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This paper tackles the challenge of learning non-Markovian optimal execution strategies in dynamic financial markets. We introduce a novel actor-critic algorithm based on Deep Deterministic Policy Gradient (DDPG) to address this issue, with…

Machine Learning · Computer Science 2024-10-18 Alessandro Micheli , Mélodie Monod

The performance of off-policy learning, including deep Q-learning and deep deterministic policy gradient (DDPG), critically depends on the choice of the exploration policy. Existing exploration methods are mostly based on adding noise to…

Machine Learning · Computer Science 2018-03-28 Tianbing Xu , Qiang Liu , Liang Zhao , Jian Peng

This paper provides the details of implementing two important policy gradient methods to solve the inverted pendulum problem. These are namely the Deep Deterministic Policy Gradient (DDPG) and the Proximal Policy Optimization (PPO)…

Machine Learning · Computer Science 2021-05-18 Swagat Kumar

In the domain of continuous control, deep reinforcement learning (DRL) demonstrates promising results. However, the dependence of DRL on deep neural networks (DNNs) results in the demand for extensive data and increased computational cost.…

Machine Learning · Computer Science 2025-04-15 Shiron Thalagala , Pak Kin Wong , Xiaozheng Wang , Tianang Sun

Learning in high dimensional continuous tasks is challenging, mainly when the experience replay memory is very limited. We introduce a simple yet effective experience sharing mechanism for deterministic policies in continuous action domains…

Machine Learning · Computer Science 2022-07-28 Baturay Saglam , Dogan C. Cicek , Furkan B. Mutlu , Suleyman S. Kozat

On-policy deep reinforcement learning remains a dominant paradigm for continuous control, yet standard implementations rely on Gaussian actors and relatively shallow MLP policies, often leading to brittle optimization when gradients are…

Machine Learning · Computer Science 2026-02-02 Yuexin Bian , Jie Feng , Tao Wang , Yijiang Li , Sicun Gao , Yuanyuan Shi

Deep Reinforcement Learning is gaining increasing attention thanks to its capability to learn complex policies in high-dimensional settings. Recent advancements utilize a dual-network architecture to learn optimal policies through the…

Machine Learning · Computer Science 2025-10-14 Alberto Sinigaglia , Niccolò Turcato , Ruggero Carli , Gian Antonio Susto

Extracting relevant information from a stream of high-dimensional observations is a central challenge for deep reinforcement learning agents. Actor-critic algorithms add further complexity to this challenge, as it is often unclear whether…

We study the problem of off-policy critic evaluation in several variants of value-based off-policy actor-critic algorithms. Off-policy actor-critic algorithms require an off-policy critic evaluation step, to estimate the value of the new…

Machine Learning · Computer Science 2019-12-12 Riashat Islam , Raihan Seraj , Samin Yeasar Arnob , Doina Precup

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

Reinforcement Learning algorithms aim to learn optimal control strategies through iterative interactions with an environment. A critical element in this process is the experience replay buffer, which stores past experiences, allowing the…

Machine Learning · Computer Science 2025-01-31 Hoda Yamani , Yuning Xing , Lee Violet C. Ong , Bruce A. MacDonald , Henry Williams

Policy gradient algorithms have proven to be successful in diverse decision making and control tasks. However, these methods suffer from high sample complexity and instability issues. In this paper, we address these challenges by providing…

Machine Learning · Computer Science 2021-03-17 Yannis Flet-Berliac , Reda Ouhamma , Odalric-Ambrym Maillard , Philippe Preux

In this paper, we propose actor-director-critic, a new framework for deep reinforcement learning. Compared with the actor-critic framework, the director role is added, and action classification and action evaluation are applied…

Machine Learning · Computer Science 2023-01-11 Zongwei Liu , Yonghong Song , Yuanlin Zhang

Despite intense efforts in basic and clinical research, an individualized ventilation strategy for critically ill patients remains a major challenge. Recently, dynamic treatment regime (DTR) with reinforcement learning (RL) on electronic…

Machine Learning · Computer Science 2022-06-01 Changchang Yin , Ruoqi Liu , Jeffrey Caterino , Ping Zhang

This project combines recent advances in experience replay techniques, namely, Combined Experience Replay (CER), Prioritized Experience Replay (PER), and Hindsight Experience Replay (HER). We show the results of combinations of these…

Machine Learning · Computer Science 2018-05-16 Tracy Wan , Neil Xu

Actor-critic (AC) methods are widely used in reinforcement learning (RL) and benefit from the flexibility of using any policy gradient method as the actor and value-based method as the critic. The critic is usually trained by minimizing the…

Machine Learning · Computer Science 2023-11-01 Sharan Vaswani , Amirreza Kazemi , Reza Babanezhad , Nicolas Le Roux

The study of decentralized learning or independent learning in cooperative multi-agent reinforcement learning has a history of decades. Recently empirical studies show that independent PPO (IPPO) can obtain good performance, close to or…

Machine Learning · Computer Science 2022-11-08 Kefan Su , Zongqing Lu

Deep reinforcement learning offers a model-free alternative to supervised deep learning and classical optimization for solving the transmit power control problem in wireless networks. The multi-agent deep reinforcement learning approach…

Signal Processing · Electrical Eng. & Systems 2020-09-16 Yasar Sinan Nasir , Dongning Guo

Deep Deterministic Policy Gradient (DDPG) algorithm is one of the most well-known reinforcement learning methods. However, this method is inefficient and unstable in practical applications. On the other hand, the bias and variance of the Q…

Machine Learning · Computer Science 2020-07-02 Shuai Han , Wenbo Zhou , Shuai Lü , Jiayu Yu

With the high development of wireless communication techniques, it is widely used in various fields for convenient and efficient data transmission. Different from commonly used assumption of the time-invariant wireless channel, we focus on…

Information Theory · Computer Science 2020-11-10 Mengfan Liu , Rui Wang