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Trading markets represent a real-world financial application to deploy reinforcement learning agents, however, they carry hard fundamental challenges such as high variance and costly exploration. Moreover, markets are inherently a…

Machine Learning · Computer Science 2021-07-20 Yue Gao , Kry Yik Chau Lui , Pablo Hernandez-Leal

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

The reward signal plays a central role in defining the desired behaviors of agents in reinforcement learning (RL). Rewards collected from realistic environments could be perturbed, corrupted, or noisy due to an adversary, sensor error, or…

Machine Learning · Computer Science 2025-03-12 Xi Chen , Zhihui Zhu , Andrew Perrault

Inverse reinforcement learning (IRL) usually assumes the reward function model is pre-specified as a weighted sum of features and estimates the weighting parameters only. However, how to select features and determine a proper reward model…

Machine Learning · Computer Science 2025-04-01 Chendi Qu , Jianping He , Xiaoming Duan , Jiming Chen

Exploration in environments with sparse rewards has been a persistent problem in reinforcement learning (RL). Many tasks are natural to specify with a sparse reward, and manually shaping a reward function can result in suboptimal…

Machine Learning · Computer Science 2018-02-27 Ashvin Nair , Bob McGrew , Marcin Andrychowicz , Wojciech Zaremba , Pieter Abbeel

Reinforcement learning (RL) algorithms typically deal with maximizing the expected cumulative return (discounted or undiscounted, finite or infinite horizon). However, several crucial applications in the real world, such as drug discovery,…

Reinforcement learning (RL) can refine Vision-Language-Action (VLA) policies beyond behavior cloning, but real-world RL remains expensive due to extensive rollouts, resets, supervision, and safety risks. Action-conditioned video world…

Robotics · Computer Science 2026-05-26 Xiaokang Liu , Zechen Bai , Hai Ci , Kevin Yuchen Ma , Mike Zheng Shou

In multi-agent reinforcement learning systems, the actions of one agent can have a negative impact on the rewards of other agents. One way to combat this problem is to let agents trade their rewards amongst each other. Motivated by this,…

Artificial Intelligence · Computer Science 2022-07-25 Michael Kölle , Lennart Rietdorf , Kyrill Schmid

In cooperative multi-agent reinforcement learning, a collection of agents learns to interact in a shared environment to achieve a common goal. We propose the use of reward machines (RM) -- Mealy machines used as structured representations…

Multiagent Systems · Computer Science 2021-06-16 Cyrus Neary , Zhe Xu , Bo Wu , Ufuk Topcu

One major limitation to the applicability of Reinforcement Learning (RL) to many practical domains is the large number of samples required to learn an optimal policy. To address this problem and improve learning efficiency, we consider a…

Machine Learning · Computer Science 2023-08-07 Roberto Cipollone , Giuseppe De Giacomo , Marco Favorito , Luca Iocchi , Fabio Patrizi

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

Text-to-SQL is a challenging task involving multiple reasoning-intensive subtasks, including natural language understanding, database schema comprehension, and precise SQL query formulation. Existing approaches often rely on handcrafted…

This paper investigates the deep hedging framework, based on reinforcement learning (RL), for the dynamic hedging of swaptions, contrasting its performance with traditional sensitivity-based rho-hedging. We design agents under three…

Risk Management · Quantitative Finance 2025-12-09 Zaniar Ahmadi , Frédéric Godin

This paper investigates the so-called reward-balancing methods, a novel class of algorithms for solving discounted-return reinforcement learning (RL) problems. These methods consist of iteratively adjusting the reward function to transform…

Optimization and Control · Mathematics 2026-04-23 Simone Baroncini , Bahman Gharesifard , Giuseppe Notarstefano

In finance, sequential decision problems are often faced, for which reinforcement learning (RL) emerges as a promising tool for optimisation without the need of analytical tractability. However, the objective of classical RL is the expected…

Computational Finance · Quantitative Finance 2026-02-13 Federico Cacciamani , Roberto Daluiso , Marco Pinciroli , Michele Trapletti , Edoardo Vittori

This paper presents a comprehensive study on the use of ensemble Reinforcement Learning (RL) models in financial trading strategies, leveraging classifier models to enhance performance. By combining RL algorithms such as A2C, PPO, and SAC…

Machine Learning · Computer Science 2026-05-21 Zheli Xiong

Constrained Reinforcement Learning has been employed to enforce safety constraints on policy through the use of expected cost constraints. The key challenge is in handling expected cost accumulated using the policy and not just in a single…

Machine Learning · Computer Science 2024-01-17 Hao Jiang , Tien Mai , Pradeep Varakantham , Minh Huy Hoang

Large Vision-Language Models (LVLMs) have recently advanced robotic manipulation by leveraging vision for scene perception and language for instruction following. However, existing methods rely heavily on costly human-annotated training…

Semi-structured explanation depicts the implicit process of a reasoner with an explicit representation. This explanation highlights how available information in a specific query is utilised and supplemented with information a reasoner…

Computation and Language · Computer Science 2024-01-25 Jiuzhou Han , Wray Buntine , Ehsan Shareghi

With the fast development of quantitative portfolio optimization in financial engineering, lots of AI-based algorithmic trading strategies have demonstrated promising results, among which reinforcement learning begins to manifest…

Mathematical Finance · Quantitative Finance 2023-03-10 Huifang Huang , Ting Gao , Pengbo Li , Jin Guo , Peng Zhang , Nan Du