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20112023
most citedAn Application of Deep Reinforcement Learning to Algorithmic Trading

222 citations · 600 across the 46 of their papers we have counts for

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16 papers · 1 filter

cs.LG2023

IMP-MARL: a Suite of Environments for Large-scale Infrastructure Management Planning via MARL

Pascal Leroy, Pablo G. Morato, Jonathan Pisane +2

We introduce IMP-MARL, an open-source suite of multi-agent reinforcement learning (MARL) environments for large-scale Infrastructure Management Planning (IMP), offering a platform…

cs.LG2023

Informed POMDP: Leveraging Additional Information in Model-Based RL

Gaspard Lambrechts, Adrien Bolland, Damien Ernst

In this work, we generalize the problem of learning through interaction in a POMDP by accounting for eventual additional information available at training time. First, we introduce…

cs.LG2023★ 1 cited

Policy Gradient Algorithms Implicitly Optimize by Continuation

Adrien Bolland, Gilles Louppe, Damien Ernst

Direct policy optimization in reinforcement learning is usually solved with policy-gradient algorithms, which optimize policy parameters via stochastic gradient ascent. This paper…

cs.LG2022

Risk-Sensitive Policy with Distributional Reinforcement Learning

Thibaut Théate, Damien Ernst

Classical reinforcement learning (RL) techniques are generally concerned with the design of decision-making policies driven by the maximisation of the expected outcome. Nevertheles…

cs.LG2022★ 3 cited

Value-based CTDE Methods in Symmetric Two-team Markov Game: from Cooperation to Team Competition

Pascal Leroy, Jonathan Pisane, Damien Ernst

In this paper, we identify the best learning scenario to train a team of agents to compete against multiple possible strategies of opposing teams. We evaluate cooperative value-bas…

cs.LG2022★ 1 cited

Recurrent networks, hidden states and beliefs in partially observable environments

Gaspard Lambrechts, Adrien Bolland, Damien Ernst

Reinforcement learning aims to learn optimal policies from interaction with environments whose dynamics are unknown. Many methods rely on the approximation of a value function to d…