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We propose a reinforcement learning (RL) framework under a broad class of risk objectives, characterized by convex scoring functions. This class covers many common risk measures, such as variance, Expected Shortfall, entropic Value-at-Risk,…

Mathematical Finance · Quantitative Finance 2025-05-16 Shanyu Han , Yang Liu , Xiang Yu

Learning from rewards (i.e., reinforcement learning or RL) and learning to imitate a teacher (i.e., teacher-student learning) are two established approaches for solving sequential decision-making problems. To combine the benefits of these…

Machine Learning · Computer Science 2024-02-21 Idan Shenfeld , Zhang-Wei Hong , Aviv Tamar , Pulkit Agrawal

Continuous-time reinforcement learning offers an appealing formalism for describing control problems in which the passage of time is not naturally divided into discrete increments. Here we consider the problem of predicting the distribution…

Machine Learning · Computer Science 2022-06-20 Harley Wiltzer , David Meger , Marc G. Bellemare

Deep Reinforcement Learning (RL) algorithms can solve complex sequential decision tasks successfully. However, they have a major drawback of having poor sample efficiency which can often be tackled by knowledge reuse. In Multi-Agent…

Multiagent Systems · Computer Science 2019-05-30 Ercüment İlhan , Jeremy Gow , Diego Perez-Liebana

Reinforcement Learning (RL) uses rewards to guide learning, yet reward design is typically hand-crafted using heuristics that can be difficult to tune. We propose a Control Barrier Function (CBF)-informed reward design for Multi-Agent RL…

Robotics · Computer Science 2026-05-19 Jianye Xu , Bassam Alrifaee

With the growing popularity of deep reinforcement learning (DRL), human-in-the-loop (HITL) approach has the potential to revolutionize the way we approach decision-making problems and create new opportunities for human-AI collaboration. In…

Hierarchical Reinforcement Learning (HRL) is a promising approach to solving long-horizon problems with sparse and delayed rewards. Many existing HRL algorithms either use pre-trained low-level skills that are unadaptable, or require…

Machine Learning · Computer Science 2019-10-11 Siyuan Li , Rui Wang , Minxue Tang , Chongjie Zhang

Transfer of recent advances in deep reinforcement learning to real-world applications is hindered by high data demands and thus low efficiency and scalability. Through independent improvements of components such as replay buffers or more…

Machine Learning · Computer Science 2022-11-28 André Eberhard , Houssam Metni , Georg Fahland , Alexander Stroh , Pascal Friederich

Reinforcement learning (RL) has demonstrated its ability to solve high dimensional tasks by leveraging non-linear function approximators. However, these successes are mostly achieved by 'black-box' policies in simulated domains. When…

Machine Learning · Computer Science 2021-11-19 Riad Akrour , Davide Tateo , Jan Peters

In this paper, we introduce Quantum-Train-Based Distributed Multi-Agent Reinforcement Learning (Dist-QTRL), a novel approach to addressing the scalability challenges of traditional Reinforcement Learning (RL) by integrating quantum…

Quantum Physics · Physics 2024-12-13 Kuan-Cheng Chen , Samuel Yen-Chi Chen , Chen-Yu Liu , Kin K. Leung

Model-based reinforcement learning (MBRL) is a sample efficient technique to obtain control policies, yet unavoidable modeling errors often lead performance deterioration. The model in MBRL is often solely fitted to reconstruct dynamics,…

Machine Learning · Computer Science 2023-06-22 Claas Voelcker , Victor Liao , Animesh Garg , Amir-massoud Farahmand

A central challenge in the computational modeling and simulation of a multitude of science applications is to achieve robust and accurate closures for their coarse-grained representations due to underlying highly nonlinear multiscale…

Machine Learning · Computer Science 2022-07-27 Omer San , Suraj Pawar , Adil Rasheed

Maximum entropy reinforcement learning (RL) methods have been successfully applied to a range of challenging sequential decision-making and control tasks. However, most of existing techniques are designed for discrete-time systems. As a…

Optimization and Control · Mathematics 2020-09-29 Jeongho Kim , Insoon Yang

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

Effectively leveraging large, previously collected datasets in reinforcement learning (RL) is a key challenge for large-scale real-world applications. Offline RL algorithms promise to learn effective policies from previously-collected,…

Machine Learning · Computer Science 2020-08-20 Aviral Kumar , Aurick Zhou , George Tucker , Sergey Levine

Finding the optimal signal timing strategy is a difficult task for the problem of large-scale traffic signal control (TSC). Multi-Agent Reinforcement Learning (MARL) is a promising method to solve this problem. However, there is still room…

Machine Learning · Computer Science 2021-09-14 Xiaoqiang Wang , Liangjun Ke , Zhimin Qiao , Xinghua Chai

Continuous reinforcement learning such as DDPG and A3C are widely used in robot control and autonomous driving. However, both methods have theoretical weaknesses. While DDPG cannot control noises in the control process, A3C does not satisfy…

Machine Learning · Computer Science 2019-08-09 Tianhao Chen , Limei Cheng , Yang Liu , Wenchuan Jia , Shugen Ma

Centralised training with decentralised execution (CT-DE) serves as the foundation of many leading multi-agent reinforcement learning (MARL) algorithms. Despite its popularity, it suffers from a critical drawback due to its reliance on…

Multiagent Systems · Computer Science 2023-06-23 Taher Jafferjee , Juliusz Ziomek , Tianpei Yang , Zipeng Dai , Jianhong Wang , Matthew Taylor , Kun Shao , Jun Wang , David Mguni

Recent advances in Reinforcement Learning (RL) combined with Deep Learning (DL) have demonstrated impressive performance in complex tasks, including autonomous driving. The use of RL agents in autonomous driving leads to a smooth human-like…

Artificial Intelligence · Computer Science 2021-07-30 Briti Gangopadhyay , Harshit Soora , Pallab Dasgupta

We propose a Reinforcement Learning (RL) based control design framework for handling complex tasks. The approach extends the concept of Reward Machines (RM) with Signal Temporal Logic (STL) formulas that can be used for event generation.…

Artificial Intelligence · Computer Science 2026-04-17 Ana María Gómez Ruiz , Thao Dang , Alexandre Donzé
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