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Many challenging real-world problems require the deployment of ensembles multiple complementary learning models to reach acceptable performance levels. While effective, applying the entire ensemble to every sample is costly and often…

Cryptography and Security · Computer Science 2022-09-20 Orel Lavie , Asaf Shabtai , Gilad Katz

Deep reinforcement learning (DRL) is a well-suited approach to financial decision-making, where an agent makes decisions based on its trading strategy developed from market observations. Existing DRL intraday trading strategies mainly use…

Trading and Market Microstructure · Quantitative Finance 2024-06-13 Sven Goluža , Tomislav Kovačević , Tessa Bauman , Zvonko Kostanjčar

The framework of deep reinforcement learning (DRL) provides a powerful and widely applicable mathematical formalization for sequential decision-making. This paper present a novel DRL framework, termed \emph{$f$-Divergence Reinforcement…

Machine Learning · Computer Science 2021-12-15 Chen Gong , Qiang He , Yunpeng Bai , Zhou Yang , Xiaoyu Chen , Xinwen Hou , Xianjie Zhang , Yu Liu , Guoliang Fan

To develop driving automation technologies for human, a human-centered methodology should be adopted for ensured safety and satisfactory user experience. Automated lane change decision in dense highway traffic is challenging, especially…

Robotics · Computer Science 2021-12-28 Daofei Li , Ao Liu

(This work has been submitted to the IEEE for possible publication. Copyright may be transferred without notice, after which this version may no longer be accessible.) To improve the efficiency of deep reinforcement learning (DRL)-based…

Artificial Intelligence · Computer Science 2021-05-25 Gang Peng , Jin Yang , Xinde Lia , Mohammad Omar Khyam

In distributed optimization, the practical problem-solving performance is essentially sensitive to algorithm selection, parameter setting, problem type and data pattern. Thus, it is often laborious to acquire a highly efficient method for a…

Optimization and Control · Mathematics 2024-01-04 Daokuan Zhu , Tianqi Xu , Jie Lu

Deep reinforcement learning (DRL) has been used to learn effective heuristics for solving complex combinatorial optimisation problem via policy networks and have demonstrated promising performance. Existing works have focused on solving…

Machine Learning · Computer Science 2020-12-25 Nasrin Sultana , Jeffrey Chan , A. K. Qin , Tabinda Sarwar

Safe and efficient autonomous driving maneuvers in an interactive and complex environment can be considerably challenging due to the unpredictable actions of other surrounding agents that may be cooperative or adversarial in their…

Robotics · Computer Science 2019-01-28 Pin Wang , Ching-Yao Chan , Hanhan Li

Many real-world sequential decision making problems are partially observable by nature, and the environment model is typically unknown. Consequently, there is great need for reinforcement learning methods that can tackle such problems given…

Machine Learning · Computer Science 2018-06-08 Maximilian Igl , Luisa Zintgraf , Tuan Anh Le , Frank Wood , Shimon Whiteson

Real-time path planning in constrained environments remains a fundamental challenge for autonomous systems. Traditional classical planners, while effective under perfect perception assumptions, are often sensitive to real-world perception…

Robotics · Computer Science 2026-02-02 Feng Tao , Luca Paparusso , Chenyi Gu , Robin Koehler , Chenxu Wu , Xinyu Huang , Christian Juette , David Paz , Ren Liu

Developing and testing automated driving models in the real world might be challenging and even dangerous, while simulation can help with this, especially for challenging maneuvers. Deep reinforcement learning (DRL) has the potential to…

In a ride-hailing system, an optimal relocation of vacant vehicles can significantly reduce fleet idling time and balance the supply-demand distribution, enhancing system efficiency and promoting driver satisfaction and retention.…

Multiagent Systems · Computer Science 2021-09-10 Xinwu Qian , Shuocheng Guo , Vaneet Aggarwal

In this paper, we propose a model-free reinforcement learning method to synthesize control policies for motion planning problems with continuous states and actions. The robot is modelled as a labeled discrete-time Markov decision process…

Artificial Intelligence · Computer Science 2020-10-01 Chuanzheng Wang , Yinan Li , Stephen L. Smith , Jun Liu

Tradable credit schemes (TCS) are an increasingly studied alternative to congestion pricing, given their revenue neutrality and ability to address issues of equity through the initial credit allocation. Modeling TCS to aid future design and…

Machine Learning · Computer Science 2025-04-14 Xiaoyi Wu , Ravi Seshadri , Filipe Rodrigues , Carlos Lima Azevedo

Deep reinforcement learning (DRL) has become a popular approach in traffic signal control (TSC) due to its ability to learn adaptive policies from complex traffic environments. Within DRL-based TSC methods, two primary control paradigms are…

Machine Learning · Computer Science 2025-09-04 Hankang Gu , Yuli Zhang , Chengming Wang , Ruiyuan Jiang , Ziheng Qiao , Pengfei Fan , Dongyao Jia

We apply deep reinforcement learning (DRL) to design of a networked controller with network delays to complete a temporal control task that is described by a signal temporal logic (STL) formula. STL is useful to deal with a specification…

Systems and Control · Electrical Eng. & Systems 2022-03-29 Junya Ikemoto , Toshimitsu Ushio

Reinforcement learning (RL) with sparse and deceptive rewards is challenging because non-zero rewards are rarely obtained. Hence, the gradient calculated by the agent can be stochastic and without valid information. Recent studies that…

Machine Learning · Computer Science 2024-02-08 Guojian Wang , Faguo Wu , Xiao Zhang , Jianxiang Liu

Model-free continuous control for robot navigation tasks using Deep Reinforcement Learning (DRL) that relies on noisy policies for exploration is sensitive to the density of rewards. In practice, robots are usually deployed in cluttered…

Robotics · Computer Science 2023-02-24 Mingyu Cai , Erfan Aasi , Calin Belta , Cristian-Ioan Vasile

Bus timetable optimization is a key issue to reduce operational cost of bus companies and improve the service quality. Existing methods use exact or heuristic algorithms to optimize the timetable in an offline manner. In practice, the…

Artificial Intelligence · Computer Science 2021-07-16 Guanqun Ai , Xingquan Zuo , Gang chen , Binglin Wu

This paper presents a deep reinforcement learning (DRL) framework for dynamic portfolio optimization under market uncertainty and risk. The proposed model integrates a Sharpe ratio-based reward function with direct risk control mechanisms,…

Portfolio Management · Quantitative Finance 2025-11-17 Emmanuel Lwele , Sabuni Emmanuel , Sitali Gabriel Sitali