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Dynamic hedging is a financial strategy that consists in periodically transacting one or multiple financial assets to offset the risk associated with a correlated liability. Deep Reinforcement Learning (DRL) algorithms have been used to…

Computational Finance · Quantitative Finance 2025-04-18 Andrei Neagu , Frédéric Godin , Leila Kosseim

Evolutionary Reinforcement Learning (ERL) that applying Evolutionary Algorithms (EAs) to optimize the weight parameters of Deep Neural Network (DNN) based policies has been widely regarded as an alternative to traditional reinforcement…

Neural and Evolutionary Computing · Computer Science 2023-02-01 Lan Tang , Xiaxi Li , Jinyuan Zhang , Guiying Li , Peng Yang , Ke Tang

Deep Reinforcement Learning (DRL) is regarded as a promising tool for optical network optimization. However, the flexibility and efficiency of current DRL-based solutions for optical network optimization require further improvement.…

Networking and Internet Architecture · Computer Science 2024-06-25 Siyuan Li , Xi Lin , Yaju Liu , Gaolei Li , Jianhua Li

While reinforcement learning methods such as Group Relative Preference Optimization (GRPO) have significantly enhanced Large Language Models, adapting them to diffusion models remains challenging. In particular, GRPO demands a stochastic…

Machine Learning · Computer Science 2025-10-10 Yihong Luo , Tianyang Hu , Jing Tang

Branch-and-bound is a systematic enumerative method for combinatorial optimization, where the performance highly relies on the variable selection strategy. State-of-the-art handcrafted heuristic strategies suffer from relatively slow…

Machine Learning · Computer Science 2022-06-15 Tianyu Zhang , Amin Banitalebi-Dehkordi , Yong Zhang

Reinforcement learning (RL) has advanced greatly in the past few years with the employment of effective deep neural networks (DNNs) on the policy networks. With the great effectiveness came serious vulnerability issues with DNNs that small…

Machine Learning · Computer Science 2018-07-06 Edgar Tretschk , Seong Joon Oh , Mario Fritz

Deep reinforcement learning (DRL) has recently been used to perform efficient resource allocation in wireless communications. In this paper, the vulnerabilities of such DRL agents to adversarial attacks is studied. In particular, we…

Machine Learning · Computer Science 2021-05-13 Feng Wang , M. Cenk Gursoy , Senem Velipasalar

Reinforcement Learning (RL) offers a fundamental framework for discovering optimal action strategies through interactions within unknown environments. Recent advancement have shown that the performance and applicability of RL can…

Machine Learning · Computer Science 2024-09-04 So Nakashima , Tetsuya J. Kobayashi

Deep neural networks have been shown to perform well in many classical machine learning problems, especially in image classification tasks. However, researchers have found that neural networks can be easily fooled, and they are surprisingly…

Computer Vision and Pattern Recognition · Computer Science 2019-05-24 Huaxia Wang , Chun-Nam Yu

Deep Reinforcement Learning (DRL) aims to create intelligent agents that can learn to solve complex problems efficiently in a real-world environment. Typically, two learning goals: adaptation and generalization are used for baselining DRL…

Machine Learning · Computer Science 2022-02-18 Pamul Yadav , Ashutosh Mishra , Junyong Lee , Shiho Kim

The navigation problem is classically approached in two steps: an exploration step, where map-information about the environment is gathered; and an exploitation step, where this information is used to navigate efficiently. Deep…

Robotics · Computer Science 2019-01-08 Vikas Dhiman , Shurjo Banerjee , Brent Griffin , Jeffrey M Siskind , Jason J Corso

The deep reinforcement learning (DRL) based Volt-VAR optimization (VVO) methods have been widely studied for active distribution networks (ADNs). However, most of them lack safety guarantees in terms of power injection uncertainties due to…

Systems and Control · Electrical Eng. & Systems 2024-09-30 Zhengrong Chen , Siyao Cai , A. P. Sakis Meliopoulos

This paper presents a novel deep learning based data-driven optimization method. A novel generative adversarial network (GAN) based data-driven distributionally robust chance constrained programming framework is proposed. GAN is applied to…

Optimization and Control · Mathematics 2020-05-12 Shipu Zhao , Fengqi You

Deep reinforcement learning (DRL) policies have been shown to be deceived by perturbations (e.g., random noise or intensional adversarial attacks) on state observations that appear at test time but are unknown during training. To increase…

Machine Learning · Computer Science 2020-12-25 Xinghua Qu , Yew-Soon Ong , Abhishek Gupta , Zhu Sun

Deep Reinforcement Learning (DRL) algorithms are known to be data inefficient. One reason is that a DRL agent learns both the feature and the policy tabula rasa. Integrating prior knowledge into DRL algorithms is one way to improve learning…

Machine Learning · Computer Science 2019-04-05 Gabriel V. de la Cruz , Yunshu Du , Matthew E. Taylor

The objective of pose SLAM or pose-graph optimization (PGO) is to estimate the trajectory of a robot given odometric and loop closing constraints. State-of-the-art iterative approaches typically involve the linearization of a non-convex…

Robotics · Computer Science 2022-03-01 Nikolaos Kourtzanidis , Sajad Saeedi

In the coming years, the satellite broadband market will experience significant increases in the service demand, especially for the mobility sector, where demand is burstier. Many of the next generation of satellites will be equipped with…

Signal Processing · Electrical Eng. & Systems 2019-06-04 Juan Jose Garau Luis , Markus Guerster , Inigo del Portillo , Edward Crawley , Bruce Cameron

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

The recent remarkable progress of deep reinforcement learning (DRL) stands on regularization of policy for stable and efficient learning. A popular method, named proximal policy optimization (PPO), has been introduced for this purpose. PPO…

Machine Learning · Computer Science 2023-07-04 Taisuke Kobayashi

Reinforcement Learning (RL) has achieved remarkable success in sequential decision tasks. However, recent studies have revealed the vulnerability of RL policies to different perturbations, raising concerns about their effectiveness and…

Machine Learning · Computer Science 2025-07-08 Buqing Nie , Yangqing Fu , Jingtian Ji , Yue Gao
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