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相关论文: Portfolio Reinforcement Learning with Scenario-Con…

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In the ever-changing and intricate landscape of financial markets, portfolio optimisation remains a formidable challenge for investors and asset managers. Conventional methods often struggle to capture the complex dynamics of market…

机器学习 · 统计学 2025-10-09 Himanshu Choudhary , Arishi Orra , Manoj Thakur

Reinforcement Learning (RL) robot controllers usually aggregate many task objectives into one scalar reward. While large-scale proximal policy optimisation (PPO) has enabled impressive results such as robust robot locomotion in the real…

机器人学 · 计算机科学 2025-09-19 Humphrey Munn , Brendan Tidd , Peter Böhm , Marcus Gallagher , David Howard

Reinforcement Learning with Verifiable Rewards (RLVR) is a central paradigm for turning large language models (LLMs) into reliable problem solvers, especially in logic-heavy domains. Despite its empirical success, it remains unclear whether…

机器学习 · 计算机科学 2026-01-27 Mingyuan Fan , Weiguang Han , Daixin Wang , Cen Chen , Zhiqiang Zhang , Jun Zhou

In domains such as finance, healthcare, and robotics, managing worst-case scenarios is critical, as failure to do so can lead to catastrophic outcomes. Distributional Reinforcement Learning (DRL) provides a natural framework to incorporate…

机器学习 · 计算机科学 2026-02-13 Mehrdad Moghimi , Hyejin Ku

State-of-the-art model-based reinforcement learning methods train policies on imagined rollouts. These rollouts are trajectories generated by a learned dynamics model and are scored by a learned reward model, but without querying the true…

机器学习 · 计算机科学 2026-05-13 Nadav Timor , Ravid Shwartz-Ziv , Micah Goldblum , Yann LeCun , David Harel

Asset allocation using reinforcement learning has advantages such as flexibility in goal setting and utilization of various information. However, existing asset allocation methods do not consider the following viewpoints in solving the…

计算金融 · 定量金融 2022-07-07 Jungyu Ahn , Sungwoo Park , Jiwoon Kim , Ju-hong Lee

Autonomous vehicles have the potential to lower the accident rate when compared to human driving. Moreover, it is the driving force of the automated vehicles' rapid development over the last few years. In the higher Society of Automotive…

机器人学 · 计算机科学 2022-08-30 Dhanoop Karunakaran , Julie Stephany Berrio , Stewart Worrall , Eduardo Nebot

Reinforcement learning from verifiable rewards (RLVR) has shown strong promise for LLM reasoning, but outcome-based RLVR remains inefficient on hard problems because correct final-answer rollouts are rare and sample-level credit assignment…

机器学习 · 计算机科学 2026-05-22 Xitai Jiang , Zihan Tang , Wenze Lin , Yang Yue , Shenzhi Wang , Gao Huang

Self-paced reinforcement learning (RL) aims to improve the data efficiency of learning by automatically creating sequences, namely curricula, of probability distributions over contexts. However, existing techniques for self-paced RL fail in…

机器学习 · 计算机科学 2023-05-29 Cevahir Koprulu , Ufuk Topcu

Many sequential decision-making problems that are currently automated, such as those in manufacturing or recommender systems, operate in an environment where there is either little uncertainty, or zero risk of catastrophe. As companies and…

机器学习 · 计算机科学 2023-04-04 Marc Rigter

Robust Reinforcement Learning aims to derive optimal behavior that accounts for model uncertainty in dynamical systems. However, previous studies have shown that by considering the worst case scenario, robust policies can be overly…

机器学习 · 计算机科学 2018-10-25 Esther Derman , Daniel J. Mankowitz , Timothy A. Mann , Shie Mannor

Typical deep reinforcement learning (DRL) agents for dynamic portfolio optimization learn the factors influencing portfolio return and risk by analyzing the output values of the reward function while adjusting portfolio weights within the…

机器学习 · 计算机科学 2025-04-17 Ruoyu Sun , Angelos Stefanidis , Zhengyong Jiang , Jionglong Su

We present Speculative Rollout with Tree-Structured Cache (SRT), a simple, model-free approach to accelerate on-policy reinforcement learning (RL) for language models without sacrificing distributional correctness. SRT exploits the…

Portfolio management is a fundamental problem in finance. It involves periodic reallocations of assets to maximize the expected returns within an appropriate level of risk exposure. Deep reinforcement learning (RL) has been considered a…

计算金融 · 定量金融 2022-10-05 Hui Niu , Siyuan Li , Jian Li

In this study, we have developed a dynamic asset allocation investment strategy using reinforcement learning techniques. To begin with, we have addressed the crucial issue of incorporating non-stationarity of financial time series data into…

投资组合管理 · 定量金融 2023-11-10 Yasuhiro Nakayama , Tomochika Sawaki

Advances in large language models (LLMs) are driving a shift toward using reinforcement learning (RL) to train agents from iterative, multi-turn interactions across tasks. However, multi-turn RL remains challenging as rewards are often…

人工智能 · 计算机科学 2026-05-20 Aladin Djuhera , Swanand Ravindra Kadhe , Farhan Ahmed , Syed Zawad , Heiko Ludwig , Holger Boche

In safety-critical domains, reinforcement learning (RL) agents must often satisfy strict, zero-cost safety constraints while accomplishing tasks. Existing model-free methods frequently either fail to achieve near-zero safety violations or…

机器学习 · 计算机科学 2026-05-11 Dominik Wagner , Ankit Kanwar , Luke Ong

Reinforcement learning (RL) has emerged as a powerful tool for tackling control problems, but its practical application is often hindered by the complexity arising from intricate reward functions with multiple terms. The reward hypothesis…

机器学习 · 计算机科学 2025-02-11 Kilian Freitag , Kristian Ceder , Rita Laezza , Knut Åkesson , Morteza Haghir Chehreghani

Fairness in classification tasks has traditionally focused on bias removal from neural representations, but recent trends favor algorithmic methods that embed fairness into the training process. These methods steer models towards fair…

机器学习 · 计算机科学 2024-07-16 Leon Eshuijs , Shihan Wang , Antske Fokkens

With the continuous growth in communication network complexity and traffic volume, communication load balancing solutions are receiving increasing attention. Specifically, reinforcement learning (RL)-based methods have shown impressive…

网络与互联网体系结构 · 计算机科学 2023-03-30 Yi Tian Xu , Jimmy Li , Di Wu , Michael Jenkin , Seowoo Jang , Xue Liu , Gregory Dudek