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In recent years, quantitative investment methods combined with artificial intelligence have attracted more and more attention from investors and researchers. Existing related methods based on the supervised learning are not very suitable…

Machine Learning · Computer Science 2021-05-11 Sihang Chen , Weiqi Luo , Chao Yu

Deep Reinforcement Learning (DRL) is emerging as a promising approach to generate adaptive behaviors for robotic platforms. However, a major drawback of using DRL is the data-hungry training regime that requires millions of trial and error…

Traditional pricing paradigms, once dominated by static models and rule-based heuristics, are increasingly being replaced by dynamic, data-driven approaches powered by machine learning algorithms. Despite their growing sophistication, most…

Machine Learning · Computer Science 2025-12-01 Marco Mussi , Marcello Restelli

The following interdisciplinary article presents a memetic algorithm with applying deep reinforcement learning (DRL) for solving practically oriented dual resource constrained flexible job shop scheduling problems (DRC-FJSSP). From research…

Machine Learning · Computer Science 2023-07-10 Felix Grumbach , Nour Eldin Alaa Badr , Pascal Reusch , Sebastian Trojahn

We consider dynamic pricing algorithms as applied to the online set cover problem. In the dynamic pricing framework, we assume the standard client server model with the additional constraint that the server can only place prices over the…

Data Structures and Algorithms · Computer Science 2024-09-24 Max Bender , Aum Desai , Jialin He , Oliver Thompson , Pramithas Upreti

We present a novel Deep Reinforcement Learning (DRL) based policy to compute dynamically feasible and spatially aware velocities for a robot navigating among mobile obstacles. Our approach combines the benefits of the Dynamic Window…

Robotics · Computer Science 2020-11-30 Utsav Patel , Nithish Kumar , Adarsh Jagan Sathyamoorthy , Dinesh Manocha

Machine scheduling aims to optimize job assignments to machines while adhering to manufacturing rules and job specifications. This optimization leads to reduced operational costs, improved customer demand fulfillment, and enhanced…

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…

Machine Learning · Computer Science 2021-06-02 Tidor-Vlad Pricope

The Ethereum blockchain utilizes the EIP-1559 algorithm to manage transaction inclusion and block assembly. However, EIP-1559 and much of the existing literature study this problem from a static perspective, focusing on price evolution…

Computer Science and Game Theory · Computer Science 2026-05-14 Fatemeh Fardno , S. Rasoul Etesami

Recommender system plays a crucial role in modern E-commerce platform. Due to the lack of historical interactions between users and items, cold-start recommendation is a challenging problem. In order to alleviate the cold-start issue, most…

Information Retrieval · Computer Science 2021-08-23 Luo Ji , Qin Qi , Bingqing Han , Hongxia Yang

Deep reinforcement learning (DRL) finds extensive application in autonomous drone navigation within complex, high-risk environments. However, its practical deployment faces a safety-exploration dilemma: soft penalty mechanisms encourage…

Robotics · Computer Science 2026-05-04 Wentao Chen , Jingtang Chen , Mingjian Fu , Tiantian Li , Youfeng Su , Wenxi Liu , Yuanlong Yu

Price-based demand response (DR) of heating, ventilating, and air-conditioning (HVAC) systems is a challenging task, requiring comprehensive models to represent the building thermal dynamics and game theoretic interactions among…

Systems and Control · Electrical Eng. & Systems 2020-12-15 Youngjin Kim

According to the main international reports, more pervasive industrial and business-process automation, thanks to machine learning and advanced analytic tools, will unlock more than 14 trillion USD worldwide annually by 2030. In the…

Machine Learning · Computer Science 2022-11-18 Marco Mussi , Gianmarco Genalti , Alessandro Nuara , Francesco Trovò , Marcello Restelli , Nicola Gatti

The increasing demand for autonomous systems in complex and dynamic environments has driven significant research into intelligent path planning methodologies. For decades, graph-based search algorithms, linear programming techniques, and…

We consider the Markov Decision Process (MDP) of selecting a subset of items at each step, termed the Select-MDP (S-MDP). The large state and action spaces of S-MDPs make them intractable to solve with typical reinforcement learning (RL)…

Machine Learning · Computer Science 2019-09-10 Hyungseok Song , Hyeryung Jang , Hai H. Tran , Se-eun Yoon , Kyunghwan Son , Donggyu Yun , Hyoju Chung , Yung Yi

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

Algorithmic pricing on online e-commerce platforms raises the concern of tacit collusion, where reinforcement learning algorithms learn to set collusive prices in a decentralized manner and through nothing more than profit feedback. This…

Multiagent Systems · Computer Science 2022-06-14 Gianluca Brero , Nicolas Lepore , Eric Mibuari , David C. Parkes

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

This study compares Deep Reinforcement Learning (DRL) and Model Predictive Control (MPC) for Adaptive Cruise Control (ACC) design in car-following scenarios. A first-order system is used as the Control-Oriented Model (COM) to approximate…

Systems and Control · Electrical Eng. & Systems 2020-08-04 Yuan Lin , John McPhee , Nasser L. Azad

Evaluations of Deep Reinforcement Learning (DRL) methods are an integral part of scientific progress of the field. Beyond designing DRL methods for general intelligence, designing task-specific methods is becoming increasingly prominent for…

Machine Learning · Computer Science 2022-10-18 Vindula Jayawardana , Catherine Tang , Sirui Li , Dajiang Suo , Cathy Wu
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