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Reinforcement learning (RL) excels in various applications but struggles in dynamic environments where the underlying Markov decision process evolves. Continual reinforcement learning (CRL) enables RL agents to continually learn and adapt…

Machine Learning · Computer Science 2025-12-23 Xue Yang , Michael Schukat , Junlin Lu , Patrick Mannion , Karl Mason , Enda Howley

Reinforcement learning (RL) based investment strategies have been widely adopted in portfolio management (PM) in recent years. Nevertheless, most RL-based approaches may often emphasize on pursuing returns while ignoring the risks of the…

Portfolio Management · Quantitative Finance 2023-06-13 Zhenglong Li , Hejun Huang , Vincent Tam

With the development of deep learning, Dynamic Portfolio Optimization (DPO) problem has received a lot of attention in recent years, not only in the field of finance but also in the field of deep learning. Some advanced research in recent…

Computational Engineering, Finance, and Science · Computer Science 2025-01-16 Runsheng Lin , Zihan Xing , Mingze Ma , Raymond S. T. Lee

This paper introduces a deep reinforcement learning (RL) framework for optimizing the operations of power plants pairing renewable energy with storage. The objective is to maximize revenue from energy markets while minimizing storage…

Machine Learning · Computer Science 2023-06-16 Lucien Werner , Peeyush Kumar

In recent years, Artificial Neural Networks (ANNs) and Deep Learning have become increasingly popular across a wide range of scientific and technical fields, including Fluid Mechanics. While it will take time to fully grasp the…

Fluid Dynamics · Physics 2020-01-09 Jean Rabault , Feng Ren , Wei Zhang , Hui Tang , Hui Xu

Deep reinforcement learning (DRL) has recently shown its success in tackling complex combinatorial optimization problems. When these problems are extended to multiobjective ones, it becomes difficult for the existing DRL approaches to…

Artificial Intelligence · Computer Science 2022-02-15 Zizhen Zhang , Zhiyuan Wu , Hang Zhang , Jiahai Wang

The paper explores the use of Deep Reinforcement Learning (DRL) in stock market trading, focusing on two algorithms: Double Deep Q-Network (DDQN) and Proximal Policy Optimization (PPO) and compares them with Buy and Hold benchmark. It…

Trading and Market Microstructure · Quantitative Finance 2025-06-06 Jędrzej Maskiewicz , Paweł Sakowski

Many existing traffic signal controllers are either simple adaptive controllers based on sensors placed around traffic intersections, or optimized by traffic engineers on a fixed schedule. Optimizing traffic controllers is time consuming…

Systems and Control · Electrical Eng. & Systems 2019-11-15 Kai Liang Tan , Subhadipto Poddar , Anuj Sharma , Soumik Sarkar

Next generation wireless networks are expected to be extremely complex due to their massive heterogeneity in terms of the types of network architectures they incorporate, the types and numbers of smart IoT devices they serve, and the types…

Signal Processing · Electrical Eng. & Systems 2022-03-14 Abdulmalik Alwarafy , Mohamed Abdallah , Bekir Sait Ciftler , Ala Al-Fuqaha , Mounir Hamdi

Typical deep reinforcement learning (DRL) agents for dynamic portfolio optimization learn the factors influencing portfolio return and risk by analyzing the output values of the reward function while adjusting portfolio weights within the…

Machine Learning · Computer Science 2025-04-17 Ruoyu Sun , Angelos Stefanidis , Zhengyong Jiang , Jionglong Su

Deep Reinforcement Learning (DRL) connects the classic Reinforcement Learning algorithms with Deep Neural Networks. A problem in DRL is that CNNs are black-boxes and it is hard to understand the decision-making process of agents. In order…

Machine Learning · Computer Science 2020-12-03 Matthias Rosynski , Frank Kirchner , Matias Valdenegro-Toro

Exploiting unmanned aerial vehicles (UAVs) to execute tasks is gaining growing popularity recently. To solve the underlying task scheduling problem, the deep reinforcement learning (DRL) based methods demonstrate notable advantage over the…

Machine Learning · Computer Science 2023-06-07 Xiao Mao , Zhiguang Cao , Mingfeng Fan , Guohua Wu , Witold Pedrycz

Deep Reinforcement Learning (DRL) techniques have been successfully applied for solving complex decision-making and control tasks in multiple fields including robotics, autonomous driving, healthcare and natural language processing. The…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-08-07 Amanda Jayanetti , Saman Halgamuge , Rajkumar Buyya

General game testing relies on the use of human play testers, play test scripting, and prior knowledge of areas of interest to produce relevant test data. Using deep reinforcement learning (DRL), we introduce a self-learning mechanism to…

Machine Learning · Computer Science 2021-03-31 Joakim Bergdahl , Camilo Gordillo , Konrad Tollmar , Linus Gisslén

Deep reinforcement learning (DRL) has achieved groundbreaking successes in a wide variety of robotic applications. A natural consequence is the adoption of this paradigm for safety-critical tasks, where human safety and expensive hardware…

Robotics · Computer Science 2022-06-22 Davide Corsi , Raz Yerushalmi , Guy Amir , Alessandro Farinelli , David Harel , Guy Katz

Deep Reinforcement Learning (DRL) and Evolution Strategies (ESs) have surpassed human-level control in many sequential decision-making problems, yet many open challenges still exist. To get insights into the strengths and weaknesses of DRL…

Recently, deep reinforcement learning (DRL)-based approach has shown promisein solving complex decision and control problems in power engineering domain.In this paper, we present an in-depth analysis of DRL-based voltage control fromaspects…

Artificial Intelligence · Computer Science 2020-12-25 Xiren Zhou , Siqi Wang , Ruisheng Diao , Desong Bian , Jiahui Duan , Di Shi

The scale of Internet-connected systems has increased considerably, and these systems are being exposed to cyber attacks more than ever. The complexity and dynamics of cyber attacks require protecting mechanisms to be responsive, adaptive,…

Cryptography and Security · Computer Science 2021-11-03 Thanh Thi Nguyen , Vijay Janapa Reddi

Deep reinforcement learning (DRL) has recently emerged as a promising tool for Dynamic Algorithm Configuration (DAC), enabling evolutionary algorithms to adapt their parameters online rather than relying on static tuned configurations.…

Optimization and Control · Mathematics 2026-04-03 Andrea Mencaroni , Robbert Reijnen , Yingqian Zhang , Dieter Claeys

We are interested in the optimal scheduling of a collection of multi-component application jobs in an edge computing system that consists of geo-distributed edge computing nodes connected through a wide area network. The scheduling and…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-01-24 Zhi Cao , Honggang Zhang , Yu Cao , Benyuan Liu
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