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More and more stock trading strategies are constructed using deep reinforcement learning (DRL) algorithms, but DRL methods originally widely used in the gaming community are not directly adaptable to financial data with low signal-to-noise…

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…

Deep reinforcement learning (DRL) has been widely studied in the portfolio management task. However, it is challenging to understand a DRL-based trading strategy because of the black-box nature of deep neural networks. In this paper, we…

Aligning generative diffusion models with human preferences via reinforcement learning (RL) is critical yet challenging. Most existing algorithms are often vulnerable to reward hacking, such as quality degradation, over-stylization, or…

Learned construction heuristics for scheduling problems have become increasingly competitive with established solvers and heuristics in recent years. In particular, significant improvements have been observed in solution approaches using…

In the last decades, visual target tracking has been one of the primary research interests of the Robotics research community. The recent advances in Deep Learning technologies have made the exploitation of visual tracking approaches…

Algorithmic trading has gained attention due to its potential for generating superior returns. This paper investigates the effectiveness of deep reinforcement learning (DRL) methods in algorithmic commodities trading. It formulates the…

Deep reinforcement learning (RL) algorithms can learn complex policies to optimize agent operation over time. RL algorithms have shown promising results in solving complicated problems in recent years. However, their application on…

The model-based power allocation algorithm has been investigated for decades, but it requires the mathematical models to be analytically tractable and it usually has high computational complexity. Recently, the data-driven model-free…

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…

Deep reinforcement learning (DRL) has been applied to a variety of problems during the past decade, and has provided effective control strategies in high-dimensional and non-linear situations that are challenging to traditional methods.…

We study constrained reinforcement learning (CRL) from a novel perspective by setting constraints directly on state density functions, rather than the value functions considered by previous works. State density has a clear physical and…

Closed-loop reservoir management (CLRM), in which history matching and production optimization are performed multiple times over the life of an asset, can provide significant improvement in the specified objective. These procedures are…

Generating asset-specific trading signals based on the financial conditions of the assets is one of the challenging problems in automated trading. Various asset trading rules are proposed experimentally based on different technical analysis…

Deep reinforcement learning (DRL) has been envisioned to have a competitive edge in quantitative finance. However, there is a steep development curve for quantitative traders to obtain an agent that automatically positions to win in the…

We present a unifying framework for designing and analysing distributional reinforcement learning (DRL) algorithms in terms of recursively estimating statistics of the return distribution. Our key insight is that DRL algorithms can be…

The electric vehicle routing problem with time windows (EVRPTW) is a complex optimization problem in sustainable logistics, where routing decisions must minimize total travel distance, fleet size, and battery usage while satisfying strict…

In the ever-changing and intricate landscape of financial markets, portfolio optimisation remains a formidable challenge for investors and asset managers. Conventional methods often struggle to capture the complex dynamics of market…

Cyber-attacks are becoming increasingly sophisticated and frequent, highlighting the importance of network intrusion detection systems. This paper explores the potential and challenges of using deep reinforcement learning (DRL) in network…

Network slicing is born as an emerging business to operators, by allowing them to sell the customized slices to various tenants at different prices. In order to provide better-performing and cost-efficient services, network slicing involves…