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Quantum computing is the process of performing calculations using quantum mechanics. This field studies the quantum behavior of certain subatomic particles for subsequent use in performing calculations, as well as for large-scale information processing. These capabilities can give quantum computers an advantage in terms of computational time and cost over classical computers. Nowadays, there are scientific challenges that are impossible to perform by classical computation due to computational complexity or the time the calculation would take, and quantum computation is one of the possible answers. However, current quantum devices have not yet the necessary qubits and are not fault-tolerant enough to achieve these goals. Nonetheless, there are other fields like machine learning or chemistry where quantum computation could be useful with current quantum devices. This manuscript aims to present a Systematic Literature Review of the papers published between 2017 and 2021 to identify, analyze and classify the different algorithms used in quantum machine learning and their applications. Consequently, this study identified 52 articles that used quantum machine learning techniques and algorithms. The main types of found algorithms are quantum implementations of classical machine learning algorithms, such as support vector machines or the k-nearest neighbor model, and classical deep learning algorithms, like quantum neural networks. Many articles try to solve problems currently answered by classical machine learning but using quantum devices and algorithms. Even though results are promising, quantum machine learning is far from achieving its full potential. An improvement in the quantum hardware is required since the existing quantum computers lack enough quality, speed, and scale to allow quantum computing to achieve its full potential.

Sub-optimal control policies in intersection traffic signal controllers (TSC) contribute to congestion and lead to negative effects on human health and the environment. Reinforcement learning (RL) for traffic signal control is a promising approach to design better control policies and has attracted considerable research interest in recent years. However, most work done in this area used simplified simulation environments of traffic scenarios to train RL-based TSC. To deploy RL in real-world traffic systems, the gap between simplified simulation environments and real-world applications has to be closed. Therefore, we propose LemgoRL, a benchmark tool to train RL agents as TSC in a realistic simulation environment of Lemgo, a medium-sized town in Germany. In addition to the realistic simulation model, LemgoRL encompasses a traffic signal logic unit that ensures compliance with all regulatory and safety requirements. LemgoRL offers the same interface as the wellknown OpenAI gym toolkit to enable easy deployment in existing research work. To demonstrate the functionality and applicability of LemgoRL, we train a state-of-the-art Deep RL algorithm on a CPU cluster utilizing a framework for distributed and parallel RL and compare its performance with other methods. Our benchmark tool drives the development of RL algorithms towards real-world applications.

Deep reinforcement learning is an increasingly popular technique for synthesising policies to control an agent's interaction with its environment. There is also growing interest in formally verifying that such policies are correct and execute safely. Progress has been made in this area by building on existing work for verification of deep neural networks and of continuous-state dynamical systems. In this paper, we tackle the problem of verifying probabilistic policies for deep reinforcement learning, which are used to, for example, tackle adversarial environments, break symmetries and manage trade-offs. We propose an abstraction approach, based on interval Markov decision processes, that yields probabilistic guarantees on a policy's execution, and present techniques to build and solve these models using abstract interpretation, mixed-integer linear programming, entropy-based refinement and probabilistic model checking. We implement our approach and illustrate its effectiveness on a selection of reinforcement learning benchmarks.

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 theoretical and computational challenges. In contrast to classical stochastic control theory and other analytical approaches for solving financial decision-making problems that heavily reply on model assumptions, new developments from reinforcement learning (RL) are able to make full use of the large amount of financial data with fewer model assumptions and to improve decisions in complex financial environments. This survey paper aims to review the recent developments and use of RL approaches in finance. We give an introduction to Markov decision processes, which is the setting for many of the commonly used RL approaches. Various algorithms are then introduced with a focus on value and policy based methods that do not require any model assumptions. Connections are made with neural networks to extend the framework to encompass deep RL algorithms. Our survey concludes by discussing the application of these RL algorithms in a variety of decision-making problems in finance, including optimal execution, portfolio optimization, option pricing and hedging, market making, smart order routing, and robo-advising.

Deep Reinforcement Learning (DRL) and Deep Multi-agent Reinforcement Learning (MARL) have achieved significant success across a wide range of domains, such as game AI, autonomous vehicles, robotics and finance. However, DRL and deep MARL agents are widely known to be sample-inefficient and millions of interactions are usually needed even for relatively simple game settings, thus preventing the wide application in real-industry scenarios. One bottleneck challenge behind is the well-known exploration problem, i.e., how to efficiently explore the unknown environments and collect informative experiences that could benefit the policy learning most. In this paper, we conduct a comprehensive survey on existing exploration methods in DRL and deep MARL for the purpose of providing understandings and insights on the critical problems and solutions. We first identify several key challenges to achieve efficient exploration, which most of the exploration methods aim at addressing. Then we provide a systematic survey of existing approaches by classifying them into two major categories: uncertainty-oriented exploration and intrinsic motivation-oriented exploration. The essence of uncertainty-oriented exploration is to leverage the quantification of the epistemic and aleatoric uncertainty to derive efficient exploration. By contrast, intrinsic motivation-oriented exploration methods usually incorporate different reward agnostic information for intrinsic exploration guidance. Beyond the above two main branches, we also conclude other exploration methods which adopt sophisticated techniques but are difficult to be classified into the above two categories. In addition, we provide a comprehensive empirical comparison of exploration methods for DRL on a set of commonly used benchmarks. Finally, we summarize the open problems of exploration in DRL and deep MARL and point out a few future directions.

