This paper surveys the eld of reinforcement learning from a computer-science perspective. It is written to be accessible to researchers familiar with machine learning. Both the historical basis of the eld and a broad selection of current work are summarized. Reinforcement learning is the problem faced by an agent that learns behavior through trial-and-error interactions with a dynamic environment. The work described here has a resemblance to work in psychology, but di ers considerably in the details and in the use of the word \reinforcement." The paper discusses central issues of reinforcement learning, including trading o exploration and exploitation, establishing the foundations of the eld via Markov decision theory, learning from delayed reinforcement, constructing empirical models to accelerate learning, making use of generalization and hierarchy, and coping with hidden state. It concludes with a survey of some implemented systems and an assessment of the practical utility of current methods for reinforcement learning.

由于数据量增加，金融业的快速变化已经彻底改变了数据处理和数据分析的技术，并带来了新的理论和计算挑战。与古典随机控制理论和解决财务决策问题的其他分析方法相比，解决模型假设的财务决策问题，强化学习（RL）的新发展能够充分利用具有更少模型假设的大量财务数据并改善复杂的金融环境中的决策。该调查纸目的旨在审查最近的资金途径的发展和使用RL方法。我们介绍了马尔可夫决策过程，这是许多常用的RL方法的设置。然后引入各种算法，重点介绍不需要任何模型假设的基于价值和基于策略的方法。连接是用神经网络进行的，以扩展框架以包含深的RL算法。我们的调查通过讨论了这些RL算法在金融中各种决策问题中的应用，包括最佳执行，投资组合优化，期权定价和对冲，市场制作，智能订单路由和Robo-Awaring。

Monte Carlo Tree Search (MCTS) is a recently proposed search method that combines the precision of tree search with the generality of random sampling. It has received considerable interest due to its spectacular success in the difficult problem of computer Go, but has also proved beneficial in a range of other domains. This paper is a survey of the literature to date, intended to provide a snapshot of the state of the art after the first five years of MCTS research. We outline the core algorithm's derivation, impart some structure on the many variations and enhancements that have been proposed, and summarise the results from the key game and non-game domains to which MCTS methods have been applied. A number of open research questions indicate that the field is ripe for future work.

The reinforcement learning paradigm is a popular way to address problems that have only limited environmental feedback, rather than correctly labeled examples, as is common in other machine learning contexts. While significant progress has been made to improve learning in a single task, the idea of transfer learning has only recently been applied to reinforcement learning tasks. The core idea of transfer is that experience gained in learning to perform one task can help improve learning performance in a related, but different, task. In this article we present a framework that classifies transfer learning methods in terms of their capabilities and goals, and then use it to survey the existing literature, as well as to suggest future directions for transfer learning work.

蒙特卡洛树搜索（MCT）是设计游戏机器人或解决顺序决策问题的强大方法。该方法依赖于平衡探索和开发的智能树搜索。MCT以模拟的形式进行随机抽样，并存储动作的统计数据，以在每个随后的迭代中做出更有教育的选择。然而，该方法已成为组合游戏的最新技术，但是，在更复杂的游戏（例如那些具有较高的分支因素或实时系列的游戏）以及各种实用领域（例如，运输，日程安排或安全性）有效的MCT应用程序通常需要其与问题有关的修改或与其他技术集成。这种特定领域的修改和混合方法是本调查的主要重点。最后一项主要的MCT调查已于2012年发布。自发布以来出现的贡献特别感兴趣。

To date, reinforcement learning has mostly been studied solving simple learning tasks. Reinforcement learning methods that have been studied so far typically converge slowly. The purpose of this work is thus twofold: 1) to investigate the utility of reinforcement learning in solving much more complicated learning tasks than previously studied, and 2) to investigate methods that will speed up reinforcement learning. This paper compares eight reinforcement learning frameworks: adaptive heuristic critic (AHC) learning due to Sutton, Q-learning due to Watkins, and three extensions to both basic methods for speeding up learning. The three extensions are experience replay, learning action models for planning, and teaching. The frameworks were investigated using connectionism as an approach to generalization. To evaluate the performance of different frameworks, a dynamic environment was used as a testbed. The enviromaaent is moderately complex and nondeterministic. This paper describes these frameworks and algorithms in detail and presents empirical evaluation of the frameworks.

