Related papers: Right Place, Right Time: Market Simulation-based R…
Reinforcement Learning (RL) applications in real-world scenarios must prioritize safety and reliability, which impose strict constraints on agent behavior. Model-based RL leverages predictive world models for action planning and policy…
Reinforcement learning (RL) methods learn optimal decisions in the presence of a stationary environment. However, the stationary assumption on the environment is very restrictive. In many real world problems like traffic signal control,…
The increasing penetration of renewable generations, along with the deregulation and marketization of power industry, promotes the transformation of power market operation paradigms. The optimal bidding strategy and dispatching methodology…
Recent breakthroughs both in reinforcement learning and trajectory optimization have made significant advances towards real world robotic system deployment. Reinforcement learning (RL) can be applied to many problems without needing any…
We present a reinforcement-learning (RL) framework for dynamic hedging of equity index option exposures under realistic transaction costs and position limits. We hedge a normalized option-implied equity exposure (one unit of underlying…
Recently, safe reinforcement learning (RL) with the actor-critic structure for continuous control tasks has received increasing attention. It is still challenging to learn a near-optimal control policy with safety and convergence…
In reinforcement learning (RL), different reward functions can define the same optimal policy but result in drastically different learning performance. For some, the agent gets stuck with a suboptimal behavior, and for others, it solves the…
Reinforcement learning (RL) agents need to explore their environments in order to learn optimal policies. In many environments and tasks, safety is of critical importance. The widespread use of simulators offers a number of advantages,…
Envisioned application areas for reinforcement learning (RL) include autonomous driving, precision agriculture, and finance, which all require RL agents to make decisions in the real world. A significant challenge hindering the adoption of…
Reinforcement learning (RL) provides a naturalistic framing for learning through trial and error, which is appealing both because of its simplicity and effectiveness and because of its resemblance to how humans and animals acquire skills…
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…
The optimization of electrical circuits is a difficult and time-consuming process performed by experts, but also increasingly by sophisticated algorithms. In this paper, a reinforcement learning (RL) approach is adapted to optimize a LLC…
In dynamic programming (DP) and reinforcement learning (RL), an agent learns to act optimally in terms of expected long-term return by sequentially interacting with its environment modeled by a Markov decision process (MDP). More generally…
Reinforcement Learning (RL) has recently impressed the world with stunning results in various applications. While the potential of RL is now well-established, many critical aspects still need to be tackled, including safety and stability…
Reinforcement Learning (RL) is essentially a trial-and-error learning procedure which may cause unsafe behavior during the exploration-and-exploitation process. This hinders the application of RL to real-world control problems, especially…
Reinforcement learning (RL) has the potential to transform real-world decision-making systems by enabling autonomous agents to learn from experience. Deploying RL in real-world settings, especially in the context of human-robot interaction,…
Advanced algorithms based on Deep Reinforcement Learning (DRL) have been able to become a reliable tool for the Forex market traders and provide a suitable strategy for maximizing profit and reducing trading risk. These tools try to find…
Advances in Reinforcement Learning (RL) span a wide variety of applications which motivate development in this area. While application tasks serve as suitable benchmarks for real world problems, RL is seldomly used in practical scenarios…
As intelligent trading agents based on reinforcement learning (RL) gain prevalence, it becomes more important to ensure that RL agents obey laws, regulations, and human behavioral expectations. There is substantial literature concerning the…
Reinforcement Learning (RL) applied to financial problems has been the subject of a lively area of research. The use of RL for optimal trading strategies that exploit latent information in the market is, to the best of our knowledge, not…