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Reinforcement learning is commonly concerned with problems of maximizing accumulated rewards in Markov decision processes. Oftentimes, a certain goal state or a subset of the state space attain maximal reward. In such a case, the…

Artificial Intelligence · Computer Science 2024-08-23 Pavel Osinenko , Grigory Yaremenko , Georgiy Malaniya , Anton Bolychev , Alexander Gepperth

Forecasting electricity prices is a challenging task and an active area of research since the 1990s and the deregulation of the traditionally monopolistic and government-controlled power sectors. Although it aims at predicting both spot and…

Statistical Finance · Quantitative Finance 2025-07-23 Katarzyna Maciejowska , Bartosz Uniejewski , Rafał Weron

The increasing penetration of renewable generations, along with the deregulation and marketization of power industry, promotes the transformation of power market operation paradigms. The optimal bidding strategy and dispatching methodology…

Machine Learning · Computer Science 2023-05-15 Ziqing Zhu , Ze Hu , Ka Wing Chan , Siqi Bu , Bin Zhou , Shiwei Xia

The rapid growth of Electric Vehicle (EV) adoption challenges power distribution networks through peak load spikes, voltage instability, and transformer overloads from uncoordinated charging. While Model Predictive Control (MPC) and…

Personalisation of products and services is fast becoming the driver of success in banking and commerce. Machine learning holds the promise of gaining a deeper understanding of and tailoring to customers' needs and preferences. Whereas…

Machine Learning · Computer Science 2022-06-30 Charl Maree , Christian Omlin

Machine unlearning refers to the process of mitigating the influence of specific training data on machine learning models based on removal requests from data owners. However, one important area that has been largely overlooked in the…

Cryptography and Security · Computer Science 2025-07-17 Dayong Ye , Tianqing Zhu , Congcong Zhu , Derui Wang , Kun Gao , Zewei Shi , Sheng Shen , Wanlei Zhou , Minhui Xue

Deep Reinforcement Learning (or just "RL") is gaining popularity for industrial and research applications. However, it still suffers from some key limits slowing down its widespread adoption. Its performance is sensitive to initial…

Machine Learning · Computer Science 2022-08-31 Pierrick Pochelu , Serge G. Petiton , Bruno Conche

The rapid growth of global data volumes has created a demand for scalable distributed systems that can maintain a high quality of service. Data replication is a widely used technique that provides fault tolerance, improved performance and…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-07-25 Amir Najjar , Riad Mokadem , Jean-Marc Pierson

Distributed renewable resources owned by prosumers can be an effective way of fortifying grid resilience and enhancing sustainability. However, prosumers serve their own interests and their objectives are unlikely to align with that of…

Systems and Control · Electrical Eng. & Systems 2022-09-30 Yihsu Chen , Andrew L. Liu , Makoto Tanaka , Ryuta Takashima

Integrating variable renewable energy into the grid has posed challenges to system operators in achieving optimal trade-offs among energy availability, cost affordability, and pollution controllability. This paper proposes a multi-agent…

Machine Learning · Computer Science 2023-09-15 Nicolas Cuadrado , Roberto Gutierrez , Yongli Zhu , Martin Takac

In this paper, we consider the problem of resource congestion control for competing online learning agents. On the basis of non-cooperative game as the model for the interaction between the agents, and the noisy online mirror ascent as the…

Machine Learning · Computer Science 2019-10-22 Ezra Tampubolon , Holger Boche

Reinforcement learning is about learning agent models that make the best sequential decisions in unknown environments. In an unknown environment, the agent needs to explore the environment while exploiting the collected information, which…

Machine Learning · Computer Science 2021-02-12 Hong Qian , Yang Yu

We investigate the use of Reinforcement Learning for the optimal execution of meta-orders, where the objective is to execute incrementally large orders while minimizing implementation shortfall and market impact over an extended period of…

Trading and Market Microstructure · Quantitative Finance 2025-11-20 Tomas Espana , Yadh Hafsi , Fabrizio Lillo , Edoardo Vittori

Power sector decarbonization plays a vital role in the upcoming energy transition towards a more sustainable future. Decentralized energy resources, such as Electric Vehicles (EV) and solar photovoltaic systems (PV), are continuously…

The impact of energy production significantly affects system sustainability, which has enabled a shift towards renewable energy sources. Thus, producer behavior is crucial in electricity markets to achieve sustainability goals. In this…

Systems and Control · Electrical Eng. & Systems 2024-07-03 Mohammad Reza Karimi Gharigh , Lamia Varawala , Mohammad Reza Hesamzadeh , György Dán

In pursuit of carbon neutrality, many countries have adopted renewable portfolio standards to facilitate the integration of renewable energy. However, increasing penetration of renewable energy resources will also pose higher requirements…

Systems and Control · Electrical Eng. & Systems 2023-12-27 Wenli Wu , Ye Guo , Jiantao Shi

Recent developments in sequential experimental design look to construct a policy that can efficiently navigate the design space, in a way that maximises the expected information gain. Whilst there is work on achieving tractable policies for…

Machine Learning · Computer Science 2025-08-20 Yasir Zubayr Barlas , Kizito Salako

The central tenet of reinforcement learning (RL) is that agents seek to maximize the sum of cumulative rewards. In contrast, active inference, an emerging framework within cognitive and computational neuroscience, proposes that agents act…

Machine Learning · Computer Science 2020-03-02 Alexander Tschantz , Beren Millidge , Anil K. Seth , Christopher L. Buckley

Due to the proliferation of renewable energy and its intrinsic intermittency and stochasticity, current power systems face severe operational challenges. Data-driven decision-making algorithms from reinforcement learning (RL) offer a…

Systems and Control · Electrical Eng. & Systems 2021-10-20 Alexander Pan , Yongkyun Lee , Huan Zhang , Yize Chen , Yuanyuan Shi

Electric Vehicle (EV) has become a preferable choice in the modern transportation system due to its environmental and energy sustainability. However, in many large cities, EV drivers often fail to find the proper spots for charging, because…

Machine Learning · Computer Science 2021-02-16 Weijia Zhang , Hao Liu , Fan Wang , Tong Xu , Haoran Xin , Dejing Dou , Hui Xiong
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