Related papers: AAMDRL: Augmented Asset Management with Deep Reinf…
Portfolio management is a fundamental problem in finance. It involves periodic reallocations of assets to maximize the expected returns within an appropriate level of risk exposure. Deep reinforcement learning (RL) has been considered a…
Although Deep Reinforcement Learning (DRL) and Large Language Models (LLMs) each show promise in addressing decision-making challenges in autonomous driving, DRL often suffers from high sample complexity, while LLMs have difficulty ensuring…
We propose an adversarial deep reinforcement learning (ADRL) algorithm for high-dimensional stochastic control problems. Inspired by the information relaxation duality, ADRL reformulates the control problem as a min-max optimization between…
Control theory provides engineers with a multitude of tools to design controllers that manipulate the closed-loop behavior and stability of dynamical systems. These methods rely heavily on insights about the mathematical model governing the…
Deep reinforcement learning (DRL) algorithms can suffer from modeling errors between the simulation and the real world. Many studies use adversarial learning to generate perturbation during training process to model the discrepancy and…
We present a novel algorithm (DeepMNavigate) for global multi-agent navigation in dense scenarios using deep reinforcement learning (DRL). Our approach uses local and global information for each robot from motion information maps. We use a…
The use of machine learning in algorithmic trading systems is increasingly common. In a typical set-up, supervised learning is used to predict the future prices of assets, and those predictions drive a simple trading and execution strategy.…
Deep Reinforcement Learning (DRL) has achieved remarkable success in complex sequential decision-making tasks, such as playing Atari 2600 games and mastering board games. A critical yet underexplored aspect of DRL is the temporal scale of…
Continuous reinforcement learning such as DDPG and A3C are widely used in robot control and autonomous driving. However, both methods have theoretical weaknesses. While DDPG cannot control noises in the control process, A3C does not satisfy…
We study the robustness of reinforcement learning (RL) with adversarially perturbed state observations, which aligns with the setting of many adversarial attacks to deep reinforcement learning (DRL) and is also important for rolling out…
Reinforcement learning is a machine learning approach concerned with solving dynamic optimization problems in an almost model-free way by maximizing a reward function in state and action spaces. This property makes it an exciting area of…
Deep reinforcement learning (DRL) is a machine learning-based method suited for complex and high-dimensional control problems. In this study, a real-time control system based on DRL is developed for long-term voltage stability events. The…
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".…
The market for domestic robots made to perform household chores is growing as these robots relieve people of everyday responsibilities. Domestic robots are generally welcomed for their role in easing human labor, in contrast to industrial…
This paper contributes to the existing literature on hedging American options with Deep Reinforcement Learning (DRL). The study first investigates hyperparameter impact on hedging performance, considering learning rates, training episodes,…
This paper proposes a Deep Reinforcement Learning algorithm for financial portfolio trading based on Deep Q-learning. The algorithm is capable of trading high-dimensional portfolios from cross-sectional datasets of any size which may…
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…
In recent years, a wide range of investment models have been created using artificial intelligence. Automatic trading by artificial intelligence can expand the range of trading methods, such as by conferring the ability to operate 24 hours…
Deep Reinforcement Learning (DRL) and Deep Multi-agent Reinforcement Learning (MARL) have achieved significant successes across a wide range of domains, including game AI, autonomous vehicles, robotics, and so on. However, DRL and deep MARL…
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…