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In recent years, reinforcement learning (RL) has acquired a prominent position in health-related sequential decision-making problems, gaining traction as a valuable tool for delivering adaptive interventions (AIs). However, in part due to a…

Machine Learning · Statistics 2024-07-16 Nina Deliu , Joseph Jay Williams , Bibhas Chakraborty

Reinforcement Learning (RL), a subfield of Artificial Intelligence (AI), focuses on training agents to make decisions by interacting with their environment to maximize cumulative rewards. This paper provides an overview of RL, covering its…

Artificial Intelligence · Computer Science 2024-12-04 Majid Ghasemi , Dariush Ebrahimi

This paper addresses the challenges of training end-to-end autonomous driving agents using Reinforcement Learning (RL). RL agents are typically trained in a fixed set of scenarios and nominal behavior of surrounding road users in…

Robotics · Computer Science 2026-03-06 Ahmed Abouelazm , Tim Weinstein , Tim Joseph , Philip Schörner , J. Marius Zöllner

In modern ML Ops environments, model deployment is a critical process that traditionally relies on static heuristics such as validation error comparisons and A/B testing. However, these methods require human intervention to adapt to…

Machine Learning · Computer Science 2025-03-31 S. Aaron McClendon , Vishaal Venkatesh , Juan Morinelli

Reinforcement Learning and, recently, Deep Reinforcement Learning are popular methods for solving sequential decision-making problems modeled as Markov Decision Processes. RL modeling of a problem and selecting algorithms and…

Machine Learning · Computer Science 2026-03-10 Reza Refaei Afshar , Joaquin Vanschoren , Uzay Kaymak , Rui Zhang , Yaoxin Wu , Wen Song , Yingqian Zhang

Reinforcement learning (RL) algorithms find applications in inventory control, recommender systems, vehicular traffic management, cloud computing and robotics. The real-world complications of many tasks arising in these domains makes them…

Machine Learning · Computer Science 2021-06-03 Sindhu Padakandla

The inherent volatility and dynamic fluctuations within the financial stock market underscore the necessity for investors to employ a comprehensive and reliable approach that integrates risk management strategies, market trends, and the…

Trading and Market Microstructure · Quantitative Finance 2024-11-13 Alhassan S. Yasin , Prabdeep S. Gill

Reinforcement Learning (RL) is a learning paradigm concerned with learning to control a system so as to maximize an objective over the long term. This approach to learning has received immense interest in recent times and success manifests…

Artificial Intelligence · Computer Science 2018-07-26 Sanyam Kapoor

Robust reinforcement learning (RRL) aims at seeking a robust policy to optimize the worst case performance over an uncertainty set of Markov decision processes (MDPs). This set contains some perturbed MDPs from a nominal MDP (N-MDP) that…

Machine Learning · Computer Science 2023-11-21 Ukjo Hwang , Songnam Hong

Optimal order execution is widely studied by industry practitioners and academic researchers because it determines the profitability of investment decisions and high-level trading strategies, particularly those involving large volumes of…

Trading and Market Microstructure · Quantitative Finance 2020-09-15 Michaël Karpe , Jin Fang , Zhongyao Ma , Chen Wang

Classical portfolio optimization often requires forecasting asset returns and their corresponding variances in spite of the low signal-to-noise ratio provided in the financial markets. Modern deep reinforcement learning (DRL) offers a…

Portfolio Management · Quantitative Finance 2023-05-19 Alessio Brini , Daniele Tantari

As intelligent trading agents based on reinforcement learning (RL) gain prevalence, it becomes more important to ensure that RL agents obey laws, regulations, and human behavioral expectations. There is substantial literature concerning the…

Machine Learning · Computer Science 2023-06-12 David Byrd

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

In today's forex market traders increasingly turn to algorithmic trading, leveraging computers to seek more profits. Deep learning techniques as cutting-edge advancements in machine learning, capable of identifying patterns in financial…

Computational Engineering, Finance, and Science · Computer Science 2024-08-31 Davoud Sarani , Parviz Rashidi-Khazaee

Reinforcement learning (RL) is an effective approach to motion planning in autonomous driving, where an optimal driving policy can be automatically learned using the interaction data with the environment. Nevertheless, the reward function…

Robotics · Computer Science 2023-08-28 Lin-Chi Wu , Zengjie Zhang , Sofie Haesaert , Zhiqiang Ma , Zhiyong Sun

Financial markets are influenced by human behavior that deviates from rationality due to cognitive biases. Traditional reinforcement learning (RL) models for financial decision-making assume rational agents, potentially overlooking the…

Machine Learning · Computer Science 2026-01-14 Liu He

Reinforcement learning (RL) algorithms update an agent's parameters according to one of several possible rules, discovered manually through years of research. Automating the discovery of update rules from data could lead to more efficient…

Machine Learning · Computer Science 2021-01-06 Junhyuk Oh , Matteo Hessel , Wojciech M. Czarnecki , Zhongwen Xu , Hado van Hasselt , Satinder Singh , David Silver

This paper proposes a two-phase deep reinforcement learning approach, for hedging variable annuity contracts with both GMMB and GMDB riders, which can address model miscalibration in Black-Scholes financial and constant force of mortality…

Risk Management · Quantitative Finance 2022-10-04 Wing Fung Chong , Haoen Cui , Yuxuan Li

The paper explores the application of a continuous action space soft actor-critic (SAC) reinforcement learning model to the area of automated market-making. The reinforcement learning agent receives a simulated flow of client trades, thus…

Pricing of Securities · Quantitative Finance 2020-08-28 Alexey Bakshaev

Safe and efficient autonomous driving maneuvers in an interactive and complex environment can be considerably challenging due to the unpredictable actions of other surrounding agents that may be cooperative or adversarial in their…

Robotics · Computer Science 2019-01-28 Pin Wang , Ching-Yao Chan , Hanhan Li
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