As a powerful and intelligent machine learning method, reinforcement learning (RL) has been widely used in many fields such as game theory, adaptive control, multi-agent system, nonlinear forecasting, and so on. The main contribution of this technique is its exploration and exploitation approaches to find the optimal solution or semi-optimal solution of goal-directed problems. However, when RL is applied to multi-agent systems (MASs), problems such as “curse of dimension”, “perceptual aliasing problem”, and uncertainty of the environment constitute high hurdles to RL. Meanwhile, although RL is inspired by behavioral psychology and reward/punishment from the environment is used, higher mental factors such as affects, emotions, and motivations are rarely adopted in the learning procedure of RL. In this paper, to challenge agents learning in MASs, we propose a computational motivation function, which adopts two principle affective factors “Arousal” and “Pleasure” of Russell’s circumplex model of affects, to improve the learning performance of a conventional RL algorithm named Q-learning (QL). Compared with the conventional QL, computer simulations of pursuit problems with static and dynamic preys were carried out, and the results showed that the proposed method results in agents having a faster and more stable learning performance.

As a kind of efficient nonlinear function approximators, artificial neural networks (ANN) have been popularly applied to time series forecasting. The training method of ANN usually utilizes error back-propagation (BP) which is a supervised learning algorithm proposed by Rumelhart et al. in 1986; meanwhile, authors proposed to improve the robustness of the ANN for unknown time series prediction using a reinforcement learning algorithm named stochastic gradient ascent (SGA) originally proposed by Kimura and Kobayashi for control problems in 1998. We also successfully use a deep belief net (DBN) stacked by multiple restricted Boltzmann machines (RBMs) to realized time series forecasting in 2012. In this chapter, a state-of-the-art time series forecasting system that combines RBMs and multilayer perceptron (MLP) and uses SGA training algorithm is introduced. Experiment results showed the high prediction precision of the novel system not only for benchmark data but also for real phenomenon time series data.