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This paper presents a deep reinforcement learning (DRL) framework for dynamic portfolio optimization under market uncertainty and risk. The proposed model integrates a Sharpe ratio-based reward function with direct risk control mechanisms,…

投资组合管理 · 定量金融 2025-11-17 Emmanuel Lwele , Sabuni Emmanuel , Sitali Gabriel Sitali

Adversarial optimization algorithms that explicitly search for flaws in agents' policies have been successfully applied to finding robust and diverse policies in multi-agent settings. However, the success of adversarial optimization has…

人工智能 · 计算机科学 2025-11-13 Niklas Lauffer , Ameesh Shah , Micah Carroll , Sanjit A. Seshia , Stuart Russell , Michael Dennis

Robotic foundation models require reasoning over complex visual scenes to execute adaptive actions in dynamic environments. While recent studies on latent-reasoning Vision-Language-Action (VLA) models have demonstrated the capability to…

Deep reinforcement learning (DRL) has emerged as a powerful framework for solving sequential decision-making problems, achieving remarkable success in a wide range of applications, including game AI, autonomous driving, biomedicine, and…

机器学习 · 计算机科学 2025-05-14 Yinghan Sun , Hongxi Wang , Hua Chen , Wei Zhang

We introduce Diffusion Policy Policy Optimization, DPPO, an algorithmic framework including best practices for fine-tuning diffusion-based policies (e.g. Diffusion Policy) in continuous control and robot learning tasks using the policy…

We study reinforcement learning (RL) in the setting of continuous time and space, for an infinite horizon with a discounted objective and the underlying dynamics driven by a stochastic differential equation. Built upon recent advances in…

机器学习 · 计算机科学 2023-10-19 Hanyang Zhao , Wenpin Tang , David D. Yao

We introduce a novel policy learning method that integrates analytical gradients from differentiable environments with the Proximal Policy Optimization (PPO) algorithm. To incorporate analytical gradients into the PPO framework, we…

机器学习 · 计算机科学 2023-12-15 Sanghyun Son , Laura Yu Zheng , Ryan Sullivan , Yi-Ling Qiao , Ming C. Lin

Previous studies on automatic berthing systems based on artificial neural network (ANN) showed great berthing performance by training the ANN with ship berthing data as training data. However, because the ANN requires a large amount of…

机器学习 · 计算机科学 2021-12-06 Daesoo Lee

Deep reinforcement learning algorithms can perform poorly in real-world tasks due to the discrepancy between source and target environments. This discrepancy is commonly viewed as the disturbance in transition dynamics. Many existing…

机器学习 · 计算机科学 2021-12-21 Yufei Kuang , Miao Lu , Jie Wang , Qi Zhou , Bin Li , Houqiang Li

This study proposes a regime-aware reinforcement learning framework for long-horizon portfolio optimization. Moving beyond traditional feedforward and GARCH-based models, we design realistic environments where agents dynamically reallocate…

投资组合管理 · 定量金融 2025-09-19 Gabriel Nixon Raj

Training generally capable agents that thoroughly explore their environment and learn new and diverse skills is a long-term goal of robot learning. Quality Diversity Reinforcement Learning (QD-RL) is an emerging research area that blends…

Recent advances in GPU-based parallel simulation have enabled practitioners to collect large amounts of data and train complex control policies using deep reinforcement learning (RL), on commodity GPUs. However, such successes for RL in…

机器学习 · 计算机科学 2025-03-03 Eliot Xing , Vernon Luk , Jean Oh

Reinforcement learning (RL) has become a proven method for optimizing a procedure for which success has been defined, but the specific actions needed to achieve it have not. We apply the so-called "black box" method of RL to what has been…

计算物理 · 物理学 2022-09-12 Kyle Mills , Pooya Ronagh , Isaac Tamblyn

Deploying Reinforcement Learning (RL) agents in the real-world require that the agents satisfy safety constraints. Current RL agents explore the environment without considering these constraints, which can lead to damage to the hardware or…

机器学习 · 计算机科学 2021-03-17 Harshit Sikchi , Wenxuan Zhou , David Held

Dynamic portfolio optimization is the process of sequentially allocating wealth to a collection of assets in some consecutive trading periods, based on investors' return-risk profile. Automating this process with machine learning remains a…

机器学习 · 计算机科学 2019-01-28 Pengqian Yu , Joon Sern Lee , Ilya Kulyatin , Zekun Shi , Sakyasingha Dasgupta

Quantum control is concerned with the realisation of desired dynamics in quantum systems, serving as a linchpin for advancing quantum technologies and fundamental research. Analytic approaches and standard optimisation algorithms do not…

量子物理 · 物理学 2025-05-29 Jan Ole Ernst , Aniket Chatterjee , Tim Franzmeyer , Axel Kuhn

The behavior decision-making subsystem is a key component of the autonomous driving system, which reflects the decision-making ability of the vehicle and the driver, and is an important symbol of the high-level intelligence of the vehicle.…

机器学习 · 计算机科学 2024-12-31 Zixiang Wang , Hao Yan , Changsong Wei , Junyu Wang , Minheng Xiao

Reinforcement Learning (RL) algorithms have shown tremendous success in simulation environments, but their application to real-world problems faces significant challenges, with safety being a major concern. In particular, enforcing…

机器学习 · 计算机科学 2024-06-19 Weiye Zhao , Rui Chen , Yifan Sun , Tianhao Wei , Changliu Liu

Proximal Policy Optimization (PPO) is among the most widely used algorithms in reinforcement learning, which achieves state-of-the-art performance in many challenging problems. The keys to its success are the reliable policy updates through…

机器学习 · 计算机科学 2021-07-02 Mónika Farsang , Luca Szegletes

Trust Region Policy Optimization (TRPO) and Proximal Policy Optimization (PPO) are among the most successful policy gradient approaches in deep reinforcement learning (RL). While these methods achieve state-of-the-art performance across a…

机器学习 · 计算机科学 2020-06-22 Ahmed Touati , Amy Zhang , Joelle Pineau , Pascal Vincent