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Reinforcement learning (RL) based investment strategies have been widely adopted in portfolio management (PM) in recent years. Nevertheless, most RL-based approaches may often emphasize on pursuing returns while ignoring the risks of the…

投资组合管理 · 定量金融 2023-06-13 Zhenglong Li , Hejun Huang , Vincent Tam

In recent years significant progress has been made in dealing with challenging problems using reinforcement learning.Despite its great success, reinforcement learning still faces challenge in continuous control tasks. Conventional methods…

机器学习 · 计算机科学 2020-02-04 Longxiang Shi , Shijian Li , Longbing Cao , Long Yang , Gang Zheng , Gang Pan

Robust reinforcement learning (Robust RL) seeks to handle epistemic uncertainty in environment dynamics, but existing approaches often rely on nested min--max optimization, which is computationally expensive and yields overly conservative…

机器学习 · 计算机科学 2025-10-15 Chenliang Li , Junyu Leng , Jiaxiang Li , Youbang Sun , Shixiang Chen , Shahin Shahrampour , Alfredo Garcia

Reinforcement learning (RL) is a control approach that can handle nonlinear stochastic optimal control problems. However, despite the promise exhibited, RL has yet to see marked translation to industrial practice primarily due to its…

机器学习 · 计算机科学 2021-04-15 Elton Pan , Panagiotis Petsagkourakis , Max Mowbray , Dongda Zhang , Antonio del Rio-Chanona

To date, distributional reinforcement learning (distributional RL) methods have exclusively focused on the discounted setting, where an agent aims to optimize a discounted sum of rewards over time. In this work, we extend distributional RL…

机器学习 · 计算机科学 2026-01-14 Juan Sebastian Rojas , Chi-Guhn Lee

Reinforcement learning (RL) for exponential-utility optimization in discounted Markov decision processes (MDPs) lacks principled value-based algorithms. We address this gap in the fixed risk-aversion setting. Building on the Bellman-type…

机器学习 · 计算机科学 2026-05-11 Gugan Thoppe , L. A. Prashanth , Ankur Naskar , Sanjay Bhat

This paper introduces an adaptive model-free deep reinforcement approach that can recognize and adapt to the diurnal patterns in the ride-sharing environment with car-pooling. Deep Reinforcement Learning (RL) suffers from catastrophic…

人工智能 · 计算机科学 2021-06-15 Marina Haliem , Vaneet Aggarwal , Bharat Bhargava

The present study proposes an active flow control (AFC) approach based on deep reinforcement learning (DRL) to optimize the performance of multiple plasma actuators on a square cylinder. The investigation aims to modify the control inputs…

This paper studies satisfaction of temporal properties on unknown stochastic processes that have continuous state spaces. We show how reinforcement learning (RL) can be applied for computing policies that are finite-memory and deterministic…

系统与控制 · 电气工程与系统科学 2020-09-29 Milad Kazemi , Sadegh Soudjani

The optimal power flow (OPF) problem, which plays a central role in operating electrical networks is considered. The problem is nonconvex and is in fact NP hard. Therefore, designing efficient algorithms of practical relevance is crucial,…

最优化与控制 · 数学 2014-08-20 S. Magnússon , P. C. Weeraddana , C. Fischione

This paper proposes a two-level distributed algorithmic framework for solving the AC optimal power flow (OPF) problem with convergence guarantees. The presence of highly nonconvex constraints in OPF poses significant challenges to…

最优化与控制 · 数学 2021-06-14 Kaizhao Sun , Xu Andy Sun

Online decision tree learning algorithms typically examine all features of a new data point to update model parameters. We propose a novel alternative, Reinforcement Learning- based Decision Trees (RLDT), that uses Reinforcement Learning…

机器学习 · 计算机科学 2015-07-27 Abhinav Garlapati , Aditi Raghunathan , Vaishnavh Nagarajan , Balaraman Ravindran

This paper introduces a deep reinforcement learning (RL) framework for optimizing the operations of power plants pairing renewable energy with storage. The objective is to maximize revenue from energy markets while minimizing storage…

机器学习 · 计算机科学 2023-06-16 Lucien Werner , Peeyush Kumar

Inefficient traffic signal control methods may cause numerous problems, such as traffic congestion and waste of energy. Reinforcement learning (RL) is a trending data-driven approach for adaptive traffic signal control in complex urban…

信号处理 · 电气工程与系统科学 2021-07-14 Zhenning Li , Chengzhong Xu , Guohui Zhang

Aligning large language models (LLM) with human preference plays a key role in building modern generative models and can be achieved by reinforcement learning from human feedback (RLHF). Despite their superior performance, current RLHF…

机器学习 · 计算机科学 2025-02-12 Kaixuan Ji , Jiafan He , Quanquan Gu

Flow-matching policies have emerged as a powerful paradigm for generalist robotics. These models are trained to imitate an action chunk, conditioned on sensor observations and textual instructions. Often, training demonstrations are…

机器学习 · 计算机科学 2025-07-22 Samuel Pfrommer , Yixiao Huang , Somayeh Sojoudi

In dynamic programming (DP) and reinforcement learning (RL), an agent learns to act optimally in terms of expected long-term return by sequentially interacting with its environment modeled by a Markov decision process (MDP). More generally…

机器学习 · 计算机科学 2022-01-03 Mastane Achab , Gergely Neu

This paper considers the problem of real-time control and learning in dynamic systems subjected to parametric uncertainties. We propose a combination of a Reinforcement Learning (RL) based policy in the outer loop suitably chosen to ensure…

机器学习 · 计算机科学 2023-06-13 Anuradha M. Annaswamy , Anubhav Guha , Yingnan Cui , Sunbochen Tang , Peter A. Fisher , Joseph E. Gaudio

With the impact of real-time processing being realized in the recent past, the need for efficient implementations of reinforcement learning algorithms has been on the rise. Albeit the numerous advantages of Bellman equations utilized in RL…

机器学习 · 计算机科学 2023-03-15 Saumil Shivdikar , Jagannath Nirmal

The framework of deep reinforcement learning (DRL) provides a powerful and widely applicable mathematical formalization for sequential decision-making. This paper present a novel DRL framework, termed \emph{$f$-Divergence Reinforcement…

机器学习 · 计算机科学 2021-12-15 Chen Gong , Qiang He , Yunpeng Bai , Zhou Yang , Xiaoyu Chen , Xinwen Hou , Xianjie Zhang , Yu Liu , Guoliang Fan