Related papers: Financial Trading as a Game: A Deep Reinforcement …
Textile manufacturing is a typical traditional industry involving high complexity in interconnected processes with limited capacity on the application of modern technologies. Decision-making in this domain generally takes multiple criteria…
In real-world multi-robot systems, performing high-quality, collaborative behaviors requires robots to asynchronously reason about high-level action selection at varying time durations. Macro-Action Decentralized Partially Observable Markov…
In this paper we present an end-to-end framework for addressing the problem of dynamic pricing (DP) on E-commerce platform using methods based on deep reinforcement learning (DRL). By using four groups of different business data to…
Novel advanced policy gradient (APG) methods, such as Trust Region policy optimization and Proximal policy optimization (PPO), have become the dominant reinforcement learning algorithms because of their ease of implementation and good…
The deep reinforcement learning method usually requires a large number of training images and executing actions to obtain sufficient results. When it is extended a real-task in the real environment with an actual robot, the method will be…
To overcome the curses of dimensionality and modeling of Dynamic Programming (DP) methods to solve Markov Decision Process (MDP) problems, Reinforcement Learning (RL) methods are adopted in practice. Contrary to traditional RL algorithms…
Game-theoretic resource allocation on graphs (GRAG) involves two players competing over multiple steps to control nodes of interest on a graph, a problem modeled as a multi-step Colonel Blotto Game (MCBG). Finding optimal strategies is…
Many real-world auctions are dynamic processes, in which bidders interact and report information over multiple rounds with the auctioneer. The sequential decision making aspect paired with imperfect information renders analyzing the…
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…
In recent years there is a growing interest in using deep representations for reinforcement learning. In this paper, we present a methodology and tools to analyze Deep Q-networks (DQNs) in a non-blind matter. Moreover, we propose a new…
Portfolio management via reinforcement learning is at the forefront of fintech research, which explores how to optimally reallocate a fund into different financial assets over the long term by trial-and-error. Existing methods are…
A fundamental assumption of reinforcement learning in Markov decision processes (MDPs) is that the relevant decision process is, in fact, Markov. However, when MDPs have rich observations, agents typically learn by way of an abstract state…
The paper explores the use of Deep Reinforcement Learning (DRL) in stock market trading, focusing on two algorithms: Double Deep Q-Network (DDQN) and Proximal Policy Optimization (PPO) and compares them with Buy and Hold benchmark. It…
The online Markov decision process (MDP) is a generalization of the classical Markov decision process that incorporates changing reward functions. In this paper, we propose practical online MDP algorithms with policy iteration and…
In this paper we pursue the question of a fully online trading algorithm (i.e. one that does not need offline training on previously gathered data). For this task we use Double Deep $Q$-learning in the episodic setting with Fast Learning…
In state of the art model-free off-policy deep reinforcement learning, a replay memory is used to store past experience and derive all network updates. Even if both state and action spaces are continuous, the replay memory only holds a…
Deep Q-Learning is an important reinforcement learning algorithm, which involves training a deep neural network, called Deep Q-Network (DQN), to approximate the well-known Q-function. Although wildly successful under laboratory conditions,…
Model-based reinforcement learning (RL) is appealing because (i) it enables planning and thus more strategic exploration, and (ii) by decoupling dynamics from rewards, it enables fast transfer to new reward functions. However, learning an…
This paper targets at the problem of radio resource management for expected long-term delay-power tradeoff in vehicular communications. At each decision epoch, the road side unit observes the global network state, allocates channels and…
Algorithmic stock trading has become a staple in today's financial market, the majority of trades being now fully automated. Deep Reinforcement Learning (DRL) agents proved to be to a force to be reckon with in many complex games like Chess…