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In recent years, challenging control problems became solvable with deep reinforcement learning (RL). To be able to use RL for large-scale real-world applications, a certain degree of reliability in their performance is necessary. Reported…

Machine Learning · Computer Science 2020-11-11 Nirnai Rao , Elie Aljalbout , Axel Sauer , Sami Haddadin

Deep Reinforcement Learning (DRL) methods often rely on the meticulous tuning of hyperparameters to successfully resolve problems. One of the most influential parameters in optimization procedures based on stochastic gradient descent (SGD)…

Machine Learning · Computer Science 2020-08-05 Ralf Gulde , Marc Tuscher , Akos Csiszar , Oliver Riedel , Alexander Verl

Optimal Order Execution is a well-established problem in finance that pertains to the flawless execution of a trade (buy or sell) for a given volume within a specified time frame. This problem revolves around optimizing returns while…

Computational Finance · Quantitative Finance 2026-01-13 Khabbab Zakaria , Jayapaulraj Jerinsh , Andreas Maier , Patrick Krauss , Stefano Pasquali , Dhagash Mehta

Reinforcement Learning (RL) is a well-established framework for sequential decision-making in complex environments. However, state-of-the-art Deep RL (DRL) algorithms typically require large training datasets and often struggle to…

Artificial Intelligence · Computer Science 2026-04-13 Celeste Veronese , Alessandro Farinelli , Daniele Meli

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

Aligning generative diffusion models with human preferences via reinforcement learning (RL) is critical yet challenging. Most existing algorithms are often vulnerable to reward hacking, such as quality degradation, over-stylization, or…

Recent studies in using deep reinforcement learning (DRL) to solve Job-shop scheduling problems (JSSP) focus on construction heuristics. However, their performance is still far from optimality, mainly because the underlying graph…

Machine Learning · Computer Science 2024-02-15 Cong Zhang , Zhiguang Cao , Wen Song , Yaoxin Wu , Jie Zhang

Traditional Long Short-Term Memory (LSTM) networks are effective for handling sequential data but have limitations such as gradient vanishing and difficulty in capturing long-term dependencies, which can impact their performance in dynamic…

Computational Engineering, Finance, and Science · Computer Science 2026-04-29 Faezeh Sarlakifar , Mohammadreza Mohammadzadeh Asl , Sajjad Rezvani Khaledi , Armin Salimi-Badr

Deep reinforcement learning (DRL) is a promising outer-loop intelligence paradigm which can deploy problem solving strategies for complex tasks. Consequently, DRL has been utilized for several scientific applications, specifically in cases…

Machine Learning · Computer Science 2023-04-05 Sahil Bhola , Suraj Pawar , Prasanna Balaprakash , Romit Maulik

Deep reinforcement learning (DRL) is a promising approach for adaptive robot control, but its current application to robotics is currently hindered by high sample requirements. We propose two novel data augmentation techniques for DRL in…

Artificial Intelligence · Computer Science 2019-11-18 Yijiong Lin , Jiancong Huang , Matthieu Zimmer , Juan Rojas , Paul Weng

This paper sets forth a framework for deep reinforcement learning as applied to market making (DRLMM) for cryptocurrencies. Two advanced policy gradient-based algorithms were selected as agents to interact with an environment that…

Trading and Market Microstructure · Quantitative Finance 2019-11-21 Jonathan Sadighian

The paper explores the use of Deep Reinforcement Learning (DRL) in stock market trading, focusing on two algorithms: Double Deep Q-Network (DDQN) and Proximal Policy Optimization (PPO) and compares them with Buy and Hold benchmark. It…

Trading and Market Microstructure · Quantitative Finance 2025-06-06 Jędrzej Maskiewicz , Paweł Sakowski

Deep reinforcement learning (DRL) has achieved groundbreaking successes in a wide variety of robotic applications. A natural consequence is the adoption of this paradigm for safety-critical tasks, where human safety and expensive hardware…

Robotics · Computer Science 2022-06-22 Davide Corsi , Raz Yerushalmi , Guy Amir , Alessandro Farinelli , David Harel , Guy Katz

Advanced model-based controllers are well established in process industries. However, such controllers require regular maintenance to maintain acceptable performance. It is a common practice to monitor controller performance continuously…

Systems and Control · Electrical Eng. & Systems 2020-04-14 Steven Spielberg , Aditya Tulsyan , Nathan P. Lawrence , Philip D Loewen , R. Bhushan Gopaluni

Deep Reinforcement Learning (DRL) has achieved remarkable success in sequential decision-making tasks across diverse domains, yet its reliance on black-box neural architectures hinders interpretability, trust, and deployment in high-stakes…

Machine Learning · Computer Science 2025-02-12 Zelei Cheng , Jiahao Yu , Xinyu Xing

There has been growing interest in applying reinforcement learning (RL) to inventory management, either by optimizing over temporal transitions or by learning directly from full historical demand trajectories. This contrasts sharply with…

Machine Learning · Statistics 2026-02-03 Yaqi Xie , Will Ma , Linwei Xin

Deep reinforcement learning (DRL) is one promising approach to teaching robots to perform complex tasks. Because methods that directly reuse the stored experience data cannot follow the change of the environment in robotic problems with a…

Robotics · Computer Science 2022-01-26 Taisuke Kobayashi

Deep Reinforcement Learning (DRL) has emerged as a promising approach to enhancing motion control and decision-making through a wide range of robotic applications. While prior research has demonstrated the efficacy of DRL algorithms in…

Recent work applying deep reinforcement learning (DRL) to solve traveling salesman problems (TSP) has shown that DRL-based solvers can be fast and competitive with TSP heuristics for small instances, but do not generalize well to larger…

Machine Learning · Computer Science 2021-10-07 Wenbin Ouyang , Yisen Wang , Shaochen Han , Zhejian Jin , Paul Weng

Deep reinforcement learning (DRL) has gained great success by learning directly from high-dimensional sensory inputs, yet is notorious for the lack of interpretability. Interpretability of the subtasks is critical in hierarchical…

Artificial Intelligence · Computer Science 2019-03-01 Daoming Lyu , Fangkai Yang , Bo Liu , Steven Gustafson