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Deep neural networks coupled with fast simulation and improved computation have led to recent successes in the field of reinforcement learning (RL). However, most current RL-based approaches fail to generalize since: (a) the gap between…

Machine Learning · Computer Science 2017-03-09 Lerrel Pinto , James Davidson , Rahul Sukthankar , Abhinav Gupta

Federated reinforcement learning (FRL) has emerged as a promising paradigm for reducing the sample complexity of reinforcement learning tasks by exploiting information from different agents. However, when each agent interacts with a…

Machine Learning · Computer Science 2024-04-16 Chenyu Zhang , Han Wang , Aritra Mitra , James Anderson

In this paper, we address the problem of Column Generation (CG) using Reinforcement Learning (RL). Specifically, we use a RL model based on the attention-mechanism architecture to find the columns with most negative reduced cost in the…

Machine Learning · Computer Science 2025-08-20 Abdo Abouelrous , Laurens Bliek , Adriana F. Gabor , Yaoxin Wu , Yingqian Zhang

In this paper, we demonstrate a Symbolic Reinforcement Learning (SRL) architecture for safe control in Radio Access Network (RAN) applications. In our automated tool, a user can select a high-level safety specifications expressed in Linear…

Artificial Intelligence · Computer Science 2021-03-12 Alexandros Nikou , Anusha Mujumdar , Marin Orlic , Aneta Vulgarakis Feljan

Reinforcement learning (RL) algorithms usually require a substantial amount of interaction data and perform well only for specific tasks in a fixed environment. In some scenarios such as healthcare, however, usually only few records are…

Machine Learning · Computer Science 2020-12-17 Chaochao Lu , Biwei Huang , Ke Wang , José Miguel Hernández-Lobato , Kun Zhang , Bernhard Schölkopf

Hierarchical reinforcement learning (HRL) learns to make decisions on multiple levels of temporal abstraction. A key challenge in HRL is that the low-level policy changes over time, making it difficult for the high-level policy to generate…

Machine Learning · Computer Science 2025-05-29 Vivienne Huiling Wang , Tinghuai Wang , Joni Pajarinen

Robust reinforcement learning (RL) aims to learn policies that remain effective despite uncertainties in its environment, which frequently arise in real-world applications due to variations in environment dynamics. The robust RL methods…

Machine Learning · Computer Science 2025-05-30 Linh Le Pham Van , Minh Hoang Nguyen , Hung Le , Hung The Tran , Sunil Gupta

Investors and regulators can greatly benefit from a realistic market simulator that enables them to anticipate the consequences of their decisions in real markets. However, traditional rule-based market simulators often fall short in…

Trading and Market Microstructure · Quantitative Finance 2024-04-01 Zhiyuan Yao , Zheng Li , Matthew Thomas , Ionut Florescu

We study the problem of training a principal in a multi-agent general-sum game using reinforcement learning (RL). Learning a robust principal policy requires anticipating the worst possible strategic responses of other agents, which is…

Machine Learning · Computer Science 2022-12-21 Eric Zhao , Alexander R. Trott , Caiming Xiong , Stephan Zheng

Designing suitable reward functions for numerous interacting intelligent agents is challenging in real-world applications. Inverse reinforcement learning (IRL) in mean field games (MFGs) offers a practical framework to infer reward…

Machine Learning · Computer Science 2025-09-05 Yang Chen , Xiao Lin , Bo Yan , Libo Zhang , Jiamou Liu , Neset Özkan Tan , Michael Witbrock

Climate policy development faces significant challenges due to deep uncertainty, complex system dynamics, and competing stakeholder interests. Climate simulation methods, such as Earth System Models, have become valuable tools for policy…

Multiagent Systems · Computer Science 2026-02-11 James Rudd-Jones , Mirco Musolesi , María Pérez-Ortiz

Although Reinforcement Learning (RL) algorithms have found tremendous success in simulated domains, they often cannot directly be applied to physical systems, especially in cases where there are hard constraints to satisfy (e.g. on safety…

Machine Learning · Computer Science 2020-08-28 Harsh Satija , Philip Amortila , Joelle Pineau

Recently equal risk pricing, a framework for fair derivative pricing, was extended to consider dynamic risk measures. However, all current implementations either employ a static risk measure that violates time consistency, or are based on…

Pricing of Securities · Quantitative Finance 2021-09-10 Saeed Marzban , Erick Delage , Jonathan Yumeng Li

Hierarchical reinforcement learning (HRL) holds great potential for sample-efficient learning on challenging long-horizon tasks. In particular, letting a higher level assign subgoals to a lower level has been shown to enable fast learning…

Machine Learning · Computer Science 2021-12-07 Nico Gürtler , Dieter Büchler , Georg Martius

This article studies inverse reinforcement learning (IRL) for the stochastic linear-quadratic optimal control problem, where two agents are considered. A learner agent does not know the expert agent's performance cost function, but it…

Optimization and Control · Mathematics 2024-05-28 Zhongshi Sun , Guangyan Jia

Real economies can be modeled as a sequential imperfect-information game with many heterogeneous agents, such as consumers, firms, and governments. Dynamic general equilibrium (DGE) models are often used for macroeconomic analysis in this…

Computer Science and Game Theory · Computer Science 2022-02-25 Michael Curry , Alexander Trott , Soham Phade , Yu Bai , Stephan Zheng

Representation learning algorithms are designed to learn abstract features that characterize data. State representation learning (SRL) focuses on a particular kind of representation learning where learned features are in low dimension,…

Artificial Intelligence · Computer Science 2018-10-30 Timothée Lesort , Natalia Díaz-Rodríguez , Jean-François Goudou , David Filliat

The use of Reinforcement Learning (RL) agents in practical applications requires the consideration of suboptimal outcomes, depending on the familiarity of the agent with its environment. This is especially important in safety-critical…

Machine Learning · Computer Science 2021-12-07 Frederik Schubert , Theresa Eimer , Bodo Rosenhahn , Marius Lindauer

Large-scale heterogeneous multiagent systems feature various realistic factors in the real world, such as agents with diverse abilities and overall system cost. In comparison to homogeneous systems, heterogeneous systems offer significant…

Artificial Intelligence · Computer Science 2024-03-28 Qingxu Fu , Zhiqiang Pu , Min Chen , Tenghai Qiu , Jianqiang Yi

This paper discusses learning a structured feedback control to obtain sufficient robustness to exogenous inputs for linear dynamic systems with unknown state matrix. The structural constraint on the controller is necessary for many…

Systems and Control · Electrical Eng. & Systems 2021-02-23 Sayak Mukherjee , Thanh Long Vu