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Reinforcement learning (RL) has emerged as a powerful paradigm for solving decision-making problems in dynamic environments. In this research, we explore the application of Double DQN (DDQN) and Dueling Network Architectures, to financial…

机器学习 · 计算机科学 2025-04-17 Bruno Giorgio

We introduce Recursive Agent Optimization (RAO), a reinforcement learning approach for training recursive agents: agents that can spawn and delegate sub-tasks to new instantiations of themselves recursively. Recursive agents implement an…

机器学习 · 计算机科学 2026-05-08 Apurva Gandhi , Satyaki Chakraborty , Xiangjun Wang , Aviral Kumar , Graham Neubig

Recent advancements in large language models (LLMs) have enabled understanding webpage contexts, product details, and human instructions. Utilizing LLMs as the foundational architecture for either reward models or policies in reinforcement…

机器学习 · 计算机科学 2024-08-30 Shuang Feng , Grace Feng

We study the dynamic pricing and replenishment problems under inconsistent decision frequencies. Different from the traditional demand assumption, the discreteness of demand and the parameter within the Poisson distribution as a function of…

机器学习 · 计算机科学 2024-10-29 Yi Zheng , Zehao Li , Peng Jiang , Yijie Peng

Reinforcement Learning has emerged as a promising framework for developing adaptive and data-driven strategies, enabling market makers to optimize decision-making policies based on interactions with the limit order book environment. This…

交易与市场微观结构 · 定量金融 2026-02-17 Rafael Zimmer , Oswaldo Luiz do Valle Costa

This research focuses on enhancing reinforcement learning (RL) algorithms by integrating penalty functions to guide agents in avoiding unwanted actions while optimizing rewards. The goal is to improve the learning process by ensuring that…

机器学习 · 计算机科学 2025-04-07 Sai Gana Sandeep Pula , Sathish A. P. Kumar , Sumit Jha , Arvind Ramanathan

Recently, empowered with the powerful capabilities of neural networks, reinforcement learning (RL) has successfully tackled numerous challenging tasks. However, while these models demonstrate enhanced decision-making abilities, they are…

机器学习 · 计算机科学 2025-10-09 Zhengpeng Xie , Yulong Zhang

This paper addresses key challenges in task scheduling for multi-tenant distributed systems, including dynamic resource variation, heterogeneous tenant demands, and fairness assurance. An adaptive scheduling method based on reinforcement…

分布式、并行与集群计算 · 计算机科学 2025-08-13 Xiaopei Zhang , Xingang Wang , Xin Wang

Reinforcement learning (RL) is a goal-oriented learning solution that has proven to be successful for Neural Architecture Search (NAS) on the CIFAR and ImageNet datasets. However, a limitation of this approach is its high computational…

神经与进化计算 · 计算机科学 2019-12-04 J. Gomez Robles , J. Vanschoren

Deep reinforcement learning has over the past few years shown great potential in learning near-optimal control in complex simulated environments with little visible information. Rainbow (Q-Learning) and PPO (Policy Optimisation) have shown…

人工智能 · 计算机科学 2019-07-30 Per-Arne Andersen , Morten Goodwin , Ole-Christoffer Granmo

Optimized trade execution is to sell (or buy) a given amount of assets in a given time with the lowest possible trading cost. Recently, reinforcement learning (RL) has been applied to optimized trade execution to learn smarter policies from…

交易与市场微观结构 · 定量金融 2023-07-24 Chuheng Zhang , Yitong Duan , Xiaoyu Chen , Jianyu Chen , Jian Li , Li Zhao

Reinforcement learning (RL) agents with pre-specified reward functions cannot provide guaranteed safety across variety of circumstances that an uncertain system might encounter. To guarantee performance while assuring satisfaction of safety…

人工智能 · 计算机科学 2021-04-20 Aquib Mustafa , Majid Mazouchi , Subramanya Nageshrao , Hamidreza Modares

This paper presents a novel approach to multi-agent reinforcement learning (RL) for linear systems with convex polytopic constraints. Existing work on RL has demonstrated the use of model predictive control (MPC) as a function approximator…

系统与控制 · 电气工程与系统科学 2025-01-06 Samuel Mallick , Filippo Airaldi , Azita Dabiri , Bart De Schutter

Recently, Intelligent Transportation Systems are leveraging the power of increased sensory coverage and computing power to deliver data-intensive solutions achieving higher levels of performance than traditional systems. Within Traffic…

机器学习 · 计算机科学 2021-05-03 Alvaro Cabrejas-Egea , Raymond Zhang , Neil Walton

Deep reinforcement learning (RL) is a promising approach to solving complex robotics problems. However, the process of learning through trial-and-error interactions is often highly time-consuming, despite recent advancements in RL…

机器学习 · 计算机科学 2022-07-05 Julia Tan , Ransalu Senanayake , Fabio Ramos

As intelligent trading agents based on reinforcement learning (RL) gain prevalence, it becomes more important to ensure that RL agents obey laws, regulations, and human behavioral expectations. There is substantial literature concerning the…

机器学习 · 计算机科学 2023-06-12 David Byrd

Effective cross-functional coordination is essential for enhancing firm-wide profitability, particularly in the face of growing organizational complexity and scale. Recent advances in artificial intelligence, especially in reinforcement…

人工智能 · 计算机科学 2025-10-07 Jinyang Jiang , Jinhui Han , Yijie Peng , Ying Zhang

Fairness plays a crucial role in various multi-agent systems (e.g., communication networks, financial markets, etc.). Many multi-agent dynamical interactions can be cast as Markov Decision Processes (MDPs). While existing research has…

机器学习 · 计算机科学 2023-06-02 Peizhong Ju , Arnob Ghosh , Ness B. Shroff

Multi-robot systems can benefit from reinforcement learning (RL) algorithms that learn behaviours in a small number of trials, a property known as sample efficiency. This research thus investigates the use of learned world models to improve…

机器人学 · 计算机科学 2021-03-08 Daniël Willemsen , Mario Coppola , Guido C. H. E. de Croon

Over the recent years, Reinforcement Learning combined with Deep Learning techniques has successfully proven to solve complex problems in various domains, including robotics, self-driving cars, and finance. In this paper, we are introducing…

机器学习 · 计算机科学 2023-09-19 Petr Bobák , Ladislav Čmolík , Martin Čadík