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Deep reinforcement learning (DRL) requires the collection of interventional data, which is sometimes expensive and even unethical in the real world, such as in the autonomous driving and the medical field. Offline reinforcement learning…

Machine Learning · Computer Science 2023-06-12 Wenxuan Zhu , Chao Yu , Qiang Zhang

In this paper, we consider Markov Decision Processes (MDPs) with error states. Error states are those states entering which is undesirable or dangerous. We define the risk with respect to a policy as the probability of entering such a state…

Machine Learning · Computer Science 2011-09-13 P. Geibel , F. Wysotzki

This paper proposes a deep learning-based optimal battery management scheme for frequency regulation (FR) by integrating model predictive control (MPC), supervised learning (SL), reinforcement learning (RL), and high-fidelity battery…

Systems and Control · Electrical Eng. & Systems 2022-01-05 Yun Li , Yixiu Wang , Yifu Chen , Kaixun Hua , Jiayang Ren , Ghazaleh Mozafari , Qiugang Lu , Yankai Cao

We introduce the DNNLikelihood, a novel framework to easily encode, through Deep Neural Networks (DNN), the full experimental information contained in complicated likelihood functions (LFs). We show how to efficiently parametrise the LF,…

High Energy Physics - Phenomenology · Physics 2020-08-26 Andrea Coccaro , Maurizio Pierini , Luca Silvestrini , Riccardo Torre

Linear Quadratic Regulator (LQR) is often combined with feedback linearization (FBL) for nonlinear systems that have the nonlinearity additive to the input. Conventional approaches estimate and cancel the nonlinearity based on the first…

Systems and Control · Electrical Eng. & Systems 2024-12-04 Takahito Fujimori

Deep reinforcement learning (RL) agents often fail to generalize to unseen environments (yet semantically similar to trained agents), particularly when they are trained on high-dimensional state spaces, such as images. In this paper, we…

Machine Learning · Computer Science 2020-02-18 Kimin Lee , Kibok Lee , Jinwoo Shin , Honglak Lee

Deep reinforcement learning (DRL) has reached super human levels in complex tasks like game solving (Go and autonomous driving). However, it remains an open question whether DRL can reach human level in applications to financial problems…

Portfolio Management · Quantitative Finance 2020-11-10 Eric Benhamou , David Saltiel , Jean-Jacques Ohana , Jamal Atif

Risk-sensitive reinforcement learning (RL) is crucial for maintaining reliable performance in high-stakes applications. While traditional RL methods aim to learn a point estimate of the random cumulative cost, distributional RL (DRL) seeks…

Machine Learning · Computer Science 2025-02-03 Minheng Xiao , Xian Yu , Lei Ying

This study addresses the challenge of optimal power allocation in stochastic wireless networks by employing a Deep Reinforcement Learning (DRL) framework. Specifically, we design a Deep Q-Network (DQN) agent capable of learning adaptive…

Networking and Internet Architecture · Computer Science 2026-01-09 Marie Diane Iradukunda , Chabi F. Elégbédé , Yaé Ulrich Gaba

We study the computational complexity of approximating general constrained Markov decision processes. Our primary contribution is the design of a polynomial time $(0,\epsilon)$-additive bicriteria approximation algorithm for finding optimal…

Data Structures and Algorithms · Computer Science 2025-02-12 Jeremy McMahan

Deep Reinforcement Learning (DRL) has achieved great success in solving complicated decision-making problems. Despite the successes, DRL is frequently criticized for many reasons, e.g., data inefficient, inflexible and intractable reward…

Machine Learning · Computer Science 2023-02-07 Weiqin Chen

This article proposes a model-based deep reinforcement learning (DRL) method to design emergency control strategies for short-term voltage stability problems in power systems. Recent advances show promising results in model-free DRL-based…

Systems and Control · Electrical Eng. & Systems 2022-12-07 Ramij R. Hossain , Tianzhixi Yin , Yan Du , Renke Huang , Jie Tan , Wenhao Yu , Yuan Liu , Qiuhua Huang

We propose a novel way to incorporate expert knowledge into the training of deep neural networks. Many approaches encode domain constraints directly into the network architecture, requiring non-trivial or domain-specific engineering. In…

Machine Learning · Computer Science 2021-11-03 Nicholas Hoernle , Rafael Michael Karampatsis , Vaishak Belle , Kobi Gal

Decoding-based regression, which reformulates regression as a sequence generation task, has emerged as a promising paradigm of applying large language models for numerical prediction. However, its progress is hindered by the misalignment…

Machine Learning · Computer Science 2025-12-09 Ming Chen , Sheng Tang , Rong-Xi Tan , Ziniu Li , Jiacheng Chen , Ke Xue , Chao Qian

Deep Convolutional Neural Networks (CNNs) are more powerful than Deep Neural Networks (DNN), as they are able to better reduce spectral variation in the input signal. This has also been confirmed experimentally, with CNNs showing…

Event-triggered control (ETC) methods can achieve high-performance control with a significantly lower number of samples compared to usual, time-triggered methods. These frameworks are often based on a mathematical model of the system and…

Systems and Control · Computer Science 2018-09-17 Dominik Baumann , Jia-Jie Zhu , Georg Martius , Sebastian Trimpe

Deep reinforcement learning (DRL) has shown remarkable success in complex autonomous driving scenarios. However, DRL models inevitably bring high memory consumption and computation, which hinders their wide deployment in resource-limited…

Machine Learning · Computer Science 2024-02-09 Wensheng Su , Zhenni Li , Minrui Xu , Jiawen Kang , Dusit Niyato , Shengli Xie

Deep Reinforcement Learning (DRL) algorithms can scale to previously intractable problems. The automation of profit generation in the stock market is possible using DRL, by combining the financial assets price "prediction" step and the…

Trading and Market Microstructure · Quantitative Finance 2022-09-20 Taylan Kabbani , Ekrem Duman

Control of a dynamical system without the knowledge of dynamics is an important and challenging task. Modern machine learning approaches, such as deep neural networks (DNNs), allow for the estimation of a dynamics model from control inputs…

Systems and Control · Electrical Eng. & Systems 2023-11-14 Suruchi Sharma , Volodymyr Makarenko , Gautam Kumar , Stas Tiomkin

Machine scheduling aims to optimize job assignments to machines while adhering to manufacturing rules and job specifications. This optimization leads to reduced operational costs, improved customer demand fulfillment, and enhanced…