Recent advances in reinforcement learning in finance

B Hambly, R Xu, H Yang - Mathematical Finance, 2023 - Wiley Online Library
The rapid changes in the finance industry due to the increasing amount of data have
revolutionized the techniques on data processing and data analysis and brought new …

Multi-agent reinforcement learning: A selective overview of theories and algorithms

K Zhang, Z Yang, T Başar - Handbook of reinforcement learning and …, 2021 - Springer
Recent years have witnessed significant advances in reinforcement learning (RL), which
has registered tremendous success in solving various sequential decision-making problems …

Bridging offline reinforcement learning and imitation learning: A tale of pessimism

P Rashidinejad, B Zhu, C Ma, J Jiao… - Advances in Neural …, 2021 - proceedings.neurips.cc
Offline (or batch) reinforcement learning (RL) algorithms seek to learn an optimal policy from
a fixed dataset without active data collection. Based on the composition of the offline dataset …

Is pessimism provably efficient for offline rl?

Y **, Z Yang, Z Wang - International Conference on …, 2021 - proceedings.mlr.press
We study offline reinforcement learning (RL), which aims to learn an optimal policy based on
a dataset collected a priori. Due to the lack of further interactions with the environment …

Jump-start reinforcement learning

I Uchendu, T **ao, Y Lu, B Zhu, M Yan… - International …, 2023 - proceedings.mlr.press
Reinforcement learning (RL) provides a theoretical framework for continuously improving an
agent's behavior via trial and error. However, efficiently learning policies from scratch can be …

An overview of multi-agent reinforcement learning from game theoretical perspective

Y Yang, J Wang - arxiv preprint arxiv:2011.00583, 2020 - arxiv.org
Following the remarkable success of the AlphaGO series, 2019 was a booming year that
witnessed significant advances in multi-agent reinforcement learning (MARL) techniques …

Single and multi-agent deep reinforcement learning for AI-enabled wireless networks: A tutorial

A Feriani, E Hossain - IEEE Communications Surveys & …, 2021 - ieeexplore.ieee.org
Deep Reinforcement Learning (DRL) has recently witnessed significant advances that have
led to multiple successes in solving sequential decision-making problems in various …

A theoretical analysis of deep Q-learning

J Fan, Z Wang, Y **e, Z Yang - Learning for dynamics and …, 2020 - proceedings.mlr.press
Despite the great empirical success of deep reinforcement learning, its theoretical
foundation is less well understood. In this work, we make the first attempt to theoretically …

A review of cooperative multi-agent deep reinforcement learning

A Oroojlooy, D Ha**ezhad - Applied Intelligence, 2023 - Springer
Abstract Deep Reinforcement Learning has made significant progress in multi-agent
systems in recent years. The aim of this review article is to provide an overview of recent …

Provably efficient exploration in policy optimization

Q Cai, Z Yang, C **, Z Wang - International Conference on …, 2020 - proceedings.mlr.press
While policy-based reinforcement learning (RL) achieves tremendous successes in practice,
it is significantly less understood in theory, especially compared with value-based RL. In …