Fast Non-Episodic Finite-Horizon RL with K-Step Lookahead Thresholding

arXiv:2602.00781 · cs.LG, stat.ML · Submitted 2026-01-31 · Read on arXiv

cs.LG, stat.ML

Submitted: 2026-01-31

Updated: 2026-06-13

Code: https://github.com/AminHP/gym-anytrading

Terminology

• Regret — 2× in this paper · explained in 3 episodes
• Online Reinforcement Learning — 1× in this paper · explained in 2 episodes
• Reinforcement Learning — 1× in this paper · explained in 4 episodes
• Sample Efficiency — 1× in this paper · explained in 4 episodes

Sources

• REGAL: A Regularization based Algorithm for Reinforcement Learning in Weakly Communicating MDPs
• Mastering the exploration-exploitation trade-off in Bayesian Optimization
• Improved Analysis of UCRL2 with Empirical Bernstein Inequality
• reBandit: Random Effects based Online RL algorithm for Reducing Cannabis Use
• Model-Based Reinforcement Learning for Atari
• FinRL-Meta: A Universe of Near-Real Market Environments for Data-Driven Deep Reinforcement Learning in Quantitative Finance
• Proximal Policy Optimization Algorithms

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