Jordan T. Ash

We present AutoResearch-RL, a framework in which a reinforcement learning agent conducts open-ended neural architecture and hyperparameter research without human supervision, running perpetually until a termination oracle signals…

Machine Learning · Computer Science 2026-03-20 Nilesh Jain , Rohit Yadav , Sagar Kotian , Claude AI

Recent progress in deep learning has relied on access to large and diverse datasets. Such data-driven progress has been less evident in offline reinforcement learning (RL), because offline RL data is usually collected to optimize specific…

Machine Learning · Computer Science 2022-04-07 Denis Yarats , David Brandfonbrener , Hao Liu , Michael Laskin , Pieter Abbeel , Alessandro Lazaric , Lerrel Pinto