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Since their introduction a year ago, distributional approaches to reinforcement learning (distributional RL) have produced strong results relative to the standard approach which models expected values (expected RL). However, aside from…

Machine Learning · Computer Science 2019-02-22 Clare Lyle , Pablo Samuel Castro , Marc G. Bellemare

Reinforcement learning (RL) is an innovative approach to financial decision making, offering specialized solutions to complex investment problems where traditional methods fail. This review analyzes 167 articles from 2017--2025, focusing on…

Computational Finance · Quantitative Finance 2025-12-12 Mohammad Rezoanul Hoque , Md Meftahul Ferdaus , M. Kabir Hassan

While reinforcement learning (RL) has shown promising performance, its sample complexity continues to be a substantial hurdle, restricting its broader application across a variety of domains. Imitation learning (IL) utilizes oracles to…

Machine Learning · Computer Science 2025-08-12 Xuefeng Liu , Takuma Yoneda , Rick L. Stevens , Matthew R. Walter , Yuxin Chen

In recent years deep reinforcement learning (RL) systems have attained superhuman performance in a number of challenging task domains. However, a major limitation of such applications is their demand for massive amounts of training data. A…

Performance evaluations are critical for quantifying algorithmic advances in reinforcement learning. Recent reproducibility analyses have shown that reported performance results are often inconsistent and difficult to replicate. In this…

Machine Learning · Computer Science 2020-08-14 Scott M. Jordan , Yash Chandak , Daniel Cohen , Mengxue Zhang , Philip S. Thomas

Reinforcement learning (RL) is typically concerned with estimating stationary policies or single-step models, leveraging the Markov property to factorize problems in time. However, we can also view RL as a generic sequence modeling problem,…

Machine Learning · Computer Science 2021-11-30 Michael Janner , Qiyang Li , Sergey Levine

This paper presents a review of the field of reinforcement learning (RL), with a focus on providing a comprehensive overview of the key concepts, techniques, and algorithms for beginners. RL has a unique setting, jargon, and mathematics…

Machine Learning · Computer Science 2023-04-04 Mohamed-Amine Chadi , Hajar Mousannif

Motivated by the prevailing paradigm of using unsupervised learning for efficient exploration in reinforcement learning (RL) problems [tang2017exploration,bellemare2016unifying], we investigate when this paradigm is provably efficient. We…

Machine Learning · Computer Science 2020-12-02 Fei Feng , Ruosong Wang , Wotao Yin , Simon S. Du , Lin F. Yang

Hybrid Reinforcement Learning (RL), where an agent learns from both an offline dataset and online explorations in an unknown environment, has garnered significant recent interest. A crucial question posed by Xie et al. (2022) is whether…

Machine Learning · Statistics 2024-08-09 Kevin Tan , Wei Fan , Yuting Wei

Reinforcement learning (RL) algorithms have demonstrated promising results on complex tasks, yet often require impractical numbers of samples since they learn from scratch. Meta-RL aims to address this challenge by leveraging experience…

Machine Learning · Computer Science 2020-10-28 Russell Mendonca , Abhishek Gupta , Rosen Kralev , Pieter Abbeel , Sergey Levine , Chelsea Finn

Research in machine learning is making progress in fixing its own reproducibility crisis. Reinforcement learning (RL), in particular, faces its own set of unique challenges. Comparison of point estimates, and plots that show successful…

Machine Learning · Computer Science 2024-02-07 Ted Fujimoto , Joshua Suetterlein , Samrat Chatterjee , Auroop Ganguly

Distributionally robust offline reinforcement learning (RL), which seeks robust policy training against environment perturbation by modeling dynamics uncertainty, calls for function approximations when facing large state-action spaces.…

Machine Learning · Computer Science 2025-11-03 Zhishuai Liu , Pan Xu

We study the reinforcement learning (RL) problem in a constrained Markov decision process (CMDP), where an agent explores the environment to maximize the expected cumulative reward while satisfying a single constraint on the expected total…

Reinforcement Learning (RL) has emerged as an efficient method of choice for solving complex sequential decision making problems in automatic control, computer science, economics, and biology. In this paper we present a model-free RL…

Logic in Computer Science · Computer Science 2019-09-13 Mohammadhosein Hasanbeig , Yiannis Kantaros , Alessandro Abate , Daniel Kroening , George J. Pappas , Insup Lee

When Reinforcement Learning (RL) agents are deployed in practice, they might impact their environment and change its dynamics. We propose a new framework to model this phenomenon, where the current environment depends on the deployed policy…

Machine Learning · Computer Science 2024-06-03 Ben Rank , Stelios Triantafyllou , Debmalya Mandal , Goran Radanovic

While Reinforcement Learning (RL) achieves tremendous success in sequential decision-making problems of many domains, it still faces key challenges of data inefficiency and the lack of interpretability. Interestingly, many researchers have…

Artificial Intelligence · Computer Science 2023-06-02 Yan Zeng , Ruichu Cai , Fuchun Sun , Libo Huang , Zhifeng Hao

Risk-sensitive reinforcement learning (RL) aims to optimize policies that balance the expected reward and risk. In this paper, we present a novel risk-sensitive RL framework that employs an Iterated Conditional Value-at-Risk (CVaR)…

Machine Learning · Computer Science 2023-12-05 Yu Chen , Yihan Du , Pihe Hu , Siwei Wang , Desheng Wu , Longbo Huang

The $Q$-learning algorithm is a simple and widely-used stochastic approximation scheme for reinforcement learning, but the basic protocol can exhibit instability in conjunction with function approximation. Such instability can be observed…

Machine Learning · Computer Science 2022-06-03 Andrea Zanette , Martin J. Wainwright

Current reinforcement learning (RL) algorithms can be brittle and difficult to use, especially when learning goal-reaching behaviors from sparse rewards. Although supervised imitation learning provides a simple and stable alternative, it…

Machine Learning · Computer Science 2020-10-06 Dibya Ghosh , Abhishek Gupta , Ashwin Reddy , Justin Fu , Coline Devin , Benjamin Eysenbach , Sergey Levine

Many traditional algorithms for solving combinatorial optimization problems involve using hand-crafted heuristics that sequentially construct a solution. Such heuristics are designed by domain experts and may often be suboptimal due to the…

Machine Learning · Computer Science 2020-12-25 Nina Mazyavkina , Sergey Sviridov , Sergei Ivanov , Evgeny Burnaev