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The optimal execution problem has always been a continuously focused research issue, and many reinforcement learning (RL) algorithms have been studied. In this article, we consider the execution problem of targeting the volume weighted…

最优化与控制 · 数学 2024-11-12 Xingyu Zhou , Wenbin Chen , Mingyu Xu

Reinforcement Learning (RL) has achieved remarkable success in sequential decision tasks. However, recent studies have revealed the vulnerability of RL policies to different perturbations, raising concerns about their effectiveness and…

机器学习 · 计算机科学 2025-07-08 Buqing Nie , Yangqing Fu , Jingtian Ji , Yue Gao

The endeavor of artificial intelligence (AI) is to design autonomous agents capable of achieving complex tasks. Namely, reinforcement learning (RL) proposes a theoretical background to learn optimal behaviors. In practice, RL algorithms…

机器学习 · 计算机科学 2022-09-27 Firas Jarboui , Ahmed Akakzia

In this work, we study the problem of finding Pareto optimal policies in multi-agent reinforcement learning problems with cooperative reward structures. We show that any algorithm where each agent only optimizes their reward is subject to…

机器学习 · 计算机科学 2024-10-28 Bang Giang Le , Viet Cuong Ta

In this paper, we study the peak-aware energy scheduling problem using the competitive framework with machine learning prediction. With the uncertainty of energy demand as the fundamental challenge, the goal is to schedule the energy output…

数据结构与算法 · 计算机科学 2019-11-20 Russell Lee , Mohammad H. Hajiesmaili , Jian Li

Stochastic control with both inherent random system noise and lack of knowledge on system parameters constitutes the core and fundamental topic in reinforcement learning (RL), especially under non-episodic situations where online learning…

系统与控制 · 电气工程与系统科学 2019-06-24 Xin Huang , Duan Li , Daniel Zhuoyu Long

Deep Reinforcement Learning (or just "RL") is gaining popularity for industrial and research applications. However, it still suffers from some key limits slowing down its widespread adoption. Its performance is sensitive to initial…

机器学习 · 计算机科学 2022-08-31 Pierrick Pochelu , Serge G. Petiton , Bruno Conche

Reinforcement Learning, a machine learning framework for training an autonomous agent based on rewards, has shown outstanding results in various domains. However, it is known that learning a good policy is difficult in a domain where…

机器学习 · 计算机科学 2019-06-27 Takahisa Imagawa , Takuya Hiraoka , Yoshimasa Tsuruoka

Deep Reinforcement Learning (DRL) has shown its promising capabilities to learn optimal policies directly from trial and error. However, learning can be hindered if the goal of the learning, defined by the reward function, is "not optimal".…

人工智能 · 计算机科学 2019-10-09 Yizheng Zhang , Andre Rosendo

When applying reinforcement learning (RL) to a new problem, reward engineering is a necessary, but often difficult and error-prone task a system designer has to face. To avoid this step, we propose LR4GPM, a novel (deep) RL method that can…

机器学习 · 计算机科学 2023-03-17 Junqi Qian , Paul Weng , Chenmien Tan

A common formulation of constrained reinforcement learning involves multiple rewards that must individually accumulate to given thresholds. In this class of problems, we show a simple example in which the desired optimal policy cannot be…

机器学习 · 计算机科学 2023-09-22 Miguel Calvo-Fullana , Santiago Paternain , Luiz F. O. Chamon , Alejandro Ribeiro

One of the main challenges in reinforcement learning (RL) is generalisation. In typical deep RL methods this is achieved by approximating the optimal value function with a low-dimensional representation using a deep network. While this…

机器学习 · 计算机科学 2017-11-29 Harm van Seijen , Mehdi Fatemi , Joshua Romoff , Romain Laroche , Tavian Barnes , Jeffrey Tsang

Reinforcement learning has become a cornerstone technique for developing reasoning models in complex tasks, ranging from mathematical problem-solving to imaginary reasoning. The optimization of these models typically relies on policy…

机器学习 · 计算机科学 2026-02-11 Qingnan Ren , Shiting Huang , Zhen Fang , Zehui Chen , Lin Chen , Lijun Li , Feng Zhao

In many sequential decision making tasks, it is challenging to design reward functions that help an RL agent efficiently learn behavior that is considered good by the agent designer. A number of different formulations of the reward-design…

人工智能 · 计算机科学 2018-06-25 Zeyu Zheng , Junhyuk Oh , Satinder Singh

In reinforcement learning (RL), we always expect the agent to explore as many states as possible in the initial stage of training and exploit the explored information in the subsequent stage to discover the most returnable trajectory. Based…

机器学习 · 计算机科学 2020-09-16 Yubo Huang , Xuechun Wang , Luobao Zou , Zhiwei Zhuang , Weidong Zhang

We present LARL-RM (Large language model-generated Automaton for Reinforcement Learning with Reward Machine) algorithm in order to encode high-level knowledge into reinforcement learning using automaton to expedite the reinforcement…

机器学习 · 计算机科学 2024-02-13 Shayan Meshkat Alsadat , Jean-Raphael Gaglione , Daniel Neider , Ufuk Topcu , Zhe Xu

Reinforcement Learning (RL) in environments with complex, history-dependent reward structures poses significant challenges for traditional methods. In this work, we introduce a novel approach that leverages automaton-based feedback to guide…

机器学习 · 计算机科学 2025-10-20 Mahyar Alinejad , Alvaro Velasquez , Yue Wang , George Atia

Optimization of hyper-parameters in reinforcement learning (RL) algorithms is a key task, because they determine how the agent will learn its policy by interacting with its environment, and thus what data is gathered. In this work, an…

机器学习 · 计算机科学 2019-09-19 Juan Cruz Barsce , Jorge A. Palombarini , Ernesto Martínez

Model-based next state prediction and state value prediction are slow to converge. To address these challenges, we do the following: i) Instead of a neural network, we do model-based planning using a parallel memory retrieval system (which…

人工智能 · 计算机科学 2023-02-02 John Chong Min Tan , Mehul Motani

Recent studies have shown that reinforcement learning (RL) models are vulnerable in various noisy scenarios. For instance, the observed reward channel is often subject to noise in practice (e.g., when rewards are collected through sensors),…

机器学习 · 计算机科学 2020-02-04 Jingkang Wang , Yang Liu , Bo Li