Deep reinforcement learning is poised to revolutionise the field of AI and represents a step towards building autonomous systems with a higher level understanding of the visual world. Currently, deep learning is enabling reinforcement learning to scale to problems that were previously intractable, such as learning to play video games directly from pixels. Deep reinforcement learning algorithms are also applied to robotics, allowing control policies for robots to be learned directly from camera inputs in the real world. In this survey, we begin with an introduction to the general field of reinforcement learning, then progress to the main streams of value-based and policybased methods. Our survey will cover central algorithms in deep reinforcement learning, including the deep Q-network, trust region policy optimisation, and asynchronous advantage actor-critic. In parallel, we highlight the unique advantages of deep neural networks, focusing on visual understanding via reinforcement learning. To conclude, we describe several current areas of research within the field.

Batch reinforcement learning is a subfield of dynamic programming-based reinforcement learning. Originally defined as the task of learning the best possible policy from a fixed set of a priori-known transition samples, the (batch) algorithms developed in this field can be easily adapted to the classical online case, where the agent interacts with the environment while learning. Due to the efficient use of collected data and the stability of the learning process, this research area has attracted a lot of attention recently. In this chapter, we introduce the basic principles and the theory behind batch reinforcement learning, describe the most important algorithms, exemplarily discuss ongoing research within this field, and briefly survey real-world applications of batch reinforcement learning.

Safe Reinforcement Learning can be defined as the process of learning policies that maximize the expectation of the return in problems in which it is important to ensure reasonable system performance and/or respect safety constraints during the learning and/or deployment processes. We categorize and analyze two approaches of Safe Reinforcement Learning. The first is based on the modification of the optimality criterion, the classic discounted finite/infinite horizon, with a safety factor. The second is based on the modification of the exploration process through the incorporation of external knowledge or the guidance of a risk metric. We use the proposed classification to survey the existing literature, as well as suggesting future directions for Safe Reinforcement Learning.

嘈杂的传感，不完美的控制和环境变化是许多现实世界机器人任务的定义特征。部分可观察到的马尔可夫决策过程（POMDP）提供了一个原则上的数学框架，用于建模和解决不确定性下的机器人决策和控制任务。在过去的十年中，它看到了许多成功的应用程序，涵盖了本地化和导航，搜索和跟踪，自动驾驶，多机器人系统，操纵和人类机器人交互。这项调查旨在弥合POMDP模型的开发与算法之间的差距，以及针对另一端的不同机器人决策任务的应用。它分析了这些任务的特征，并将它们与POMDP框架的数学和算法属性联系起来，以进行有效的建模和解决方案。对于从业者来说，调查提供了一些关键任务特征，以决定何时以及如何成功地将POMDP应用于机器人任务。对于POMDP算法设计师，该调查为将POMDP应用于机器人系统的独特挑战提供了新的见解，并指出了有希望的新方向进行进一步研究。

在过去的十年中，多智能经纪人强化学习（Marl）已经有了重大进展，但仍存在许多挑战，例如高样本复杂性和慢趋同稳定的政策，在广泛的部署之前需要克服，这是可能的。然而，在实践中，许多现实世界的环境已经部署了用于生成策略的次优或启发式方法。一个有趣的问题是如何最好地使用这些方法作为顾问，以帮助改善多代理领域的加强学习。在本文中，我们提供了一个原则的框架，用于将动作建议纳入多代理设置中的在线次优顾问。我们描述了在非传记通用随机游戏环境中提供多种智能强化代理（海军上将）的问题，并提出了两种新的基于Q学习的算法：海军上将决策（海军DM）和海军上将 - 顾问评估（Admiral-AE） ，这使我们能够通过适当地纳入顾问（Admiral-DM）的建议来改善学习，并评估顾问（Admiral-AE）的有效性。我们从理论上分析了算法，并在一般加上随机游戏中提供了关于他们学习的定点保证。此外，广泛的实验说明了这些算法：可以在各种环境中使用，具有对其他相关基线的有利相比的性能，可以扩展到大状态行动空间，并且对来自顾问的不良建议具有稳健性。

With the development of deep representation learning, the domain of reinforcement learning (RL) has become a powerful learning framework now capable of learning complex policies in high dimensional environments. This review summarises deep reinforcement learning (DRL) algorithms and provides a taxonomy of automated driving tasks where (D)RL methods have been employed, while addressing key computational challenges in real world deployment of autonomous driving agents. It also delineates adjacent domains such as behavior cloning, imitation learning, inverse reinforcement learning that are related but are not classical RL algorithms. The role of simulators in training agents, methods to validate, test and robustify existing solutions in RL are discussed.

