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We develop a deep reinforcement learning (RL) framework for an optimal market-making (MM) trading problem, specifically focusing on price processes with semi-Markov and Hawkes Jump-Diffusion dynamics. We begin by discussing the basics of RL…

Computational Finance · Quantitative Finance 2025-03-03 Luca Lalor , Anatoliy Swishchuk

Despite recent advances in dexterous manipulations, the manipulation of articulated objects and generalization across different categories remain significant challenges. To address these issues, we introduce DART, a novel framework that…

Robotics · Computer Science 2025-09-19 Hao Zhang , Zhen Kan , Weiwei Shang , Yongduan Song

In safety-critical robotic tasks, potential failures must be reduced, and multiple constraints must be met, such as avoiding collisions, limiting energy consumption, and maintaining balance. Thus, applying safe reinforcement learning (RL)…

Machine Learning · Computer Science 2023-12-27 Dohyeong Kim , Kyungjae Lee , Songhwai Oh

This paper presents a new method --- adversarial advantage actor-critic (Adversarial A2C), which significantly improves the efficiency of dialogue policy learning in task-completion dialogue systems. Inspired by generative adversarial…

Computation and Language · Computer Science 2018-02-09 Baolin Peng , Xiujun Li , Jianfeng Gao , Jingjing Liu , Yun-Nung Chen , Kam-Fai Wong

Efficient job scheduling on data centers under heterogeneous complexity is crucial but challenging since it involves the allocation of multi-dimensional resources over time and space. To adapt the complex computing environment in data…

Operating Systems · Computer Science 2020-03-03 Sisheng Liang , Zhou Yang , Fang Jin , Yong Chen

Despite recent advances in reinforcement learning (RL), its application in safety critical domains like autonomous vehicles is still challenging. Although punishing RL agents for risky situations can help to learn safe policies, it may also…

Robotics · Computer Science 2021-07-16 Danial Kamran , Tizian Engelgeh , Marvin Busch , Johannes Fischer , Christoph Stiller

Deep Reinforcement Learning (RL) has emerged as a powerful method for addressing complex control problems, particularly those involving underactuated robotic systems. However, in some cases, policies may require refinement to achieve…

Robotics · Computer Science 2025-07-15 Marco Calì , Alberto Sinigaglia , Niccolò Turcato , Ruggero Carli , Gian Antonio Susto

The reward signal plays a central role in defining the desired behaviors of agents in reinforcement learning (RL). Rewards collected from realistic environments could be perturbed, corrupted, or noisy due to an adversary, sensor error, or…

Machine Learning · Computer Science 2025-03-12 Xi Chen , Zhihui Zhu , Andrew Perrault

Reinforcement Learning (RL) has shown great potential in complex control tasks, particularly when combined with deep neural networks within the Actor-Critic (AC) framework. However, in practical applications, balancing exploration, learning…

Robotics · Computer Science 2026-02-25 Zhiwei Shang , Xinyi Yuan , Wenjun Huang , Yunduan Cui , Di Chen , Meixin Zhu

Reinforcement learning has emerged as a powerful tool for improving diffusion-based text-to-image models, but existing methods are largely limited to single-task optimization. Extending RL to multiple tasks is challenging: joint…

Machine Learning · Computer Science 2026-05-15 Quanhao Li , Junqiu Yu , Kaixun Jiang , Yujie Wei , Zhen Xing , Pandeng Li , Ruihang Chu , Shiwei Zhang , Yu Liu , Zuxuan Wu

Reinforcement learning in multi-agent scenarios is important for real-world applications but presents challenges beyond those seen in single-agent settings. We present an actor-critic algorithm that trains decentralized policies in…

Machine Learning · Computer Science 2019-05-29 Shariq Iqbal , Fei Sha

Researchers and practitioners in the field of reinforcement learning (RL) frequently leverage parallel computation, which has led to a plethora of new algorithms and systems in the last few years. In this paper, we re-examine the challenges…

Machine Learning · Computer Science 2021-11-01 Eric Liang , Zhanghao Wu , Michael Luo , Sven Mika , Joseph E. Gonzalez , Ion Stoica

This paper presents a novel approach to multi-agent reinforcement learning (RL) for linear systems with convex polytopic constraints. Existing work on RL has demonstrated the use of model predictive control (MPC) as a function approximator…

Systems and Control · Electrical Eng. & Systems 2025-01-06 Samuel Mallick , Filippo Airaldi , Azita Dabiri , Bart De Schutter

Safety is essential for reinforcement learning (RL) applied in real-world situations. Chance constraints are suitable to represent the safety requirements in stochastic systems. Previous chance-constrained RL methods usually have a low…

Machine Learning · Computer Science 2021-03-17 Baiyu Peng , Yao Mu , Yang Guan , Shengbo Eben Li , Yuming Yin , Jianyu Chen

Recent studies have shown that deep reinforcement learning agents are vulnerable to small adversarial perturbations on the agent's inputs, which raises concerns about deploying such agents in the real world. To address this issue, we…

Machine Learning · Computer Science 2021-11-12 Tuomas Oikarinen , Wang Zhang , Alexandre Megretski , Luca Daniel , Tsui-Wei Weng

One important property of DIstribution Correction Estimation (DICE) methods is that the solution is the optimal stationary distribution ratio between the optimized and data collection policy. In this work, we show that DICE-based methods…

Machine Learning · Computer Science 2024-11-01 Liyuan Mao , Haoran Xu , Xianyuan Zhan , Weinan Zhang , Amy Zhang

In this paper, we present a deep reinforcement learning (RL) framework for iterative dialog policy optimization in end-to-end task-oriented dialog systems. Popular approaches in learning dialog policy with RL include letting a dialog agent…

Computation and Language · Computer Science 2017-09-20 Bing Liu , Ian Lane

Background: Deep Deterministic Policy Gradient-based reinforcement learning algorithms utilize Actor-Critic architectures, where both networks are typically trained using identical batches of replayed transitions. However, the learning…

Machine Learning · Computer Science 2025-12-08 Mehmet Efe Lorasdagi , Dogan Can Cicek , Furkan Burak Mutlu , Suleyman Serdar Kozat

Thanks to their remarkable flexibility, diffusion models and flow models have emerged as promising candidates for policy representation. However, efficient reinforcement learning (RL) upon these policies remains a challenge due to the lack…

Machine Learning · Computer Science 2026-03-31 Chenxiao Gao , Edward Chen , Tianyi Chen , Bo Dai

We investigate reinforcement learning (RL) in the presence of distributional mismatch between training and deployment, where policies trained in simulators often underperform in practice due to mismatches between training and deployment…

Machine Learning · Computer Science 2025-11-12 Debamita Ghosh , George K. Atia , Yue Wang
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