Efficient exploration remains a major challenge for reinforcement learning. One reason is that the variability of the returns often depends on the current state and action, and is therefore heteroscedastic. Classical exploration strategies such as upper confidence bound algorithms and Thompson sampling fail to appropriately account for heteroscedasticity, even in the bandit setting. Motivated by recent findings that address this issue in bandits, we propose to use Information-Directed Sampling (IDS) for exploration in reinforcement learning. As our main contribution, we build on recent advances in distributional reinforcement learning and propose a novel, tractable approximation of IDS for deep Q-learning. The resulting exploration strategy explicitly accounts for both parametric uncertainty and heteroscedastic observation noise. We evaluate our method on Atari games and demonstrate a significant improvement over alternative approaches.

We present Residual Policy Learning (RPL): a simple method for improving nondifferentiable policies using model-free deep reinforcement learning. RPL thrives in complex robotic manipulation tasks where good but imperfect controllers are available. In these tasks, reinforcement learning from scratch remains data-inefficient or intractable, but learning a residual on top of the initial controller can yield substantial improvement. We study RPL in five challenging MuJoCo tasks involving partial observability, sensor noise, model misspecification, and controller miscalibration. By combining learning with control algorithms, RPL can perform long-horizon, sparse-reward tasks for which reinforcement learning alone fails. Moreover, we find that RPL consistently and substantially improves on the initial controllers. We argue that RPL is a promising approach for combining the complementary strengths of deep reinforcement learning and robotic control, pushing the boundaries of what either can achieve independently.

There has been a recent explosion in the capabilities of game-playing artificial intelligence. Many classes of tasks, from video games to motor control to board games, are now solvable by fairly generic algorithms, based on deep learning and reinforcement learning, that learn to play from experience with minimal prior knowledge. However, these machines often do not win through intelligence alone -- they possess vastly superior speed and precision, allowing them to act in ways a human never could. To level the playing field, we restrict the machine's reaction time to a human level, and find that standard deep reinforcement learning methods quickly drop in performance. We propose a solution to the action delay problem inspired by human perception -- to endow agents with a neural predictive model of the environment which "undoes" the delay inherent in their environment -- and demonstrate its efficacy against professional players in Super Smash Bros. Melee, a popular console fighting game.

Autonomous urban driving navigation with complex multi-agent dynamics is under-explored due to the difficulty of learning an optimal driving policy. The traditional modular pipeline heavily relies on hand-designed rules and the pre-processing perception system while the supervised learning-based models are limited by the accessibility of extensive human experience. We present a general and principled Controllable Imitative Reinforcement Learning (CIRL) approach which successfully makes the driving agent achieve higher success rates based on only vision inputs in a high-fidelity car simulator. To alleviate the low exploration efficiency for large continuous action space that often prohibits the use of classical RL on challenging real tasks, our CIRL explores over a reasonably constrained action space guided by encoded experiences that imitate human demonstrations, building upon Deep Deterministic Policy Gradient (DDPG). Moreover, we propose to specialize adaptive policies and steering-angle reward designs for different control signals (i.e. follow, straight, turn right, turn left) based on the shared representations to improve the model capability in tackling with diverse cases. Extensive experiments on CARLA driving benchmark demonstrate that CIRL substantially outperforms all previous methods in terms of the percentage of successfully completed episodes on a variety of goal-directed driving tasks. We also show its superior generalization capability in unseen environments. To our knowledge, this is the first successful case of the learned driving policy through reinforcement learning in the high-fidelity simulator, which performs better-than supervised imitation learning.

We explore the use of deep learning hierarchical models for problems in financial prediction and classification. Financial prediction problems -- such as those presented in designing and pricing securities, constructing portfolios, and risk management -- often involve large data sets with complex data interactions that currently are difficult or impossible to specify in a full economic model. Applying deep learning methods to these problems can produce more useful results than standard methods in finance. In particular, deep learning can detect and exploit interactions in the data that are, at least currently, invisible to any existing financial economic theory.