最先进的多机构增强学习（MARL）方法为各种复杂问题提供了有希望的解决方案。然而，这些方法都假定代理执行同步的原始操作执行，因此它们不能真正可扩展到长期胜利的真实世界多代理/机器人任务，这些任务固有地要求代理/机器人以异步的理由，涉及有关高级动作选择的理由。不同的时间。宏观行动分散的部分可观察到的马尔可夫决策过程（MACDEC-POMDP）是在完全合作的多代理任务中不确定的异步决策的一般形式化。在本论文中，我们首先提出了MacDec-Pomdps的一组基于价值的RL方法，其中允许代理在三个范式中使用宏观成果功能执行异步学习和决策：分散学习和控制，集中学习，集中学习和控制，以及分散执行的集中培训（CTDE）。在上述工作的基础上，我们在三个训练范式下制定了一组基于宏观行动的策略梯度算法，在该训练范式下，允许代理以异步方式直接优化其参数化策略。我们在模拟和真实的机器人中评估了我们的方法。经验结果证明了我们在大型多代理问题中的方法的优势，并验证了我们算法在学习具有宏观actions的高质量和异步溶液方面的有效性。

具有很多玩家的非合作和合作游戏具有许多应用程序，但是当玩家数量增加时，通常仍然很棘手。由Lasry和Lions以及Huang，Caines和Malham \'E引入的，平均野外运动会（MFGS）依靠平均场外近似值，以使玩家数量可以成长为无穷大。解决这些游戏的传统方法通常依赖于以完全了解模型的了解来求解部分或随机微分方程。最近，增强学习（RL）似乎有望解决复杂问题。通过组合MFGS和RL，我们希望在人口规模和环境复杂性方面能够大规模解决游戏。在这项调查中，我们回顾了有关学习MFG中NASH均衡的最新文献。我们首先确定最常见的设置（静态，固定和进化）。然后，我们为经典迭代方法（基于最佳响应计算或策略评估）提供了一个通用框架，以确切的方式解决MFG。在这些算法和与马尔可夫决策过程的联系的基础上，我们解释了如何使用RL以无模型的方式学习MFG解决方案。最后，我们在基准问题上介绍了数值插图，并以某些视角得出结论。

Imitation learning techniques aim to mimic human behavior in a given task. An agent (a learning machine) is trained to perform a task from demonstrations by learning a mapping between observations and actions. The idea of teaching by imitation has been around for many years, however, the field is gaining attention recently due to advances in computing and sensing as well as rising demand for intelligent applications. The paradigm of learning by imitation is gaining popularity because it facilitates teaching complex tasks with minimal expert knowledge of the tasks. Generic imitation learning methods could potentially reduce the problem of teaching a task to that of providing demonstrations; without the need for explicit programming or designing reward functions specific to the task. Modern sensors are able to collect and transmit high volumes of data rapidly, and processors with high computational power allow fast processing that maps the sensory data to actions in a timely manner. This opens the door for many potential AI applications that require real-time perception and reaction such as humanoid robots, self-driving vehicles, human computer interaction and computer games to name a few. However, specialized algorithms are needed to effectively and robustly learn models as learning by imitation poses its own set of challenges. In this paper, we survey imitation learning methods and present design options in different steps of the learning process. We introduce a background and motivation for the field as well as highlight challenges specific to the imitation problem. Methods for designing and evaluating imitation learning tasks are categorized and reviewed. Special attention is given to learning methods in robotics and games as these domains are the most popular in the literature and provide a wide array of problems and methodologies. We extensively discuss combining imitation learning approaches using different sources and methods, as well as incorporating other motion learning methods to enhance imitation. We also discuss the potential impact on industry, present major applications and highlight current and future research directions.

