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Reinforcement Learning (RL) applied to financial problems has been the subject of a lively area of research. The use of RL for optimal trading strategies that exploit latent information in the market is, to the best of our knowledge, not…

Trading and Market Microstructure · Quantitative Finance 2025-11-04 Andrea Macrì , Sebastian Jaimungal , Fabrizio Lillo

Reinforcement learning (RL) tackles sequential decision-making problems by creating agents that interacts with their environment. However, existing algorithms often view these problem as static, focusing on point estimates for model…

Machine Learning · Statistics 2024-03-21 Frank Shih , Faming Liang

In an effort to better understand the different ways in which the discount factor affects the optimization process in reinforcement learning, we designed a set of experiments to study each effect in isolation. Our analysis reveals that the…

Machine Learning · Computer Science 2019-12-24 Harm van Seijen , Mehdi Fatemi , Arash Tavakoli

Learning continuous control in high-dimensional sparse reward settings, such as robotic manipulation, is a challenging problem due to the number of samples often required to obtain accurate optimal value and policy estimates. While many…

Robotics · Computer Science 2021-07-29 Sreehari Rammohan , Shangqun Yu , Bowen He , Eric Hsiung , Eric Rosen , Stefanie Tellex , George Konidaris

We study a reinforcement learning setting, where the state transition function is a convex combination of a stochastic continuous function and a deterministic function. Such a setting generalizes the widely-studied stochastic state…

Machine Learning · Computer Science 2018-10-03 Qingpeng Cai , Ling Pan , Pingzhong Tang

This paper investigates the motion planning of autonomous dynamical systems modeled by Markov decision processes (MDP) with unknown transition probabilities over continuous state and action spaces. Linear temporal logic (LTL) is used to…

Machine Learning · Computer Science 2022-01-25 Mingyu Cai , Mohammadhosein Hasanbeig , Shaoping Xiao , Alessandro Abate , Zhen Kan

Modelling and exploiting teammates' policies in cooperative multi-agent systems have long been an interest and also a big challenge for the reinforcement learning (RL) community. The interest lies in the fact that if the agent knows the…

Machine Learning · Computer Science 2018-11-20 Hangyu Mao , Zhengchao Zhang , Zhen Xiao , Zhibo Gong

A reinforcement learning (RL) based methodology is proposed and implemented for online fine-tuning of PID controller gains, thus, improving quadrotor effective and accurate trajectory tracking. The RL agent is first trained offline on a…

Systems and Control · Electrical Eng. & Systems 2025-02-10 Serhat Sönmez , Luca Montecchio , Simone Martini , Matthew J. Rutherford , Alessandro Rizzo , Margareta Stefanovic , Kimon P. Valavanis

Existing work on risk-sensitive reinforcement learning - both for symmetric and downside risk measures - has typically used direct Monte-Carlo estimation of policy gradients. While this approach yields unbiased gradient estimates, it also…

Machine Learning · Computer Science 2020-07-09 Thomas Spooner , Rahul Savani

A critical and challenging problem in reinforcement learning is how to learn the state-action value function from the experience replay buffer and simultaneously keep sample efficiency and faster convergence to a high quality solution. In…

Machine Learning · Computer Science 2018-04-25 Weichao Li , Fuxian Huang , Xi Li , Gang Pan , Fei Wu

Deep Reinforcement Learning (DRL) suffers from uncertainties and inaccuracies in the observation signal in realworld applications. Adversarial attack is an effective method for evaluating the robustness of DRL agents. However, existing…

Machine Learning · Computer Science 2025-01-09 Tianyang Duan , Zongyuan Zhang , Zheng Lin , Yue Gao , Ling Xiong , Yong Cui , Hongbin Liang , Xianhao Chen , Heming Cui , Dong Huang

This paper proposes a Deep Reinforcement Learning (DRL) approach for solving knapsack problem. The proposed method consists of a state aggregation step based on tabular reinforcement learning to extract features and construct states. The…

Neural and Evolutionary Computing · Computer Science 2020-04-28 Reza Refaei Afshar , Yingqian Zhang , Murat Firat , Uzay Kaymak

Recently, safe reinforcement learning (RL) with the actor-critic structure for continuous control tasks has received increasing attention. It is still challenging to learn a near-optimal control policy with safety and convergence…

Machine Learning · Computer Science 2024-02-06 Xinglong Zhang , Yaoqian Peng , Biao Luo , Wei Pan , Xin Xu , Haibin Xie

In reinforcement learning, the discount factor $\gamma$ controls the agent's effective planning horizon. Traditionally, this parameter was considered part of the MDP; however, as deep reinforcement learning algorithms tend to become…

Machine Learning · Computer Science 2020-06-24 Chen Tessler , Shie Mannor

Traditional reinforcement learning (RL) assumes the agents make decisions based on Markov decision processes (MDPs) with one-step transition models. In many real-world applications, such as energy management and stock investment, agents can…

Machine Learning · Computer Science 2025-10-22 Chenbei Lu , Zaiwei Chen , Tongxin Li , Chenye Wu , Adam Wierman

While a powerful and promising approach, deep reinforcement learning (DRL) still suffers from sample inefficiency, which can be notably improved by resorting to more sophisticated techniques to address the exploration-exploitation dilemma.…

Machine Learning · Computer Science 2024-09-10 Jianshu Hu , Paul Weng , Yutong Ban

This study proposes the use of a social learning method to estimate a global state within a multi-agent off-policy actor-critic algorithm for reinforcement learning (RL) operating in a partially observable environment. We assume that the…

Machine Learning · Computer Science 2024-07-09 Ainur Zhaikhan , Ali H. Sayed

Stochastic communication delays in teleoperation introduce signal discontinuities that undermine control stability and degrade control performance. Consequently, the conventional reinforcement learning (RL) methods struggle with the delayed…

Robotics · Computer Science 2026-05-18 Kaize Deng , Zewen Yang

Recent advance in deep offline reinforcement learning (RL) has made it possible to train strong robotic agents from offline datasets. However, depending on the quality of the trained agents and the application being considered, it is often…

Robotics · Computer Science 2021-11-02 Seunghyun Lee , Younggyo Seo , Kimin Lee , Pieter Abbeel , Jinwoo Shin

In deep Reinforcement Learning (RL), the learning rate critically influences both stability and performance, yet its optimal value shifts during training as the environment and policy evolve. Standard decay schedulers assume monotonic…

Machine Learning · Computer Science 2025-10-09 Henrique Donâncio , Antoine Barrier , Leah F. South , Florence Forbes