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Nowadays, a significant share of the business-to-consumer sector is based on online platforms like Amazon and Alibaba and uses AI for pricing strategies. This has sparked debate on whether pricing algorithms may tacitly collude to set…

General Economics · Economics 2025-03-17 Shidi Deng , Maximilian Schiffer , Martin Bichler

In e-commerce markets, on time delivery is of great importance to customer satisfaction. In this paper, we present a Deep Reinforcement Learning (DRL) approach for deciding how and when orders should be batched and picked in a warehouse to…

Machine Learning · Computer Science 2021-10-13 Bram Cals , Yingqian Zhang , Remco Dijkman , Claudy van Dorst

With the rapid development of deep learning, deep reinforcement learning (DRL) began to appear in the field of resource scheduling in recent years. Based on the previous research on DRL in the literature, we introduce online resource…

Artificial Intelligence · Computer Science 2018-06-22 Yufei Ye , Xiaoqin Ren , Jin Wang , Lingxiao Xu , Wenxia Guo , Wenqiang Huang , Wenhong Tian

High-frequency trading (HFT) that executes algorithmic trading in short time scales, has recently occupied the majority of cryptocurrency market. Besides traditional quantitative trading methods, reinforcement learning (RL) has become…

Machine Learning · Computer Science 2024-06-21 Chuqiao Zong , Chaojie Wang , Molei Qin , Lei Feng , Xinrun Wang , Bo An

In multi-agent reinforcement learning (MARL), it is challenging for a collection of agents to learn complex temporally extended tasks. The difficulties lie in computational complexity and how to learn the high-level ideas behind reward…

Multiagent Systems · Computer Science 2021-10-04 Jueming Hu , Zhe Xu , Weichang Wang , Guannan Qu , Yutian Pang , Yongming Liu

Assigning resources in business processes execution is a repetitive task that can be effectively automated. However, different automation methods may give varying results that may not be optimal. Proper resource allocation is crucial as it…

Machine Learning · Computer Science 2021-04-02 Kamil Żbikowski , Michał Ostapowicz , Piotr Gawrysiak

Deep reinforcement learning is the combination of reinforcement learning (RL) and deep learning. This field of research has been able to solve a wide range of complex decision-making tasks that were previously out of reach for a machine.…

Machine Learning · Computer Science 2018-12-04 Vincent Francois-Lavet , Peter Henderson , Riashat Islam , Marc G. Bellemare , Joelle Pineau

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

We explore deep Reinforcement Learning(RL) algorithms for scalping trading and knew that there is no appropriate trading gym and agent examples. Thus we propose gym and agent like Open AI gym in finance. Not only that, we introduce new RL…

Artificial Intelligence · Computer Science 2019-04-02 Uk Jo , Taehyun Jo , Wanjun Kim , Iljoo Yoon , Dongseok Lee , Seungho Lee

Reinforcement Learning has emerged as a promising framework for developing adaptive and data-driven strategies, enabling market makers to optimize decision-making policies based on interactions with the limit order book environment. This…

Trading and Market Microstructure · Quantitative Finance 2026-02-17 Rafael Zimmer , Oswaldo Luiz do Valle Costa

This report investigates the application of deep reinforcement learning (DRL) algorithms for dynamic resource allocation in wireless communication systems. An environment that includes a base station, multiple antennas, and user equipment…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-03-14 Shubham Malhotra , Fnu Yashu , Muhammad Saqib , Dipkumar Mehta , Jagdish Jangid , Sachin Dixit

The stochastic control problem of optimal market making is among the central problems in quantitative finance. In this paper, a deep reinforcement learning-based controller is trained on a weakly consistent, multivariate Hawkes…

General Finance · Quantitative Finance 2022-07-21 Bruno Gašperov , Zvonko Kostanjčar

With the rapid development of artificial intelligence, data-driven methods effectively overcome limitations in traditional portfolio optimization. Conventional models primarily employ long-only mechanisms, excluding highly correlated assets…

Computational Finance · Quantitative Finance 2025-03-18 Gang Huang , Xiaohua Zhou , Qingyang Song

Path planning is an important problem with the the applications in many aspects, such as video games, robotics etc. This paper proposes a novel method to address the problem of Deep Reinforcement Learning (DRL) based path planning for a…

Robotics · Computer Science 2024-04-11 Hao Liu , Yi Shen , Shuangjiang Yu , Zijun Gao , Tong Wu

Deep Reinforcement Learning (DRL) has been extensively used to address portfolio optimization problems. The DRL agents acquire knowledge and make decisions through unsupervised interactions with their environment without requiring explicit…

Machine Learning · Computer Science 2025-01-14 Ruoyu Sun , Yue Xi , Angelos Stefanidis , Zhengyong Jiang , Jionglong Su

Deep Reinforcement Learning (DRL) has shown its promising capabilities to learn optimal policies directly from trial and error. However, learning can be hindered if the goal of the learning, defined by the reward function, is "not optimal".…

Artificial Intelligence · Computer Science 2019-10-09 Yizheng Zhang , Andre Rosendo

Financial portfolio management is the process of constant redistribution of a fund into different financial products. This paper presents a financial-model-free Reinforcement Learning framework to provide a deep machine learning solution to…

Computational Finance · Quantitative Finance 2017-07-18 Zhengyao Jiang , Dixing Xu , Jinjun Liang

The use of robotics in controlled environments has flourished over the last several decades and training robots to perform tasks using control strategies developed from dynamical models of their hardware have proven very effective. However,…

Robotics · Computer Science 2019-07-16 Zach Dwiel , Madhavun Candadai , Mariano Phielipp

We propose policy gradient algorithms which learn risk-sensitive policies in a reinforcement learning (RL) framework. Our proposed algorithms maximize the distortion risk measure (DRM) of the cumulative reward in an episodic Markov decision…

Machine Learning · Computer Science 2024-02-06 Nithia Vijayan , Prashanth L. A

We present a map-less path planning algorithm based on Deep Reinforcement Learning (DRL) for mobile robots navigating in unknown environment that only relies on 40-dimensional raw laser data and odometry information. The planner is trained…

Robotics · Computer Science 2020-02-12 Nicolò Botteghi , Beril Sirmacek , Khaled A. A. Mustafa , Mannes Poel , Stefano Stramigioli