arXiv Machine Learning

Two-Timescale Hierarchical Reinforcement Learning for Resilient Operations

arXiv:2607. 23434v1 Announce Type: cross Abstract: Unexpected shocks recur in global operations, requiring decision rules that adapt as market and operating conditions change.

arXiv Machine Learning
Aug 11

Learning Multi-Timescale Interventions under Safety and Resource Constraints

arXiv:2508. 03875v2 Announce Type: replace Abstract: Many sequential decision problems offer qualitatively different ways of influencing the environment: some interventions act immediately, whereas others induce persistent effects that continue to shape future states long after the decision that initiated them.

By David Mguni, Wanrong Yang, Jing Dong, Ziquan Liu, Muhammad Salman Haleem, Baoxiang Wang, Dominik Wojtczak
arXiv AI
Jun 18

Maturing Markov Decision Processes: Decision Making under Increasing Information and Shrinking Action Sets

arXiv:2606. 18820v1 Announce Type: cross Abstract: Sequential decision problems often exhibit an asymmetric evolution of information and decision flexibility: as a decision cycle unfolds, the agent receives richer information while feasible actions expire due to operational cutoffs, commitments, or resource constraints.

By Jiaxi Liu, Aiping Yang, Yuhang Yang, Shuqi Zhang, Zewei Dong, Jiangming Yang, Xuebin Chen
arXiv Machine Learning
1d ago

Reusing Past Samples in Proximal Policy Optimization: When and How Does It Help?

The paper investigates how reusing past samples can improve the sample efficiency of Proximal Policy Optimization (PPO). Two variants, wPPO-U and wPPO-BH, are introduced within a multiple importance weighting framework, each reusing data from recent iterations while preserving core PPO mechanics. The authors derive theoretical policy improvement bounds for both variants and empirically evaluate their impact on continuous control tasks.

By Alessandro Montenegro, Riccardo Venturelli, Marco Mussi, Matteo Papini, Alberto Maria Metelli
arXiv AI
Jul 9

Can Reinforcement Learning Efficiently Discover Price Manipulation?

arXiv:2607. 06121v1 Announce Type: cross Abstract: In this paper, we investigate whether a model-free RL agent can identify and exploit price manipulation opportunities more effectively than a traditional model-based approach that assumes correct specification of the data-generating process but relies on noisy parameter estimates.

By Ioanna-Yvonni Tsaknaki, Andrea Macr\`i, Fabrizio Lillo