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Inverse reinforcement learning (IRL) aims to explicitly infer an underlying reward function based on collected expert demonstrations. Considering that obtaining expert demonstrations can be costly, the focus of current IRL techniques is on…

机器学习 · 计算机科学 2023-10-16 Lu Li , Yuxin Pan , Ruobing Chen , Jie Liu , Zilin Wang , Yu Liu , Zhiheng Li

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

Deep Reinforcement Learning (DRL) has become a popular method for solving control problems in power systems. Conventional DRL encourages the agent to explore various policies encoded in a neural network (NN) with the goal of maximizing the…

系统与控制 · 电气工程与系统科学 2024-10-28 Tong Wu , Anna Scaglione , Daniel Arnold

Effective patient monitoring is vital for timely interventions and improved healthcare outcomes. Traditional monitoring systems often struggle to handle complex, dynamic environments with fluctuating vital signs, leading to delays in…

机器学习 · 计算机科学 2024-10-30 Thanveer Shaik , Xiaohui Tao , Lin Li , Haoran Xie , Hong-Ning Dai , Feng Zhao , Jianming Yong

While Deep Reinforcement Learning (DRL) has emerged as a promising approach to many complex tasks, it remains challenging to train a single DRL agent that is capable of undertaking multiple different continuous control tasks. In this paper,…

机器学习 · 计算机科学 2020-10-19 Zhiyuan Xu , Kun Wu , Zhengping Che , Jian Tang , Jieping Ye

Reinforcement learning (RL) is gaining attention by more and more researchers in quantitative finance as the agent-environment interaction framework is aligned with decision making process in many business problems. Most of the current…

数理金融 · 定量金融 2022-05-31 Huifang Huang , Ting Gao , Yi Gui , Jin Guo , Peng Zhang

Deep reinforcement learning (DRL) is a well-suited approach to financial decision-making, where an agent makes decisions based on its trading strategy developed from market observations. Existing DRL intraday trading strategies mainly use…

交易与市场微观结构 · 定量金融 2024-06-13 Sven Goluža , Tomislav Kovačević , Tessa Bauman , Zvonko Kostanjčar

Solving portfolio management problems using deep reinforcement learning has been getting much attention in finance for a few years. We have proposed a new method using experts signals and historical price data to feed into our reinforcement…

计算金融 · 定量金融 2023-01-02 MohammadAmin Fazli , Mahdi Lashkari , Hamed Taherkhani , Jafar Habibi

Reward design is a key component of deep reinforcement learning, yet some tasks and designer's objectives may be unnatural to define as a scalar cost function. Among the various techniques, formal methods integrated with DRL have garnered…

人工智能 · 计算机科学 2023-10-24 Jiangwei Wang , Shuo Yang , Ziyan An , Songyang Han , Zhili Zhang , Rahul Mangharam , Meiyi Ma , Fei Miao

Recent developments in deep learning techniques have motivated intensive research in machine learning-aided stock trading strategies. However, since the financial market has a highly non-stationary nature hindering the application of…

投资组合管理 · 定量金融 2020-12-15 Kentaro Imajo , Kentaro Minami , Katsuya Ito , Kei Nakagawa

Reinforcement learning (RL) is an innovative approach to financial decision making, offering specialized solutions to complex investment problems where traditional methods fail. This review analyzes 167 articles from 2017--2025, focusing on…

计算金融 · 定量金融 2025-12-12 Mohammad Rezoanul Hoque , Md Meftahul Ferdaus , M. Kabir Hassan

(This work has been submitted to the IEEE for possible publication. Copyright may be transferred without notice, after which this version may no longer be accessible.) To improve the efficiency of deep reinforcement learning (DRL)-based…

人工智能 · 计算机科学 2021-05-25 Gang Peng , Jin Yang , Xinde Lia , Mohammad Omar Khyam

Model-free reinforcement learning methods lack an inherent mechanism to impose behavioural constraints on the trained policies. Although certain extensions exist, they remain limited to specific types of constraints, such as value…

机器学习 · 计算机科学 2025-04-28 Bram De Cooman , Johan Suykens

Reinforcement learning (RL), a common tool in decision making, learns control policies from various experiences based on the associated cumulative return/rewards without treating them differently. Humans, on the contrary, often learn to…

机器学习 · 计算机科学 2025-11-25 Mingkang Wu , Devin White , Vernon Lawhern , Nicholas R. Waytowich , Yongcan Cao

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

A major challenge of reinforcement learning (RL) in real-world applications is the variation between environments, tasks or clients. Meta-RL (MRL) addresses this issue by learning a meta-policy that adapts to new tasks. Standard MRL methods…

机器学习 · 计算机科学 2023-10-03 Ido Greenberg , Shie Mannor , Gal Chechik , Eli Meirom

Hierarchical Reinforcement Learning (HRL) is well-suitedd for solving complex tasks by breaking them down into structured policies. However, HRL agents often struggle with efficient exploration and quick adaptation. To overcome these…

机器学习 · 计算机科学 2025-03-18 Arash Khajooeinejad , Fatemeh Sadat Masoumi , Masoumeh Chapariniya

When reward functions are hand-designed, deep reinforcement learning algorithms often suffer from reward misspecification, causing them to learn suboptimal policies in terms of the intended task objectives. In the single-agent case, inverse…

多智能体系统 · 计算机科学 2025-03-07 Nathaniel Haynam , Adam Khoja , Dhruv Kumar , Vivek Myers , Erdem Bıyık

Deep reinforcement learning (DRL) has gained widespread adoption in control and decision-making tasks due to its strong performance in dynamic environments. However, DRL agents are vulnerable to noisy observations and adversarial attacks,…

机器学习 · 计算机科学 2025-04-01 Derui Wang , Kristen Moore , Diksha Goel , Minjune Kim , Gang Li , Yang Li , Robin Doss , Minhui Xue , Bo Li , Seyit Camtepe , Liming Zhu

The number of agents can be an effective curriculum variable for controlling the difficulty of multi-agent reinforcement learning (MARL) tasks. Existing work typically uses manually defined curricula such as linear schemes. We identify two…

人工智能 · 计算机科学 2025-05-16 Wenshuai Zhao , Zhiyuan Li , Joni Pajarinen