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Reinforcement Learning (RL) based methods have seen their paramount successes in solving serial decision-making and control problems in recent years. For conventional RL formulations, Markov Decision Process (MDP) and state-action-value…

Machine Learning · Computer Science 2020-06-09 Ziyao Zhang , Liang Ma , Kin K. Leung , Konstantinos Poularakis , Mudhakar Srivatsa

Dynamic hedging is the practice of periodically transacting financial instruments to offset the risk caused by an investment or a liability. Dynamic hedging optimization can be framed as a sequential decision problem; thus, Reinforcement…

Computational Finance · Quantitative Finance 2024-02-26 Andrei Neagu , Frédéric Godin , Clarence Simard , Leila Kosseim

Deploying controllers trained with Reinforcement Learning (RL) on real robots can be challenging: RL relies on agents' policies being modeled as Markov Decision Processes (MDPs), which assume an inherently discrete passage of time. The use…

Robotics · Computer Science 2024-04-03 Dong Wang , Giovanni Beltrame

This paper explores the application of the Soft Actor-Critic (SAC) algorithm within a Distributional Reinforcement Learning setting and introduces an implementation of such algorithm named Cram\'er-based Distributional Soft Actor-Critic…

Machine Learning · Computer Science 2026-05-12 Vanya Aziz , Ivo Nowak , E. M. T Hendrix

This study compares Deep Reinforcement Learning (DRL) and Model Predictive Control (MPC) for Adaptive Cruise Control (ACC) design in car-following scenarios. A first-order system is used as the Control-Oriented Model (COM) to approximate…

Systems and Control · Electrical Eng. & Systems 2020-08-04 Yuan Lin , John McPhee , Nasser L. Azad

The popularity of deep reinforcement learning (DRL) methods in economics have been exponentially increased. DRL through a wide range of capabilities from reinforcement learning (RL) and deep learning (DL) for handling sophisticated dynamic…

Statistical Finance · Quantitative Finance 2020-04-06 Amir Mosavi , Pedram Ghamisi , Yaser Faghan , Puhong Duan

A major challenge in modern reinforcement learning (RL) is efficient control of dynamical systems from high-dimensional sensory observations. Learning controllable embedding (LCE) is a promising approach that addresses this challenge by…

Machine Learning · Computer Science 2020-06-25 Brandon Cui , Yinlam Chow , Mohammad Ghavamzadeh

Deep reinforcement learning (DRL) faces significant challenges in addressing the hard-exploration problems in tasks with sparse or deceptive rewards and large state spaces. These challenges severely limit the practical application of DRL.…

Machine Learning · Computer Science 2024-01-03 Guojian Wang , Faguo Wu , Xiao Zhang , Ning Guo , Zhiming Zheng

Training interpretable concept-based policies requires practitioners to manually select which human-understandable concepts an agent should reason with when making sequential decisions. This selection demands domain expertise, is…

Machine Learning · Computer Science 2026-04-07 Naveen Raman , Stephanie Milani , Fei Fang

This paper explores the application of a reinforcement learning (RL) framework using the Q-Learning algorithm to enhance dynamic pricing strategies in the retail sector. Unlike traditional pricing methods, which often rely on static demand…

Machine Learning · Computer Science 2024-11-28 Mohit Apte , Ketan Kale , Pranav Datar , Pratiksha Deshmukh

The use of machine learning methods helps to improve decision making in different fields. In particular, the idea of bridging predictions (machine learning models) and prescriptions (optimization problems) is gaining attention within the…

Optimization and Control · Mathematics 2022-11-22 Antonio Alcántara , Carlos Ruiz

Deep reinforcement learning (DRL) algorithms have achieved great success on sequential decision-making problems, yet is criticized for the lack of data-efficiency and explainability. Especially, explainability of subtasks is critical in…

Artificial Intelligence · Computer Science 2020-05-20 Daoming Lyu

Bipedal locomotion skills are challenging to develop. Control strategies often use local linearization of the dynamics in conjunction with reduced-order abstractions to yield tractable solutions. In these model-based control strategies, the…

Robotics · Computer Science 2018-07-30 Zhaoming Xie , Glen Berseth , Patrick Clary , Jonathan Hurst , Michiel van de Panne

Reinforcement learning (RL) allows an agent interacting sequentially with an environment to maximize its long-term expected return. In the distributional RL (DistrRL) paradigm, the agent goes beyond the limit of the expected value, to…

Machine Learning · Computer Science 2023-05-01 Mastane Achab , Reda Alami , Yasser Abdelaziz Dahou Djilali , Kirill Fedyanin , Eric Moulines

Sequential recommendation, where user preference is dynamically inferred from sequential historical behaviors, is a critical task in recommender systems (RSs). To further optimize long-term user engagement, offline…

Machine Learning · Computer Science 2024-08-16 Jun Wang , Likang Wu , Qi Liu , Yu Yang

Deep reinforcement learning (RL) has gained widespread adoption in recent years but faces significant challenges, particularly in unknown and complex environments. Among these, high-dimensional action selection stands out as a critical…

Machine Learning · Statistics 2025-07-08 Wenbo Zhang , Hengrui Cai

Deep Reinforcement Learning (DRL) has demonstrated great potentials in solving sequential decision making problems in many applications. Despite its promising performance, practical gaps exist when deploying DRL in real-world scenarios. One…

Machine Learning · Computer Science 2021-11-30 Chao-Han Huck Yang , Zhengling Qi , Yifan Cui , Pin-Yu Chen

With the rising number of machine learning competitions, the world has witnessed an exciting race for the best algorithms. However, the involved data selection process may fundamentally suffer from evidence ambiguity and concept drift…

Machine Learning · Computer Science 2020-06-15 Hoang D. Nguyen , Xuan-Son Vu , Quoc-Tuan Truong , Duc-Trong Le

Reinforcement Learning (RL) has demonstrated a great potential for automatically solving decision-making problems in complex uncertain environments. RL proposes a computational approach that allows learning through interaction in an…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-11-18 Yisel Garí , David A. Monge , Elina Pacini , Cristian Mateos , Carlos García Garino

Designing distributed filter circuits (DFCs) is complex and time-consuming, involving setting and optimizing multiple hyperparameters. Traditional optimization methods, such as using the commercial finite element solver HFSS (High-Frequency…

Machine Learning · Computer Science 2024-07-30 Peng Gao , Tao Yu , Fei Wang , Ru-Yue Yuan
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