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We propose a method for learning expressive energy-based policies for continuous states and actions, which has been feasible only in tabular domains before. We apply our method to learning maximum entropy policies, resulting into a new…

Machine Learning · Computer Science 2017-07-25 Tuomas Haarnoja , Haoran Tang , Pieter Abbeel , Sergey Levine

We propose an ensemble method to improve the generalization performance of trading strategies trained by deep reinforcement learning algorithms in a highly stochastic environment of intraday cryptocurrency portfolio trading. We adopt a…

Trading and Market Microstructure · Quantitative Finance 2023-09-06 Shuyang Wang , Diego Klabjan

Deep reinforcement learning has been applied for a variety of wireless tasks, which is however known with high training and inference complexity. In this paper, we resort to deep deterministic policy gradient (DDPG) algorithm to optimize…

Networking and Internet Architecture · Computer Science 2021-03-25 Jianyu Zhao , Chenyang Yang

Financial portfolio management investment policies computed quantitatively by modern portfolio theory techniques like the Markowitz model rely on a set on assumptions that are not supported by data in high volatility markets. Hence,…

Computational Engineering, Finance, and Science · Computer Science 2024-07-22 Alejandra de la Rica Escudero , Eduardo C. Garrido-Merchan , Maria Coronado-Vaca

The time allocation problem in multi-function cognitive radar systems focuses on the trade-off between scanning for newly emerging targets and tracking the previously detected targets. We formulate this as a multi-objective optimization…

Machine Learning · Computer Science 2025-06-27 Ziyang Lu , Subodh Kalia , M. Cenk Gursoy , Chilukuri K. Mohan , Pramod K. Varshney

Deep Actor-Critic algorithms, which combine Actor-Critic with deep neural network (DNN), have been among the most prevalent reinforcement learning algorithms for decision-making problems in simulated environments. However, the existing deep…

Machine Learning · Computer Science 2024-09-19 Kexuan Wang , An Liu , Baishuo Lin

Our work focuses on training RL agents on multiple visually diverse environments to improve observational generalization performance. In prior methods, policy and value networks are separately optimized using a disjoint network architecture…

Machine Learning · Computer Science 2023-01-10 Seungyong Moon , JunYeong Lee , Hyun Oh Song

Model-free reinforcement learning algorithms such as Deep Deterministic Policy Gradient (DDPG) often require additional exploration strategies, especially if the actor is of deterministic nature. This work evaluates the use of model-based…

Machine Learning · Computer Science 2019-11-19 Kevin Sebastian Luck , Mel Vecerik , Simon Stepputtis , Heni Ben Amor , Jonathan Scholz

Changes in demand, various hydrological inputs, and environmental stressors are among the issues that water managers and policymakers face on a regular basis. These concerns have sparked interest in applying different techniques to…

Machine Learning · Computer Science 2024-03-08 Sadegh Sadeghi Tabas , Vidya Samadi

In reinforcement learning, reward shaping is an efficient way to guide the learning process of an agent, as the reward can indicate the optimal policy of the task. The potential-based reward shaping framework was proposed to guarantee…

Robotics · Computer Science 2024-02-08 Yifei Chen , Lambert Schomaker , Francisco Cruz

Multi-agent deep reinforcement learning has been applied to address a variety of complex problems with either discrete or continuous action spaces and achieved great success. However, most real-world environments cannot be described by only…

Machine Learning · Computer Science 2022-06-13 Hongzhi Hua , Kaigui Wu , Guixuan Wen

In recent years, fully differentiable rigid body physics simulators have been developed, which can be used to simulate a wide range of robotic systems. In the context of reinforcement learning for control, these simulators theoretically…

Machine Learning · Computer Science 2022-03-08 Sean Gillen , Katie Byl

The coordination of large-scale, decentralised systems, such as a fleet of Electric Vehicles (EVs) in a Vehicle-to-Grid (V2G) network, presents a significant challenge for modern control systems. While collaborative Digital Twins have been…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-04-01 Zhengchang Hua , Panagiotis Oikonomou , Karim Djemame , Nikos Tziritas , Georgios Theodoropoulos

In many reinforcement learning applications, the underlying environment reward and transition functions are explicitly known differentiable functions. This enables us to use recent research which applies machine learning tools to stochastic…

Portfolio Management · Quantitative Finance 2022-04-08 Thibault Jaisson

Reinforcement learning is essential for neural architecture search and hyperparameter optimization, but the conventional approaches impede widespread use due to prohibitive time and computational costs. Inspired by DeepSeek-V3 multi-token…

Machine Learning · Computer Science 2025-06-19 Zheng Li , Jerry Cheng , Huanying Helen Gu

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

This paper proposes a safe reinforcement learning algorithm for generation bidding decisions and unit maintenance scheduling in a competitive electricity market environment. In this problem, each unit aims to find a bidding strategy that…

Systems and Control · Electrical Eng. & Systems 2021-12-21 Pegah Rokhforoz , Olga Fink

Recent advances in GPU-based parallel simulation have enabled practitioners to collect large amounts of data and train complex control policies using deep reinforcement learning (RL), on commodity GPUs. However, such successes for RL in…

Machine Learning · Computer Science 2025-03-03 Eliot Xing , Vernon Luk , Jean Oh

The study proposes a quote-driven predictive automated market maker (AMM) platform with on-chain custody and settlement functions, alongside off-chain predictive reinforcement learning capabilities to improve liquidity provision of…

Trading and Market Microstructure · Quantitative Finance 2023-01-27 Tristan Lim

Portfolio optimization is constrained by linear assumptions and insufficient integration of multi-modal information in traditional models. This paper proposes a cross-modal BERT-driven Actor-Critic framework SBCA for multi-asset portfolio…

Computational Finance · Quantitative Finance 2026-05-05 Jinfeng Pan , Jiahao Chen
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