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In the ever-changing and intricate landscape of financial markets, portfolio optimisation remains a formidable challenge for investors and asset managers. Conventional methods often struggle to capture the complex dynamics of market…

Machine Learning · Statistics 2025-10-09 Himanshu Choudhary , Arishi Orra , Manoj Thakur

Reinforcement Learning (RL) robot controllers usually aggregate many task objectives into one scalar reward. While large-scale proximal policy optimisation (PPO) has enabled impressive results such as robust robot locomotion in the real…

Robotics · Computer Science 2025-09-19 Humphrey Munn , Brendan Tidd , Peter Böhm , Marcus Gallagher , David Howard

Reinforcement Learning with Verifiable Rewards (RLVR) is a central paradigm for turning large language models (LLMs) into reliable problem solvers, especially in logic-heavy domains. Despite its empirical success, it remains unclear whether…

Machine Learning · Computer Science 2026-01-27 Mingyuan Fan , Weiguang Han , Daixin Wang , Cen Chen , Zhiqiang Zhang , Jun Zhou

In domains such as finance, healthcare, and robotics, managing worst-case scenarios is critical, as failure to do so can lead to catastrophic outcomes. Distributional Reinforcement Learning (DRL) provides a natural framework to incorporate…

Machine Learning · Computer Science 2026-02-13 Mehrdad Moghimi , Hyejin Ku

State-of-the-art model-based reinforcement learning methods train policies on imagined rollouts. These rollouts are trajectories generated by a learned dynamics model and are scored by a learned reward model, but without querying the true…

Machine Learning · Computer Science 2026-05-13 Nadav Timor , Ravid Shwartz-Ziv , Micah Goldblum , Yann LeCun , David Harel

Asset allocation using reinforcement learning has advantages such as flexibility in goal setting and utilization of various information. However, existing asset allocation methods do not consider the following viewpoints in solving the…

Computational Finance · Quantitative Finance 2022-07-07 Jungyu Ahn , Sungwoo Park , Jiwoon Kim , Ju-hong Lee

Autonomous vehicles have the potential to lower the accident rate when compared to human driving. Moreover, it is the driving force of the automated vehicles' rapid development over the last few years. In the higher Society of Automotive…

Robotics · Computer Science 2022-08-30 Dhanoop Karunakaran , Julie Stephany Berrio , Stewart Worrall , Eduardo Nebot

Reinforcement learning from verifiable rewards (RLVR) has shown strong promise for LLM reasoning, but outcome-based RLVR remains inefficient on hard problems because correct final-answer rollouts are rare and sample-level credit assignment…

Machine Learning · Computer Science 2026-05-22 Xitai Jiang , Zihan Tang , Wenze Lin , Yang Yue , Shenzhi Wang , Gao Huang

Self-paced reinforcement learning (RL) aims to improve the data efficiency of learning by automatically creating sequences, namely curricula, of probability distributions over contexts. However, existing techniques for self-paced RL fail in…

Machine Learning · Computer Science 2023-05-29 Cevahir Koprulu , Ufuk Topcu

Many sequential decision-making problems that are currently automated, such as those in manufacturing or recommender systems, operate in an environment where there is either little uncertainty, or zero risk of catastrophe. As companies and…

Machine Learning · Computer Science 2023-04-04 Marc Rigter

Robust Reinforcement Learning aims to derive optimal behavior that accounts for model uncertainty in dynamical systems. However, previous studies have shown that by considering the worst case scenario, robust policies can be overly…

Machine Learning · Computer Science 2018-10-25 Esther Derman , Daniel J. Mankowitz , Timothy A. Mann , Shie Mannor

Typical deep reinforcement learning (DRL) agents for dynamic portfolio optimization learn the factors influencing portfolio return and risk by analyzing the output values of the reward function while adjusting portfolio weights within the…

Machine Learning · Computer Science 2025-04-17 Ruoyu Sun , Angelos Stefanidis , Zhengyong Jiang , Jionglong Su

We present Speculative Rollout with Tree-Structured Cache (SRT), a simple, model-free approach to accelerate on-policy reinforcement learning (RL) for language models without sacrificing distributional correctness. SRT exploits the…

Machine Learning · Computer Science 2026-01-15 Chi-Chih Chang , Siqi Zhu , Zhichen Zeng , Haibin Lin , Jiaxuan You , Mohamed S. Abdelfattah , Ziheng Jiang , Xuehai Qian

Portfolio management is a fundamental problem in finance. It involves periodic reallocations of assets to maximize the expected returns within an appropriate level of risk exposure. Deep reinforcement learning (RL) has been considered a…

Computational Finance · Quantitative Finance 2022-10-05 Hui Niu , Siyuan Li , Jian Li

In this study, we have developed a dynamic asset allocation investment strategy using reinforcement learning techniques. To begin with, we have addressed the crucial issue of incorporating non-stationarity of financial time series data into…

Portfolio Management · Quantitative Finance 2023-11-10 Yasuhiro Nakayama , Tomochika Sawaki

Advances in large language models (LLMs) are driving a shift toward using reinforcement learning (RL) to train agents from iterative, multi-turn interactions across tasks. However, multi-turn RL remains challenging as rewards are often…

Artificial Intelligence · Computer Science 2026-05-20 Aladin Djuhera , Swanand Ravindra Kadhe , Farhan Ahmed , Syed Zawad , Heiko Ludwig , Holger Boche

In safety-critical domains, reinforcement learning (RL) agents must often satisfy strict, zero-cost safety constraints while accomplishing tasks. Existing model-free methods frequently either fail to achieve near-zero safety violations or…

Machine Learning · Computer Science 2026-05-11 Dominik Wagner , Ankit Kanwar , Luke Ong

Reinforcement learning (RL) has emerged as a powerful tool for tackling control problems, but its practical application is often hindered by the complexity arising from intricate reward functions with multiple terms. The reward hypothesis…

Machine Learning · Computer Science 2025-02-11 Kilian Freitag , Kristian Ceder , Rita Laezza , Knut Åkesson , Morteza Haghir Chehreghani

Fairness in classification tasks has traditionally focused on bias removal from neural representations, but recent trends favor algorithmic methods that embed fairness into the training process. These methods steer models towards fair…

Machine Learning · Computer Science 2024-07-16 Leon Eshuijs , Shihan Wang , Antske Fokkens

With the continuous growth in communication network complexity and traffic volume, communication load balancing solutions are receiving increasing attention. Specifically, reinforcement learning (RL)-based methods have shown impressive…

Networking and Internet Architecture · Computer Science 2023-03-30 Yi Tian Xu , Jimmy Li , Di Wu , Michael Jenkin , Seowoo Jang , Xue Liu , Gregory Dudek