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Quantum machine learning has the potential for a transformative impact across industry sectors and in particular in finance. In our work we look at the problem of hedging where deep reinforcement learning offers a powerful framework for…

In this paper, we propose a novel Reinforcement Learning approach for solving the Active Information Acquisition problem, which requires an agent to choose a sequence of actions in order to acquire information about a process of interest…

Machine Learning · Computer Science 2019-10-25 Heejin Jeong , Brent Schlotfeldt , Hamed Hassani , Manfred Morari , Daniel D. Lee , George J. Pappas

We study reinforcement learning for controlled diffusion processes with unbounded continuous state spaces, bounded continuous actions, and polynomially growing rewards: settings that arise naturally in finance, economics, and operations…

Machine Learning · Computer Science 2025-12-18 Hanqing Jin , Renyuan Xu , Yanzhao Yang

The ability to prepare a physical system in a desired quantum state is central to many areas of physics such as nuclear magnetic resonance, cold atoms, and quantum computing. Yet, preparing states quickly and with high fidelity remains a…

The objective of a reinforcement learning agent is to discover better actions through exploration. However, typical exploration techniques aim to maximize rewards, often incurring high costs in both exploration and learning processes. We…

Machine Learning · Computer Science 2024-12-24 Akane Tsuboya , Yu Kono , Tatsuji Takahashi

In real-world reinforcement learning (RL) systems, various forms of {\it impaired observability} can complicate matters. These situations arise when an agent is unable to observe the most recent state of the system due to latency or lossy…

Machine Learning · Computer Science 2023-10-30 Minshuo Chen , Jie Meng , Yu Bai , Yinyu Ye , H. Vincent Poor , Mengdi Wang

Estimation of physical quantities is at the core of most scientific research and the use of quantum devices promises to enhance its performances. In real scenarios, it is fundamental to consider that the resources are limited and Bayesian…

Reinforcement learning refers to a group of methods from artificial intelligence where an agent performs learning through trial and error. It differs from supervised learning, since reinforcement learning requires no explicit labels;…

Machine Learning · Computer Science 2018-10-02 Nicolas Pröllochs , Stefan Feuerriegel

Real-world applications of reinforcement learning for recommendation and experimentation faces a practical challenge: the relative reward of different bandit arms can evolve over the lifetime of the learning agent. To deal with these…

Machine Learning · Computer Science 2022-06-29 Srivas Chennu , Andrew Maher , Jamie Martin , Subash Prabanantham

The theory of reinforcement learning has focused on two fundamental problems: achieving low regret, and identifying $\epsilon$-optimal policies. While a simple reduction allows one to apply a low-regret algorithm to obtain an…

Machine Learning · Computer Science 2022-06-23 Andrew Wagenmaker , Max Simchowitz , Kevin Jamieson

We study tabular reinforcement learning problems with multiple steps of lookahead information. Before acting, the learner observes $\ell$ steps of future transition and reward realizations: the exact state the agent would reach and the…

Machine Learning · Computer Science 2026-01-16 Nadav Merlis

This paper surveys the field of reinforcement learning from a computer-science perspective. It is written to be accessible to researchers familiar with machine learning. Both the historical basis of the field and a broad selection of…

Artificial Intelligence · Computer Science 2014-11-17 L. P. Kaelbling , M. L. Littman , A. W. Moore

Reinforcement learning is about learning agent models that make the best sequential decisions in unknown environments. In an unknown environment, the agent needs to explore the environment while exploiting the collected information, which…

Machine Learning · Computer Science 2021-02-12 Hong Qian , Yang Yu

This paper investigates the potential of quantum acceleration in addressing infinite horizon Markov Decision Processes (MDPs) to enhance average reward outcomes. We introduce an innovative quantum framework for the agent's engagement with…

Machine Learning · Computer Science 2025-05-28 Bhargav Ganguly , Yang Xu , Vaneet Aggarwal

Reinforcement learning has the potential to automate the acquisition of behavior in complex settings, but in order for it to be successfully deployed, a number of practical challenges must be addressed. First, in real world settings, when…

Machine Learning · Computer Science 2020-11-11 Kelvin Xu , Siddharth Verma , Chelsea Finn , Sergey Levine

As the number of qubits in a sensor increases, the complexity of designing and controlling the quantum circuits grows exponentially. Manually optimizing these circuits becomes infeasible. Optimizing entanglement distribution in large-scale…

Quantum Physics · Physics 2025-09-01 Laxmisha Ashok Attisara , Sathish Kumar

Reinforcement learning algorithms are commonly analyzed (and designed) under the Markov assumption. This is unrealistic, as most environments encountered in practice are either partially observable, or require function approximation that…

Machine Learning · Computer Science 2026-05-28 Onno Eberhard , Claire Vernade , Michael Muehlebach

In reinforcement learning, we typically refer to unsupervised pre-training when we aim to pre-train a policy without a priori access to the task specification, i.e. rewards, to be later employed for efficient learning of downstream tasks.…

Machine Learning · Computer Science 2025-10-21 Riccardo Zamboni , Mirco Mutti , Marcello Restelli

While learning in an unknown Markov Decision Process (MDP), an agent should trade off exploration to discover new information about the MDP, and exploitation of the current knowledge to maximize the reward. Although the agent will…

Machine Learning · Computer Science 2020-07-16 Evrard Garcelon , Mohammad Ghavamzadeh , Alessandro Lazaric , Matteo Pirotta

We consider reinforcement learning (RL) in Markov Decision Processes in which an agent repeatedly interacts with an environment that is modeled by a controlled Markov process. At each time step $t$, it earns a reward, and also incurs a…

Machine Learning · Computer Science 2023-03-16 Rahul Singh , Abhishek Gupta , Ness B. Shroff
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