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The optimal asset allocation between risky and risk-free assets is a persistent challenge due to the inherent volatility in financial markets. Conventional methods rely on strict distributional assumptions or non-additive reward ratios,…

Portfolio Management · Quantitative Finance 2026-01-06 Rongwei Liu , Jin Zheng , John Cartlidge

Generative Diffusion Models (GDMs), have made significant strides in modeling complex data distributions across diverse domains. Meanwhile, Deep Reinforcement Learning (DRL) has demonstrated substantial improvements in optimizing Wi-Fi…

Networking and Internet Architecture · Computer Science 2025-01-08 Tie Liu , Xuming Fang , Rong He

What are the limits of controlling language models via synthetic training data? We develop a reinforcement learning (RL) primitive, the Dataset Policy Gradient (DPG), which can precisely optimize synthetic data generators to produce a…

Computation and Language · Computer Science 2026-04-10 Tristan Thrush , Sung Min Park , Herman Brunborg , Luke Bailey , Marcel Roed , Neil Band , Christopher Potts , Tatsunori Hashimoto

We present differentiable predictive control (DPC), a method for learning constrained neural control policies for linear systems with probabilistic performance guarantees. We employ automatic differentiation to obtain direct policy…

Systems and Control · Electrical Eng. & Systems 2022-01-28 Jan Drgona , Aaron Tuor , Draguna Vrabie

Episodic memory lets reinforcement learning algorithms remember and exploit promising experience from the past to improve agent performance. Previous works on memory mechanisms show benefits of using episodic-based data structures for…

Machine Learning · Computer Science 2021-06-17 Igor Kuznetsov , Andrey Filchenkov

In reinforcement learning (RL), continuing tasks refer to tasks where the agent-environment interaction is ongoing and can not be broken down into episodes. These tasks are suitable when environment resets are unavailable, agent-controlled,…

Artificial Intelligence · Computer Science 2025-01-14 Yi Wan , Dmytro Korenkevych , Zheqing Zhu

Timely delivery of delay-sensitive information over dynamic, heterogeneous networks is increasingly essential for a range of interactive applications, such as industrial automation, self-driving vehicles, and augmented reality. However,…

Networking and Internet Architecture · Computer Science 2025-10-14 Vincenzo Norman Vitale , Antonia Maria Tulino , Andreas F. Molisch , Jaime Llorca

Development of hybrid electric vehicles depends on an advanced and efficient energy management strategy (EMS). With online and real-time requirements in mind, this article presents a human-like energy management framework for hybrid…

Systems and Control · Electrical Eng. & Systems 2023-09-27 Hao Chen , Xiaolin Tang , Guo Hu , Teng Liu

Reinforcement learning (RL) shows great potential in sequential decision-making. At present, mainstream RL algorithms are data-driven, which usually yield better asymptotic performance but much slower convergence compared with model-driven…

Machine Learning · Computer Science 2024-02-27 Yang Guan , Jingliang Duan , Shengbo Eben Li , Jie Li , Jianyu Chen , Bo Cheng

Agents can base decisions made using reinforcement learning (RL) on a reward function. The selection of values for the learning algorithm parameters can, nevertheless, have a substantial impact on the overall learning process. In order to…

Robotics · Computer Science 2022-11-21 Adarsh Sehgal , Nicholas Ward , Hung Manh La , Christos Papachristos , Sushil Louis

In this paper, we aim to maximize the SSR for heterogeneous service demands in the cooperative MEC-assisted RAN slicing system by jointly considering the multi-node computing resources cooperation and allocation, the transmission resource…

Networking and Internet Architecture · Computer Science 2024-05-29 Chong Zheng , Yongming Huang , Cheng Zhang , Tony Q. S. Quek

Reinforcement learning agents need exploratory behaviors to escape from local optima. These behaviors may include both immediate dithering perturbation and temporally consistent exploration. To achieve these, a stochastic policy model that…

Machine Learning · Computer Science 2018-12-27 Sirui Xie , Junning Huang , Lanxin Lei , Chunxiao Liu , Zheng Ma , Wei Zhang , Liang Lin

A key challenge of continual reinforcement learning (CRL) in dynamic environments is to promptly adapt the RL agent's behavior as the environment changes over its lifetime, while minimizing the catastrophic forgetting of the learned…

Machine Learning · Computer Science 2023-05-25 Tiantian Zhang , Zichuan Lin , Yuxing Wang , Deheng Ye , Qiang Fu , Wei Yang , Xueqian Wang , Bin Liang , Bo Yuan , Xiu Li

Sub-grid parameterisations in climate models are traditionally static and tuned offline, limiting adaptability to evolving states. This work introduces FedRAIN-Lite, a federated reinforcement learning (FedRL) framework that mirrors the…

Machine Learning · Computer Science 2025-09-25 Pritthijit Nath , Sebastian Schemm , Henry Moss , Peter Haynes , Emily Shuckburgh , Mark Webb

Developing an autonomous vehicle control strategy for signalised intersections (SI) is one of the challenging tasks due to its inherently complex decision-making process. This study proposes a Deep Reinforcement Learning (DRL) based…

Artificial Intelligence · Computer Science 2025-05-15 Pankaj Kumar , Aditya Mishra , Pranamesh Chakraborty , Subrahmanya Swamy Peruru

Action-constrained reinforcement learning (ACRL) is a popular approach for solving safety-critical and resource-allocation related decision making problems. A major challenge in ACRL is to ensure agent taking a valid action satisfying…

Machine Learning · Computer Science 2024-02-09 Janaka Chathuranga Brahmanage , Jiajing Ling , Akshat Kumar

As power systems are undergoing a significant transformation with more uncertainties, less inertia and closer to operation limits, there is increasing risk of large outages. Thus, there is an imperative need to enhance grid emergency…

Machine Learning · Computer Science 2022-02-08 Renke Huang , Yujiao Chen , Tianzhixi Yin , Qiuhua Huang , Jie Tan , Wenhao Yu , Xinya Li , Ang Li , Yan Du

Deep reinforcement learning (RL) models, despite their efficiency in learning an optimal policy in static environments, easily loses previously learned knowledge (i.e., catastrophic forgetting). It leads RL models to poor performance in…

Machine Learning · Computer Science 2025-09-08 Wonseo Jang , Dongjae Kim

The deep reinforcement learning (DRL) based Volt-VAR optimization (VVO) methods have been widely studied for active distribution networks (ADNs). However, most of them lack safety guarantees in terms of power injection uncertainties due to…

Systems and Control · Electrical Eng. & Systems 2024-09-30 Zhengrong Chen , Siyao Cai , A. P. Sakis Meliopoulos

Deep Reinforcement Learning (DRL) has recently been proposed as a methodology to discover complex Active Flow Control (AFC) strategies [Rabault, J., Kuchta, M., Jensen, A., Reglade, U., & Cerardi, N. (2019): "Artificial neural networks…

Computational Physics · Physics 2019-10-23 Jean Rabault , Alexander Kuhnle