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Deep reinforcement learning enables algorithms to learn complex behavior, deal with continuous action spaces and find good strategies in environments with high dimensional state spaces. With deep reinforcement learning being an active area…

机器学习 · 计算机科学 2018-10-17 Winfried Lötzsch

In this paper, we formulate the adaptive learning problem---the problem of how to find an individualized learning plan (called policy) that chooses the most appropriate learning materials based on learner's latent traits---faced in adaptive…

机器学习 · 计算机科学 2020-04-21 Xiao Li , Hanchen Xu , Jinming Zhang , Hua-hua Chang

Can deep reinforcement learning algorithms be exploited as solvers for optimal trading strategies? The aim of this work is to test reinforcement learning algorithms on conceptually simple, but mathematically non-trivial, trading…

We train two neural networks adversarially to play static games. At each iteration, a row and column network observe a new random bimatrix game and output individual mixed strategies. The parameters of each network are independently updated…

理论经济学 · 经济学 2025-05-09 Daniele Condorelli , Massimiliano Furlan

Reinforcement learning algorithms based on Q-learning are driving Deep Reinforcement Learning (DRL) research towards solving complex problems and achieving super-human performance on many of them. Nevertheless, Q-Learning is known to be…

机器学习 · 计算机科学 2022-06-14 Andrea Cini , Carlo D'Eramo , Jan Peters , Cesare Alippi

Stock trading strategies play a critical role in investment. However, it is challenging to design a profitable strategy in a complex and dynamic stock market. In this paper, we propose an ensemble strategy that employs deep reinforcement…

交易与市场微观结构 · 定量金融 2025-11-18 Hongyang Yang , Xiao-Yang Liu , Shan Zhong , Anwar Walid

The study of unsupervised learning can be generally divided into two categories: imitation learning and reinforcement learning. In imitation learning the machine learns by mimicking the behavior of an expert system whereas in reinforcement…

机器学习 · 计算机科学 2020-04-07 Xiao Lei Zhang , Anish Agarwal

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

Over the past decades, researchers have been pushing the limits of Deep Reinforcement Learning (DRL). Although DRL has attracted substantial interest from practitioners, many are blocked by having to search through a plethora of available…

数理金融 · 定量金融 2023-10-05 Sophia Gu

The potential of Reinforcement Learning (RL) has been demonstrated through successful applications to games such as Go and Atari. However, while it is straightforward to evaluate the performance of an RL algorithm in a game setting by…

机器学习 · 计算机科学 2020-08-28 MingYu Lu , Zachary Shahn , Daby Sow , Finale Doshi-Velez , Li-wei H. Lehman

Stochastic dynamic teams and games are rich models for decentralized systems and challenging testing grounds for multi-agent learning. Previous work that guaranteed team optimality assumed stateless dynamics, or an explicit coordination…

最优化与控制 · 数学 2024-03-28 Bora Yongacoglu , Gürdal Arslan , Serdar Yüksel

Deep learning models are vulnerable to external attacks. In this paper, we propose a Reinforcement Learning (RL) based approach to generate adversarial examples for the pre-trained (target) models. We assume a semi black-box setting where…

机器学习 · 计算机科学 2018-11-15 Mandar Kulkarni

Deep Q-Learning is an important reinforcement learning algorithm, which involves training a deep neural network, called Deep Q-Network (DQN), to approximate the well-known Q-function. Although wildly successful under laboratory conditions,…

机器学习 · 计算机科学 2021-04-13 Arunselvan Ramaswamy , Eyke Hüllermeier

We consider a multicast scheme recently proposed for a wireless downlink in [1]. It was shown earlier that power control can significantly improve its performance. However for this system, obtaining optimal power control is intractable…

网络与互联网体系结构 · 计算机科学 2019-10-25 Ramkumar Raghu , Pratheek Upadhyaya , Mahadesh Panju , Vaneet Aggarwal , Vinod Sharma

Deep Reinforcement Learning (DRL) is a trending field of research, showing great promise in challenging problems such as playing Atari, solving Go and controlling robots. While DRL agents perform well in practice we are still lacking the…

人工智能 · 计算机科学 2016-06-17 Nir Baram , Tom Zahavy , Shie Mannor

Deep Reinforcement Learning (RL) has considerably advanced over the past decade. At the same time, state-of-the-art RL algorithms require a large computational budget in terms of training time to converge. Recent work has started to…

Negotiation is a process where agents aim to work through disputes and maximize their surplus. As the use of deep reinforcement learning in bargaining games is unexplored, this paper evaluates its ability to exploit, adapt, and cooperate to…

多智能体系统 · 计算机科学 2020-02-19 Ho-Chun Herbert Chang

Efficient exploration in complex environments remains a major challenge for reinforcement learning. We propose bootstrapped DQN, a simple algorithm that explores in a computationally and statistically efficient manner through use of…

机器学习 · 计算机科学 2016-07-05 Ian Osband , Charles Blundell , Alexander Pritzel , Benjamin Van Roy

In multi-agent reinforcement learning (MARL), it is challenging for a collection of agents to learn complex temporally extended tasks. The difficulties lie in computational complexity and how to learn the high-level ideas behind reward…

多智能体系统 · 计算机科学 2021-10-04 Jueming Hu , Zhe Xu , Weichang Wang , Guannan Qu , Yutian Pang , Yongming Liu

Algorithmic trading, due to its inherent nature, is a difficult problem to tackle; there are too many variables involved in the real world which make it almost impossible to have reliable algorithms for automated stock trading. The lack of…

人工智能 · 计算机科学 2020-01-28 Abhishek Nan , Anandh Perumal , Osmar R. Zaiane