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The newsvendor problem is one of the most basic and widely applied inventory models. There are numerous extensions of this problem. If the probability distribution of the demand is known, the problem can be solved analytically. However,…
Multiagent reinforcement learning algorithms have not been widely adopted in large scale environments with many agents as they often scale poorly with the number of agents. Using mean field theory to aggregate agents has been proposed as a…
We present a novel definition of the reinforcement learning state, actions and reward function that allows a deep Q-network (DQN) to learn to control an optimization hyperparameter. Using Q-learning with experience replay, we train two DQNs…
This paper presents a proof-of concept study for demonstrating the viability of building collaboration among multiple agents through standard Q learning algorithm embedded in particle swarm optimisation. Collaboration is formulated to be…
Stochastic dynamic teams and games are rich models for decentralized systems and challenging testing grounds for multi-agent learning. Previous work that guaranteed team optimality assumed stateless dynamics, or an explicit coordination…
In this work, the trick-taking game Wizard with a separate bidding and playing phase is modeled by two interleaved partially observable Markov decision processes (POMDP). Deep Q-Networks (DQN) are used to empower self-improving agents,…
We propose a method for learning expressive energy-based policies for continuous states and actions, which has been feasible only in tabular domains before. We apply our method to learning maximum entropy policies, resulting into a new…
Amplification and phase shift in ordering signals, commonly referred to as bullwhip, are responsible for both excessive strain on real world inventory management systems, stock outs, and unnecessary capital reservation though safety stock…
We investigate the use of Reinforcement Learning for the optimal execution of meta-orders, where the objective is to execute incrementally large orders while minimizing implementation shortfall and market impact over an extended period of…
Reinforcement learning is a powerful approach for training an optimal policy to solve complex problems in a given system. This project aims to demonstrate the application of reinforcement learning in stochastic process environments with…
Reinforcement learning has shown an outstanding performance in the applications of games, particularly in Atari games as well as Go. Based on these successful examples, we attempt to apply one of the well-known reinforcement learning…
To improve decision-making and planning efficiency in back-end centralized redundant supply chains, this paper proposes a decision model integrating deep learning with intelligent particle swarm optimization. A distributed node deployment…
This work develops a fully decentralized multi-agent algorithm for policy evaluation. The proposed scheme can be applied to two distinct scenarios. In the first scenario, a collection of agents have distinct datasets gathered following…
In industrial environments, an increasing amount of wireless devices are used, which utilize license-free bands. As a consequence of these mutual interferences of wireless systems might decrease the state of coexistence. Therefore, a…
Reinforcement learning has exceeded human-level performance in game playing AI with deep learning methods according to the experiments from DeepMind on Go and Atari games. Deep learning solves high dimension input problems which stop the…
Training intelligent agents through reinforcement learning is a notoriously unstable procedure. Massive parallelization on GPUs and distributed systems has been exploited to generate a large amount of training experiences and consequently…
An automatic program that generates constant profit from the financial market is lucrative for every market practitioner. Recent advance in deep reinforcement learning provides a framework toward end-to-end training of such trading agent.…
In this work we present a method for using Deep Q-Networks (DQNs) in multi-objective environments. Deep Q-Networks provide remarkable performance in single objective problems learning from high-level visual state representations. However,…
Inventory management in warehouses directly affects profits made by manufacturers. Particularly, large manufacturers produce a very large variety of products that are handled by a significantly large number of retailers. In such a case, the…
As AI technology advances, research in playing text-based games with agents has becomeprogressively popular. In this paper, a novel approach to agent design and agent learning ispresented with the context of reinforcement learning. A model…