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We consider a high-dimensional dynamic pricing problem under non-stationarity, where a firm sells products to $T$ sequentially arriving consumers that behave according to an unknown demand model with potential changes at unknown times. The…

Methodology · Statistics 2023-03-21 Zifeng Zhao , Feiyu Jiang , Yi Yu , Xi Chen

To overcome the curse of dimensionality and curse of modeling in Dynamic Programming (DP) methods for solving classical Markov Decision Process (MDP) problems, Reinforcement Learning (RL) algorithms are popular. In this paper, we consider…

Machine Learning · Computer Science 2018-11-29 Arghyadip Roy , Vivek Borkar , Abhay Karandikar , Prasanna Chaporkar

Academic research in the field of autonomous vehicles has reached high popularity in recent years related to several topics as sensor technologies, V2X communications, safety, security, decision making, control, and even legal and…

Machine Learning · Computer Science 2020-01-31 Szilárd Aradi

Same-Day Delivery services are becoming increasingly popular in recent years. These have been usually modelled by previous studies as a certain class of Dynamic Vehicle Routing Problem (DVRP) where goods must be delivered from a depot to a…

Multiagent Systems · Computer Science 2022-03-23 Elvin Ngu , Leandro Parada , Jose Javier Escribano Macias , Panagiotis Angeloudis

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

Data processing and analytics are fundamental and pervasive. Algorithms play a vital role in data processing and analytics where many algorithm designs have incorporated heuristics and general rules from human knowledge and experience to…

Machine Learning · Computer Science 2022-02-07 Qingpeng Cai , Can Cui , Yiyuan Xiong , Wei Wang , Zhongle Xie , Meihui Zhang

Dynamic pricing in retail requires policies that adapt to shifting demand while coordinating decisions across related products. We present a systematic empirical study of multi-agent reinforcement learning for retail price optimization,…

Artificial Intelligence · Computer Science 2025-11-04 Krishna Kumar Neelakanta Pillai Santha Kumari Amma

Deep Reinforcement Learning (DRL) methods often rely on the meticulous tuning of hyperparameters to successfully resolve problems. One of the most influential parameters in optimization procedures based on stochastic gradient descent (SGD)…

Machine Learning · Computer Science 2020-08-05 Ralf Gulde , Marc Tuscher , Akos Csiszar , Oliver Riedel , Alexander Verl

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

Controlling inter-area oscillation (IAO) across wide areas is crucial for the stability of modern power systems. Recent advances in deep learning, combined with the extensive deployment of phasor measurement units (PMUs) and generator…

Systems and Control · Electrical Eng. & Systems 2025-07-04 Siyuan Liang , Long Huo , Wenyu Qin , Xin Chen , Peiyuan Sun

This thesis presents the results of a comprehensive research project focused on applying Reinforcement Learning (RL) to the problem of market making in financial markets. Market makers (MMs) play a fundamental role in providing liquidity,…

Machine Learning · Computer Science 2025-07-28 Óscar Fernández Vicente

In light of the emergence of deep reinforcement learning (DRL) in recommender systems research and several fruitful results in recent years, this survey aims to provide a timely and comprehensive overview of the recent trends of deep…

Information Retrieval · Computer Science 2021-09-10 Xiaocong Chen , Lina Yao , Julian McAuley , Guanglin Zhou , Xianzhi Wang

This study develops a robot mobility policy based on deep reinforcement learning. Since traditional methods of conventional robotic navigation depend on accurate map reproduction as well as require high-end sensors, learning-based methods…

Robotics · Computer Science 2020-12-22 Minh Q. Tran , Ngoc Q. Ly

This paper investigates the application of Deep Reinforcement Learning (DRL) to classical inventory management problems, with a focus on practical implementation considerations. We apply a DRL algorithm based on DirectBackprop to several…

Taking advantage of their data-driven and model-free features, Deep Reinforcement Learning (DRL) algorithms have the potential to deal with the increasing level of uncertainty due to the introduction of renewable-based generation. To deal…

Systems and Control · Electrical Eng. & Systems 2022-08-02 Hou Shengren , Edgar Mauricio Salazar , Pedro P. Vergara , Peter Palensky

Artificial Intelligence (AI) and Machine Learning (ML) are transforming the domain of Quantitative Trading (QT) through the deployment of advanced algorithms capable of sifting through extensive financial datasets to pinpoint lucrative…

Trading and Market Microstructure · Quantitative Finance 2023-12-27 Maochun Xu , Zixun Lan , Zheng Tao , Jiawei Du , Zongao Ye

Ride-hailing services, such as Didi Chuxing, Lyft, and Uber, arrange thousands of cars to meet ride requests throughout the day. We consider a Markov decision process (MDP) model of a ride-hailing service system, framing it as a…

Optimization and Control · Mathematics 2021-04-30 Jiekun Feng , Mark Gluzman , J. G. Dai

The growing complexity of cyber threats has rendered static firewalls increasingly ineffective for dynamic, real-time intrusion prevention. This paper proposes a novel AI-driven dynamic firewall optimization framework that leverages deep…

Cryptography and Security · Computer Science 2025-06-09 Taimoor Ahmad

In this paper, we propose a deep reinforcement learning (RL)-based precoding framework that can be used to learn an optimal precoding policy for complex multiple-input multiple-output (MIMO) precoding problems. We model the precoding…

Information Theory · Computer Science 2024-10-30 Heunchul Lee , Maksym Girnyk , Jaeseong Jeong

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