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Dynamic portfolio optimization is the process of sequentially allocating wealth to a collection of assets in some consecutive trading periods, based on investors' return-risk profile. Automating this process with machine learning remains a…

Machine Learning · Computer Science 2019-01-28 Pengqian Yu , Joon Sern Lee , Ilya Kulyatin , Zekun Shi , Sakyasingha Dasgupta

Mobile edge computing (MEC) allows appliances to offload workloads to neighboring MEC servers that have the potential for computation-intensive tasks with limited computational capabilities. This paper studied how deep reinforcement…

Information Theory · Computer Science 2025-06-04 Nguyen Chi Long , Trinh Van Chien , Ta Hai Tung , Van Son Nguyen , Trong-Minh Hoang , Nguyen Ngoc Hai Dang

We consider the problem of learning the optimal policy for Markov decision processes with safety constraints. We formulate the problem in a reach-avoid setup. Our goal is to design online reinforcement learning algorithms that ensure safety…

Machine Learning · Computer Science 2026-01-21 Abhijit Mazumdar , Rafal Wisniewski , Manuela L. Bujorianu

Display Ads and the generalized assignment problem are two well-studied online packing problems with important applications in ad allocation and other areas. In both problems, ad impressions arrive online and have to be allocated…

Machine Learning · Computer Science 2023-05-26 Fabian Spaeh , Alina Ene

This study develops and evaluates a deep reinforcement learning framework for dynamic portfolio allocation across global equity markets. The Soft Actor-Critic algorithm is used to learn continuous portfolio weights within a Markov Decision…

Portfolio Management · Quantitative Finance 2026-05-19 Kamil Kashif , Robert Ślepaczuk

Many defensive measures in cyber security are still dominated by heuristics, catalogs of standard procedures, and best practices. Considering the case of data backup strategies, we aim towards mathematically modeling the underlying threat…

Cryptography and Security · Computer Science 2021-02-15 Pascal Debus , Nicolas Müller , Konstantin Böttinger

In the standard data analysis framework, data is collected (once and for all), and then data analysis is carried out. However, with the advancement of digital technology, decision-makers constantly analyze past data and generate new data…

Machine Learning · Statistics 2024-12-25 Jin Li , Ye Luo , Zigan Wang , Xiaowei Zhang

Optimal sensor placement enhances the efficiency of a variety of applications for monitoring dynamical systems. It has been established that deterministic solutions to the sensor placement problem are insufficient due to the many…

Systems and Control · Electrical Eng. & Systems 2023-03-20 Amin Jabini , Erik A. Johnson

Deep reinforcement learning (RL) algorithms frequently require prohibitive interaction experience to ensure the quality of learned policies. The limitation is partly because the agent cannot learn much from the many low-quality trials in…

Machine Learning · Computer Science 2020-04-24 Keting Lu , Shiqi Zhang , Xiaoping Chen

This paper proposes a safe reinforcement learning algorithm for generation bidding decisions and unit maintenance scheduling in a competitive electricity market environment. In this problem, each unit aims to find a bidding strategy that…

Systems and Control · Electrical Eng. & Systems 2021-12-21 Pegah Rokhforoz , Olga Fink

We pose an active perception problem where an autonomous agent actively interacts with a second agent with potentially adversarial behaviors. Given the uncertainty in the intent of the other agent, the objective is to collect further…

Artificial Intelligence · Computer Science 2019-09-20 Macheng Shen , Jonathan P How

Motion planning is an essential component in most of today's robotic applications. In this work, we consider the learning setting, where a set of solved motion planning problems is used to improve the efficiency of motion planning on…

Robotics · Computer Science 2019-06-04 Tom Jurgenson , Aviv Tamar

Internet advertisers (buyers) repeatedly procure ad impressions from ad platforms (sellers) with the aim to maximize total conversion (i.e. ad value) while respecting both budget and return-on-investment (ROI) constraints for efficient…

Computer Science and Game Theory · Computer Science 2023-02-08 Negin Golrezaei , Patrick Jaillet , Jason Cheuk Nam Liang , Vahab Mirrokni

In the industrial interior design process, professional designers plan the size and position of furniture in a room to achieve a satisfactory design for selling. In this paper, we explore the interior scene design task as a Markov decision…

Computer Vision and Pattern Recognition · Computer Science 2021-01-20 Xinhan Di , Pengqian Yu

With the large number of prosumers deploying distributed energy resources (DERs), integrating these prosumers into a transactive energy market (TEM) is a trend for the future smart grid. A community-based double auction market is considered…

Systems and Control · Electrical Eng. & Systems 2025-02-25 Jun Jiang , Yuanliang Li , Luyang Hou , Mohsen Ghafouri , Peng Zhang , Jun Yan , Yuhong Liu

Traffic allocation is a process of redistributing natural traffic to products by adjusting their positions in the post-search phase, aimed at effectively fostering merchant growth, precisely meeting customer demands, and ensuring the…

Machine Learning · Computer Science 2024-07-23 Peng Cheng , Huimu Wang , Jinyuan Zhao , Yihao Wang , Enqiang Xu , Yu Zhao , Zhuojian Xiao , Songlin Wang , Guoyu Tang , Lin Liu , Sulong Xu

Bidding optimization is one of the most critical problems in online advertising. Sponsored search (SS) auction, due to the randomness of user query behavior and platform nature, usually adopts keyword-level bidding strategies. In contrast,…

Artificial Intelligence · Computer Science 2018-03-02 Jun Zhao , Guang Qiu , Ziyu Guan , Wei Zhao , Xiaofei He

Online matching problems arise in many complex systems, from cloud services and online marketplaces to organ exchange networks, where timely, principled decisions are critical for maintaining high system performance. Traditional heuristics…

Machine Learning · Statistics 2025-10-09 Chiara Mignacco , Matthieu Jonckheere , Gilles Stoltz

In many online platforms, customers' decisions are substantially influenced by product rankings as most customers only examine a few top-ranked products. Concurrently, such platforms also use the same data corresponding to customers'…

Machine Learning · Computer Science 2020-09-14 Negin Golrezaei , Vahideh Manshadi , Jon Schneider , Shreyas Sekar

Existing recommendation algorithms mostly focus on optimizing traditional recommendation measures, such as the accuracy of rating prediction in terms of RMSE or the quality of top-$k$ recommendation lists in terms of precision, recall, MAP,…

Information Retrieval · Computer Science 2019-02-05 Changhua Pei , Xinru Yang , Qing Cui , Xiao Lin , Fei Sun , Peng Jiang , Wenwu Ou , Yongfeng Zhang