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This scientific research paper presents an innovative approach based on deep reinforcement learning (DRL) to solve the algorithmic trading problem of determining the optimal trading position at any point in time during a trading activity in…

Trading and Market Microstructure · Quantitative Finance 2022-06-06 Thibaut Théate , Damien Ernst

Reinforcement learning (RL) methods often rely on massive exploration data to search optimal policies, and suffer from poor sampling efficiency. This paper presents a mixed reinforcement learning (mixed RL) algorithm by simultaneously using…

Systems and Control · Electrical Eng. & Systems 2020-03-03 Yao Mu , Shengbo Eben Li , Chang Liu , Qi Sun , Bingbing Nie , Bo Cheng , Baiyu Peng

Deep reinforcement learning (DRL) has demonstrated its potential in solving complex manufacturing decision-making problems, especially in a context where the system learns over time with actual operation in the absence of training data. One…

Machine Learning · Computer Science 2023-04-14 Miguel Neves , Pedro Neto

Understanding customer movement within retail spaces is essential for optimizing store layouts. Real-world trajectory data can provide highly accurate insights, but collecting it is costly and often infeasible for many retailers. Heuristics…

Machine Learning · Computer Science 2026-05-19 Ken Ming Lee , Paul Barde , Maxime C. Cohen , Derek Nowrouzezahrai

In recent years deep reinforcement learning (RL) systems have attained superhuman performance in a number of challenging task domains. However, a major limitation of such applications is their demand for massive amounts of training data. A…

In sequential decision-making problems, Return-Conditioned Supervised Learning (RCSL) has gained increasing recognition for its simplicity and stability in modern decision-making tasks. Unlike traditional offline reinforcement learning (RL)…

Machine Learning · Computer Science 2025-06-11 Zhishuai Liu , Yu Yang , Ruhan Wang , Pan Xu , Dongruo Zhou

This study addresses a gap in the utilization of Reinforcement Learning (RL) and Machine Learning (ML) techniques in solving the Stochastic Vehicle Routing Problem (SVRP) that involves the challenging task of optimizing vehicle routes under…

Artificial Intelligence · Computer Science 2023-11-15 Zangir Iklassov , Ikboljon Sobirov , Ruben Solozabal , Martin Takac

In recent years, deep reinforcement learning (DRL) has gained traction for solving the NP-hard traveling salesman problem (TSP). However, limited attention has been given to the close-enough TSP (CETSP), primarily due to the challenge…

Machine Learning · Computer Science 2025-10-06 Mingfeng Fan , Jiaqi Cheng , Yaoxin Wu , Yifeng Zhang , Yibin Yang , Guohua Wu , Guillaume Sartoretti

Reinforcement Learning (RL) is a popular machine learning paradigm where intelligent agents interact with the environment to fulfill a long-term goal. Driven by the resurgence of deep learning, Deep RL (DRL) has witnessed great success over…

Machine Learning · Computer Science 2025-09-01 Yunpeng Qing , Shunyu Liu , Jie Song , Yang Zhou , Kaixuan Chen , Huiqiong Wang , Mingli Song

The Flexible Job-shop Scheduling Problem (FJSP) is a classical combinatorial optimization problem that has a wide-range of applications in the real world. In order to generate fast and accurate scheduling solutions for FJSP, various deep…

Machine Learning · Computer Science 2025-09-10 Xinquan Wu , Xuefeng Yan , Mingqiang Wei , Donghai Guan

In recent years, challenging control problems became solvable with deep reinforcement learning (RL). To be able to use RL for large-scale real-world applications, a certain degree of reliability in their performance is necessary. Reported…

Machine Learning · Computer Science 2020-11-11 Nirnai Rao , Elie Aljalbout , Axel Sauer , Sami Haddadin

Safety is critical when applying reinforcement learning (RL) to real-world problems. As a result, safe RL has emerged as a fundamental and powerful paradigm for optimizing an agent's policy while incorporating notions of safety. A prevalent…

Machine Learning · Computer Science 2024-05-09 Akifumi Wachi , Xun Shen , Yanan Sui

The Traveling Salesman Problem (TSP) is a well-known NP-hard combinatorial optimization problem with wide-ranging applications in logistics, routing, and intelligent systems. Due to its factorial complexity, solving large-scale instances…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-05-27 Rabab Alkhalifa , Fatima Alkhomayes , Boushra Almazroua , Dana Alhaidan , Maryam Alothman , Jumana Almuhaidib

This study proposes an end-to-end framework for solving multi-objective optimization problems (MOPs) using Deep Reinforcement Learning (DRL), that we call DRL-MOA. The idea of decomposition is adopted to decompose the MOP into a set of…

Neural and Evolutionary Computing · Computer Science 2020-04-28 Kaiwen Li , Tao Zhang , Rui Wang

Solving job shop scheduling problems (JSSPs) with a fixed strategy, such as a priority dispatching rule, may yield satisfactory results for several problem instances but, nevertheless, insufficient results for others. From this…

Artificial Intelligence · Computer Science 2023-05-18 Constantin Waubert de Puiseau , Hasan Tercan , Tobias Meisen

Reinforcement learning (RL) combines a control problem with statistical estimation: The system dynamics are not known to the agent, but can be learned through experience. A recent line of research casts `RL as inference' and suggests a…

Machine Learning · Computer Science 2020-11-05 Brendan O'Donoghue , Ian Osband , Catalin Ionescu

Reinforcement learning (RL) is concerned with how intelligence agents take actions in a given environment to maximize the cumulative reward they receive. In healthcare, applying RL algorithms could assist patients in improving their health…

Machine Learning · Statistics 2025-04-21 Chengchun Shi

Reinforcement learning (RL) is a framework to optimize a control policy using rewards that are revealed by the system as a response to a control action. In its standard form, RL involves a single agent that uses its policy to accomplish a…

Systems and Control · Electrical Eng. & Systems 2021-11-24 Juan Cervino , Juan Andres Bazerque , Miguel Calvo-Fullana , Alejandro Ribeiro

Reinforcement Learning (RL) has emerged as a powerful paradigm for sequential decision-making and has attracted growing interest across various domains, particularly following the advent of Deep Reinforcement Learning (DRL) in 2015.…

Software Engineering · Computer Science 2025-07-18 Dong Wang , Hanmo You , Lingwei Zhu , Kaiwei Lin , Zheng Chen , Chen Yang , Junji Yu , Zan Wang , Junjie Chen

End-to-end training of neural network solvers for graph combinatorial optimization problems such as the Travelling Salesperson Problem (TSP) have seen a surge of interest recently, but remain intractable and inefficient beyond graphs with…

Machine Learning · Computer Science 2022-05-26 Chaitanya K. Joshi , Quentin Cappart , Louis-Martin Rousseau , Thomas Laurent
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