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Over the past decades, researchers have been pushing the limits of Deep Reinforcement Learning (DRL). Although DRL has attracted substantial interest from practitioners, many are blocked by having to search through a plethora of available…

Mathematical Finance · Quantitative Finance 2023-10-05 Sophia Gu

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…

Machine Learning · Computer Science 2021-09-01 Jiaxi Liu , Yidong Zhang , Xiaoqing Wang , Yuming Deng , Xingyu Wu

Cloud computing has revolutionized the provisioning of computing resources, offering scalable, flexible, and on-demand services to meet the diverse requirements of modern applications. At the heart of efficient cloud operations are job…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-01-03 Yan Gu , Zhaoze Liu , Shuhong Dai , Cong Liu , Ying Wang , Shen Wang , Georgios Theodoropoulos , Long Cheng

Optimal Order Execution is a well-established problem in finance that pertains to the flawless execution of a trade (buy or sell) for a given volume within a specified time frame. This problem revolves around optimizing returns while…

Computational Finance · Quantitative Finance 2026-01-13 Khabbab Zakaria , Jayapaulraj Jerinsh , Andreas Maier , Patrick Krauss , Stefano Pasquali , Dhagash Mehta

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

Deep reinforcement learning has proven remarkably useful in training agents from unstructured data. However, the opacity of the produced agents makes it difficult to ensure that they adhere to various requirements posed by human engineers.…

Machine Learning · Computer Science 2022-02-10 Raz Yerushalmi , Guy Amir , Achiya Elyasaf , David Harel , Guy Katz , Assaf Marron

The optimal dispatch of energy storage systems (ESSs) presents formidable challenges due to the uncertainty introduced by fluctuations in dynamic prices, demand consumption, and renewable-based energy generation. By exploiting the…

Systems and Control · Electrical Eng. & Systems 2023-07-27 Shengren Hou , Edgar Mauricio Salazar Duque , Peter Palensky , Pedro P. Vergara

Reinforcement Learning is an area of Machine Learning focused on how agents can be trained to make sequential decisions, and achieve a particular goal within an arbitrary environment. While learning, they repeatedly take actions based on…

Reinforcement learning (RL) algorithms have been around for decades and employed to solve various sequential decision-making problems. These algorithms however have faced great challenges when dealing with high-dimensional environments. The…

Machine Learning · Computer Science 2020-04-01 Thanh Thi Nguyen , Ngoc Duy Nguyen , Saeid Nahavandi

Reinforcement learning (RL) is an innovative approach to financial decision making, offering specialized solutions to complex investment problems where traditional methods fail. This review analyzes 167 articles from 2017--2025, focusing on…

Computational Finance · Quantitative Finance 2025-12-12 Mohammad Rezoanul Hoque , Md Meftahul Ferdaus , M. Kabir Hassan

Market making (MM) has attracted significant attention in financial trading owing to its essential function in ensuring market liquidity. With strong capabilities in sequential decision-making, Reinforcement Learning (RL) technology has…

Machine Learning · Computer Science 2023-08-21 Hui Niu , Siyuan Li , Jiahao Zheng , Zhouchi Lin , Jian Li , Jian Guo , Bo An

Deep reinforcement learning (DRL) has made great achievements since proposed. Generally, DRL agents receive high-dimensional inputs at each step, and make actions according to deep-neural-network-based policies. This learning mechanism…

Multiagent Systems · Computer Science 2019-12-30 Kun Shao , Zhentao Tang , Yuanheng Zhu , Nannan Li , Dongbin Zhao

We study the dynamic pricing and replenishment problems under inconsistent decision frequencies. Different from the traditional demand assumption, the discreteness of demand and the parameter within the Poisson distribution as a function of…

Machine Learning · Computer Science 2024-10-29 Yi Zheng , Zehao Li , Peng Jiang , Yijie Peng

Order picking is a pivotal operation in warehouses that directly impacts overall efficiency and profitability. This study addresses the dynamic order picking problem, a significant concern in modern warehouse management, where real-time…

Optimization and Control · Mathematics 2025-04-08 Sasan Mahmoudinazlou , Abhay Sobhanan , Hadi Charkhgard , Ali Eshragh , George Dunn

Deep Reinforcement Learning (RL) is remarkably effective in addressing sequential resource allocation problems in domains such as healthcare, public policy, and resource management. However, deep RL policies often lack transparency and…

Machine Learning · Computer Science 2025-02-18 Mauricio Tec , Guojun Xiong , Haichuan Wang , Francesca Dominici , Milind Tambe

This paper proposes a reinforcement learning--based framework for cryptocurrency portfolio management using the Soft Actor--Critic (SAC) and Deep Deterministic Policy Gradient (DDPG) algorithms. Traditional portfolio optimization methods…

Computational Finance · Quantitative Finance 2025-11-27 Kamal Paykan

Agricultural products are often subject to seasonal fluctuations in production and demand. Predicting and managing inventory levels in response to these variations can be challenging, leading to either excess inventory or stockouts.…

Artificial Intelligence · Computer Science 2025-07-23 Amandeep Kaur , Gyan Prakash

Recent advancements in large language models (LLMs) have enabled understanding webpage contexts, product details, and human instructions. Utilizing LLMs as the foundational architecture for either reward models or policies in reinforcement…

Machine Learning · Computer Science 2024-08-30 Shuang Feng , Grace Feng

Generating asset-specific trading signals based on the financial conditions of the assets is one of the challenging problems in automated trading. Various asset trading rules are proposed experimentally based on different technical analysis…

Artificial Intelligence · Computer Science 2020-10-28 Mehran Taghian , Ahmad Asadi , Reza Safabakhsh

Despite advances in artificial intelligence-enhanced trading methods, developing a profitable automated trading system remains challenging in the rapidly evolving cryptocurrency market. This research focuses on developing a reinforcement…

Artificial Intelligence · Computer Science 2024-08-21 Rasoul Amirzadeh , Dhananjay Thiruvady , Asef Nazari , Mong Shan Ee