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Many reinforcement learning (RL) tasks have specific properties that can be leveraged to modify existing RL algorithms to adapt to those tasks and further improve performance, and a general class of such properties is the multiple reward…

Machine Learning · Computer Science 2019-11-07 Zichuan Lin , Li Zhao , Derek Yang , Tao Qin , Guangwen Yang , Tie-Yan Liu

Deep reinforcement learning (DRL) provides a promising way for learning navigation in complex autonomous driving scenarios. However, identifying the subtle cues that can indicate drastically different outcomes remains an open problem with…

Machine Learning · Computer Science 2021-03-25 Xiaobai Ma , Jiachen Li , Mykel J. Kochenderfer , David Isele , Kikuo Fujimura

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.…

Machine Learning · Computer Science 2023-07-19 Vikram Duvvur , Aashay Mehta , Edward Sun , Bo Wu , Ken Yew Chan , Jeff Schneider

A multi-agent deep reinforcement learning (DRL)-based model is presented in this study to reconstruct flow fields from noisy data. A combination of the reinforcement learning with pixel-wise rewards (PixelRL), physical constraints…

Fluid Dynamics · Physics 2023-09-28 Mustafa Z. Yousif , Meng Zhang , Yifan Yang , Haifeng Zhou , Linqi Yu , HeeChang Lim

The optimal dispatch of energy storage systems (ESSs) presents formidable challenges due to the uncertainty introduced by fluctuations in dynamic prices, demand consumption, and renewable-based energy generation. By exploiting the…

Systems and Control · Electrical Eng. & Systems 2023-07-27 Shengren Hou , Edgar Mauricio Salazar Duque , Peter Palensky , Pedro P. Vergara

Quantifying the value of data is a fundamental problem in machine learning. Data valuation has multiple important use cases: (1) building insights about the learning task, (2) domain adaptation, (3) corrupted sample discovery, and (4)…

Machine Learning · Computer Science 2019-09-27 Jinsung Yoon , Sercan O. Arik , Tomas Pfister

This paper sets forth a framework for deep reinforcement learning as applied to market making (DRLMM) for cryptocurrencies. Two advanced policy gradient-based algorithms were selected as agents to interact with an environment that…

Trading and Market Microstructure · Quantitative Finance 2019-11-21 Jonathan Sadighian

Incorporating various modes of information into the machine learning procedure is becoming a new trend. And data from various source can provide more information than single one no matter they are heterogeneous or homogeneous. Existing deep…

Computer Vision and Pattern Recognition · Computer Science 2018-11-28 Xiao Wang , Tao Sun , Rui Yang , Chenglong Li , Bin Luo , Jin Tang

The application of Deep Reinforcement Learning (DRL) to inventory management is an emerging field. However, traditional DRL algorithms, originally developed for diverse domains such as game-playing and robotics, may not be well-suited for…

Machine Learning · Computer Science 2025-06-04 Tarkan Temizöz , Christina Imdahl , Remco Dijkman , Douniel Lamghari-Idrissi , Willem van Jaarsveld

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…

Networking and Internet Architecture · Computer Science 2018-11-22 Rongpeng Li , Zhifeng Zhao , Qi Sun , Chi-Lin I , Chenyang Yang , Xianfu Chen , Minjian Zhao , Honggang Zhang

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…

Cryptography and Security · Computer Science 2026-03-03 Wanrong Yang , Alberto Acuto , Yihang Zhou , Dominik Wojtczak

Deep reinforcement learning (DRL) brings the power of deep neural networks to bear on the generic task of trial-and-error learning, and its effectiveness has been convincingly demonstrated on tasks such as Atari video games and the game of…

Artificial Intelligence · Computer Science 2016-10-04 Marta Garnelo , Kai Arulkumaran , Murray Shanahan

Over the past decades, researchers have been pushing the limits of Deep Reinforcement Learning (DRL). Although DRL has attracted substantial interest from practitioners, many are blocked by having to search through a plethora of available…

Mathematical Finance · Quantitative Finance 2023-10-05 Sophia Gu

This article develops a deep reinforcement learning (Deep-RL) framework for dynamic pricing on managed lanes with multiple access locations and heterogeneity in travelers' value of time, origin, and destination. This framework relaxes…

Systems and Control · Electrical Eng. & Systems 2021-01-28 Venktesh Pandey , Evana Wang , Stephen D. Boyles

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…

Model-Free Reinforcement Learning (RL) algorithms either learn how to map states to expected rewards or search for policies that can maximize a certain performance function. Model-Based algorithms instead, aim to learn an approximation of…

Machine Learning · Computer Science 2024-11-19 Juan Cardenas-Cartagena , Massimiliano Falzari , Marco Zullich , Matthia Sabatelli

Reinforcement learning (RL), particularly its combination with deep neural networks referred to as deep RL (DRL), has shown tremendous promise across a wide range of applications, suggesting its potential for enabling the development of…

Robotics · Computer Science 2024-09-17 Chen Tang , Ben Abbatematteo , Jiaheng Hu , Rohan Chandra , Roberto Martín-Martín , Peter Stone

Deep reinforcement learning (DRL) is a promising way to achieve human-like autonomous driving. However, the low sample efficiency and difficulty of designing reward functions for DRL would hinder its applications in practice. In light of…

Robotics · Computer Science 2021-10-29 Zhiyu Huang , Jingda Wu , Chen Lv

Learning a predictive model of the mean return, or value function, plays a critical role in many reinforcement learning algorithms. Distributional reinforcement learning (DRL) has been shown to improve performance by modeling the value…

Machine Learning · Computer Science 2025-07-08 Ju-Seung Byun , Andrew Perrault

The inherent volatility and dynamic fluctuations within the financial stock market underscore the necessity for investors to employ a comprehensive and reliable approach that integrates risk management strategies, market trends, and the…

Trading and Market Microstructure · Quantitative Finance 2024-11-13 Alhassan S. Yasin , Prabdeep S. Gill
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