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Reinforcement Learning has emerged as a promising framework for developing adaptive and data-driven strategies, enabling market makers to optimize decision-making policies based on interactions with the limit order book environment. This…

Trading and Market Microstructure · Quantitative Finance 2026-02-17 Rafael Zimmer , Oswaldo Luiz do Valle Costa

Amidst the growing demand for implementing advanced control and decision-making algorithms|to enhance the reliability, resilience, and stability of power systems|arises a crucial concern regarding the safety of employing machine learning…

Systems and Control · Electrical Eng. & Systems 2025-07-25 Amr S. Mohamed , Emily Nguyen , Deepa Kundur

Many problems in Reinforcement Learning (RL) seek an optimal policy with large discrete multidimensional yet unordered action spaces; these include problems in randomized allocation of resources such as placements of multiple security…

Machine Learning · Computer Science 2023-11-28 Changyu Chen , Ramesha Karunasena , Thanh Hong Nguyen , Arunesh Sinha , Pradeep Varakantham

This paper develops generalizations of empowerment to continuous states. Empowerment is a recently introduced information-theoretic quantity motivated by hypotheses about the efficiency of the sensorimotor loop in biological organisms, but…

Artificial Intelligence · Computer Science 2012-02-01 Tobias Jung , Daniel Polani , Peter Stone

This paper presents an interpretable reward design framework for reinforcement learning based constrained optimal control problems with state and terminal constraints. The problem is formalized within a standard partially observable Markov…

Systems and Control · Electrical Eng. & Systems 2025-03-05 Jingjie Ni , Fangfei Li , Xin Jin , Xianlun Peng , Yang Tang

This paper considers distribution systems with a high penetration of distributed, renewable generation and addresses the problem of incorporating the associated uncertainty into the optimal operation of these networks. Joint chance…

Optimization and Control · Mathematics 2019-03-07 Kyri Baker , Andrey Bernstein

Motivated by applications such as cloud platforms allocating GPUs to users or governments deploying mobile health units across competing regions, we study the dynamic allocation of a reusable resource to strategic agents with private…

Computer Science and Game Theory · Computer Science 2025-07-15 Yan Dai , Negin Golrezaei , Patrick Jaillet

Ensuring reliability in modern software systems requires rigorous pre-production testing across highly heterogeneous and evolving environments. Because exhaustive evaluation is infeasible, practitioners must decide how to allocate limited…

Software Engineering · Computer Science 2025-10-08 Yu Zhu

Reinforcement learning has been explored for many problems, from video games with deterministic environments to portfolio and operations management in which scenarios are stochastic; however, there have been few attempts to test these…

General Finance · Quantitative Finance 2024-02-19 Sherly Alfonso-Sánchez , Jesús Solano , Alejandro Correa-Bahnsen , Kristina P. Sendova , Cristián Bravo

Oftentimes, environments for sequential decision-making problems can be quite sparse in the provision of evaluative feedback to guide reinforcement-learning agents. In the extreme case, long trajectories of behavior are merely punctuated…

Machine Learning · Computer Science 2023-08-22 Akash Velu , Skanda Vaidyanath , Dilip Arumugam

In continuous control, exploration is often performed through undirected strategies in which parameters of the networks or selected actions are perturbed by random noise. Although the deep setting of undirected exploration has been shown to…

Machine Learning · Computer Science 2022-10-04 Baturay Saglam , Suleyman S. Kozat

Dynamic decisions are pivotal to economic policy making. We show how existing evidence from randomized control trials can be utilized to guide personalized decisions in challenging dynamic environments with budget and capacity constraints.…

Econometrics · Economics 2024-11-26 Karun Adusumilli , Friedrich Geiecke , Claudio Schilter

In many real world applications, reinforcement learning agents have to optimize multiple objectives while following certain rules or satisfying a list of constraints. Classical methods based on reward shaping, i.e. a weighted combination of…

Machine Learning · Computer Science 2020-09-15 Gabriel Kalweit , Maria Huegle , Moritz Werling , Joschka Boedecker

In complex tasks, such as those with large combinatorial action spaces, random exploration may be too inefficient to achieve meaningful learning progress. In this work, we use a curriculum of progressively growing action spaces to…

Machine Learning · Computer Science 2019-07-01 Gregory Farquhar , Laura Gustafson , Zeming Lin , Shimon Whiteson , Nicolas Usunier , Gabriel Synnaeve

Recently regular decision processes have been proposed as a well-behaved form of non-Markov decision process. Regular decision processes are characterised by a transition function and a reward function that depend on the whole history,…

Artificial Intelligence · Computer Science 2022-05-19 Alessandro Ronca , Giuseppe De Giacomo

This paper focuses on reinforcement learning (RL) with limited prior knowledge. In the domain of swarm robotics for instance, the expert can hardly design a reward function or demonstrate the target behavior, forbidding the use of both…

Machine Learning · Computer Science 2012-08-07 Riad Akrour , Marc Schoenauer , Michèle Sebag

Temporal point process is an expressive tool for modeling event sequences over time. In this paper, we take a reinforcement learning view whereby the observed sequences are assumed to be generated from a mixture of latent policies. The…

Machine Learning · Computer Science 2019-07-01 Weichang Wu , Junchi Yan , Xiaokang Yang , Hongyuan Zha

Temporal abstraction in reinforcement learning is the ability of an agent to learn and use high-level behaviors, called options. The option-critic architecture provides a gradient-based end-to-end learning method to construct options. We…

Machine Learning · Computer Science 2022-01-11 Raviteja Chunduru , Doina Precup

The primary goal in recommendation is to suggest relevant content to users, but optimizing for accuracy often results in recommendations that lack diversity. To remedy this, conventional approaches such as re-ranking improve diversity by…

Machine Learning · Computer Science 2023-06-12 Itay Eilat , Nir Rosenfeld

We propose a comprehensive framework for policy gradient methods tailored to continuous time reinforcement learning. This is based on the connection between stochastic control problems and randomised problems, enabling applications across…

Optimization and Control · Mathematics 2024-05-01 Robert Denkert , Huyên Pham , Xavier Warin