This paper surveys the recent attempts, both from the machine learning and operations research communities, at leveraging machine learning to solve combinatorial optimization problems. Given the hard nature of these problems, state-of-the-art algorithms rely on handcrafted heuristics for making decisions that are otherwise too expensive to compute or mathematically not well defined. Thus, machine learning looks like a natural candidate to make such decisions in a more principled and optimized way. We advocate for pushing further the integration of machine learning and combinatorial optimization and detail a methodology to do so. A main point of the paper is seeing generic optimization problems as data points and inquiring what is the relevant distribution of problems to use for learning on a given task.

学习涉及时变和不断发展的系统动态的控制政策通常对主流强化学习算法构成了巨大的挑战。在大多数标准方法中，通常认为动作是一组刚性的，固定的选择，这些选择以预定义的方式顺序应用于状态空间。因此，在不诉诸于重大学习过程的情况下，学识渊博的政策缺乏适应动作集和动作的“行为”结果的能力。此外，标准行动表示和动作引起的状态过渡机制固有地限制了如何将强化学习应用于复杂的现实世界应用中，这主要是由于所得大的状态空间的棘手性以及缺乏概括的学术知识对国家空间未知部分的政策。本文提出了一个贝叶斯味的广义增强学习框架，首先建立参数动作模型的概念，以更好地应对不确定性和流体动作行为，然后将增强领域的概念作为物理启发的结构引入通过“极化体验颗粒颗粒建立） “维持在学习代理的工作记忆中。这些粒子有效地编码了以自组织方式随时间演变的动态学习体验。在强化领域之上，我们将进一步概括策略学习过程，以通过将过去的记忆视为具有隐式图结构来结合高级决策概念，在该结构中，过去的内存实例（或粒子）与决策之间的相似性相互联系。定义，因此，可以应用“关联记忆”原则来增强学习代理的世界模型。

值得信赖的强化学习算法应有能力解决挑战性的现实问题，包括{Robustly}处理不确定性，满足{安全}的限制以避免灾难性的失败，以及在部署过程中{prencepentiming}以避免灾难性的失败}。这项研究旨在概述这些可信赖的强化学习的主要观点，即考虑其在鲁棒性，安全性和概括性上的内在脆弱性。特别是，我们给出严格的表述，对相应的方法进行分类，并讨论每个观点的基准。此外，我们提供了一个前景部分，以刺激有希望的未来方向，并简要讨论考虑人类反馈的外部漏洞。我们希望这项调查可以在统一的框架中将单独的研究汇合在一起，并促进强化学习的可信度。

组合优化是运营研究和计算机科学领域的一个公认领域。直到最近，它的方法一直集中在孤立地解决问题实例，而忽略了它们通常源于实践中的相关数据分布。但是，近年来，人们对使用机器学习，尤其是图形神经网络（GNN）的兴趣激增，作为组合任务的关键构件，直接作为求解器或通过增强确切的求解器。GNN的电感偏差有效地编码了组合和关系输入，因为它们对排列和对输入稀疏性的意识的不变性。本文介绍了对这个新兴领域的最新主要进步的概念回顾，旨在优化和机器学习研究人员。

Adequately assigning credit to actions for future outcomes based on their contributions is a long-standing open challenge in Reinforcement Learning. The assumptions of the most commonly used credit assignment method are disadvantageous in tasks where the effects of decisions are not immediately evident. Furthermore, this method can only evaluate actions that have been selected by the agent, making it highly inefficient. Still, no alternative methods have been widely adopted in the field. Hindsight Credit Assignment is a promising, but still unexplored candidate, which aims to solve the problems of both long-term and counterfactual credit assignment. In this thesis, we empirically investigate Hindsight Credit Assignment to identify its main benefits, and key points to improve. Then, we apply it to factored state representations, and in particular to state representations based on the causal structure of the environment. In this setting, we propose a variant of Hindsight Credit Assignment that effectively exploits a given causal structure. We show that our modification greatly decreases the workload of Hindsight Credit Assignment, making it more efficient and enabling it to outperform the baseline credit assignment method on various tasks. This opens the way to other methods based on given or learned causal structures.