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Portfolio optimization is essential for balancing risk and return in financial decision-making. Deep Reinforcement Learning (DRL) has stood out as a cutting-edge tool for portfolio optimization that learns dynamic asset allocation using…

机器学习 · 计算机科学 2025-09-16 Himanshu Choudhary , Arishi Orra , Manoj Thakur

Deep Q Network (DQN) firstly kicked the door of deep reinforcement learning (DRL) via combining deep learning (DL) with reinforcement learning (RL), which has noticed that the distribution of the acquired data would change during the…

机器学习 · 计算机科学 2022-01-11 Jiajun Fan , Changnan Xiao , Yue Huang

Recent advancements in Distributional Reinforcement Learning (DRL) for modeling loss distributions have shown promise in developing hedging strategies in derivatives markets. A common approach in DRL involves learning the quantiles of loss…

风险管理 · 定量金融 2024-08-28 Parvin Malekzadeh , Zissis Poulos , Jacky Chen , Zeyu Wang , Konstantinos N. Plataniotis

In distributed optimization, the practical problem-solving performance is essentially sensitive to algorithm selection, parameter setting, problem type and data pattern. Thus, it is often laborious to acquire a highly efficient method for a…

最优化与控制 · 数学 2024-01-04 Daokuan Zhu , Tianqi Xu , Jie Lu

Robustness to modeling errors and uncertainties remains a central challenge in reinforcement learning (RL). In this work, we address this challenge by leveraging diffusion models to train robust RL policies. Diffusion models have recently…

机器学习 · 计算机科学 2025-12-03 Daniele Foffano , Alessio Russo , Alexandre Proutiere

Reinforcement Learning (RL) methods have emerged as a popular choice for training an efficient and effective dialogue policy. However, these methods suffer from sparse and unstable reward signals returned by a user simulator only when a…

人工智能 · 计算机科学 2020-09-18 Ziming Li , Sungjin Lee , Baolin Peng , Jinchao Li , Julia Kiseleva , Maarten de Rijke , Shahin Shayandeh , Jianfeng Gao

Existing distributed cooperative multi-agent reinforcement learning (MARL) frameworks usually assume undirected coordination graphs and communication graphs while estimating a global reward via consensus algorithms for policy evaluation.…

多智能体系统 · 计算机科学 2022-01-14 Gangshan Jing , He Bai , Jemin George , Aranya Chakrabortty , Piyush. K. Sharma

Recent advancements have shown that reinforcement learning (RL) can substantially improve the reasoning abilities of large language models (LLMs). The effectiveness of such RL training, however, depends critically on the exploration space…

计算与语言 · 计算机科学 2026-03-17 Haoyuan Wu , Hai Wang , Jiajia Wu , Jinxiang Ou , Keyao Wang , Weile Chen , Zihao Zheng , Bei Yu

We propose FlowRL: matching the full reward distribution via flow balancing instead of maximizing rewards in large language model (LLM) reinforcement learning (RL). Recent advanced reasoning models adopt reward-maximizing methods (\eg, PPO…

Achieving distributed reinforcement learning (RL) for large-scale cooperative multi-agent systems (MASs) is challenging because: (i) each agent has access to only limited information; (ii) issues on convergence or computational complexity…

机器学习 · 计算机科学 2024-04-15 Gangshan Jing , He Bai , Jemin George , Aranya Chakrabortty , Piyush K. Sharma

Inverse reinforcement learning (IRL) is the problem of inferring a reward function from expert behavior. There are several approaches to IRL, but most are designed to learn a Markovian reward. However, a reward function might be…

机器学习 · 计算机科学 2024-06-21 Noah Topper , Alvaro Velasquez , George Atia

As a form of artificial intelligence (AI) technology based on interactive learning, deep reinforcement learning (DRL) has been widely applied across various fields and has achieved remarkable accomplishments. However, DRL faces certain…

机器学习 · 计算机科学 2025-02-18 Geng Sun , Wenwen Xie , Dusit Niyato , Fang Mei , Jiawen Kang , Hongyang Du , Shiwen Mao

Diffusion models achieve state-of-the-art generative performance but are fundamentally bottlenecked by their slow, iterative sampling process. While diffusion distillation techniques enable high-fidelity, few-step generation, traditional…

计算机视觉与模式识别 · 计算机科学 2026-04-01 Linqian Fan , Peiqin Sun , Tiancheng Wen , Shun Lu , Chengru Song

Deep reinforcement learning (DRL) is one promising approach to teaching robots to perform complex tasks. Because methods that directly reuse the stored experience data cannot follow the change of the environment in robotic problems with a…

机器人学 · 计算机科学 2022-01-26 Taisuke Kobayashi

Reinforcement learning (RL) is a powerful machine learning technique that enables an intelligent agent to learn an optimal policy that maximizes the cumulative rewards in sequential decision making. Most of methods in the existing…

机器学习 · 统计学 2023-01-06 Chengchun Shi , Zhengling Qi , Jianing Wang , Fan Zhou

At the core of reinforcement learning is the idea of learning beyond the performance in the data. However, scaling such systems has proven notoriously tricky. In contrast, techniques from generative modeling have proven remarkably scalable…

机器学习 · 计算机科学 2025-05-30 Kevin Frans , Seohong Park , Pieter Abbeel , Sergey Levine

Growth in the penetration of renewable energy sources makes supply more uncertain and leads to an increase in the system imbalance. This trend, together with the single imbalance pricing, opens an opportunity for balance responsible parties…

机器学习 · 计算机科学 2024-01-02 Seyed Soroush Karimi Madahi , Bert Claessens , Chris Develder

Researchers and practitioners are increasingly considering reinforcement learning to optimize decisions in complex domains like robotics and healthcare. To date, these efforts have largely utilized expectation-based learning. However,…

机器学习 · 计算机科学 2026-04-13 Zequn Chen , Wesley J. Marrero

Optimal resource allocation is a fundamental challenge for dense and heterogeneous wireless networks with massive wireless connections. Because of the non-convex nature of the optimization problem, it is computationally demanding to obtain…

网络与互联网体系结构 · 计算机科学 2019-05-01 Kazi Ishfaq Ahmed , Ekram Hossain

Providing a suitable reward function to reinforcement learning can be difficult in many real world applications. While inverse reinforcement learning (IRL) holds promise for automatically learning reward functions from demonstrations,…

机器学习 · 计算机科学 2019-10-29 Lantao Yu , Tianhe Yu , Chelsea Finn , Stefano Ermon