Related papers: A deep learning model for gas storage optimization
This paper investigates the use of Reinforcement Learning for the robust design of low-thrust interplanetary trajectories in presence of severe disturbances, modeled alternatively as Gaussian additive process noise, observation noise,…
Stock trading strategy plays a crucial role in investment companies. However, it is challenging to obtain optimal strategy in the complex and dynamic stock market. We explore the potential of deep reinforcement learning to optimize stock…
Unprecedented high volumes of data are becoming available with the growth of the advanced metering infrastructure. These are expected to benefit planning and operation of the future power system, and to help the customers transition from a…
Common approaches to control a data-center cooling system rely on approximated system/environment models that are built upon the knowledge of mechanical cooling and electrical and thermal management. These models are difficult to design and…
Being able to reason in an environment with a large number of discrete actions is essential to bringing reinforcement learning to a larger class of problems. Recommender systems, industrial plants and language models are only some of the…
Quantum machine learning has the potential for a transformative impact across industry sectors and in particular in finance. In our work we look at the problem of hedging where deep reinforcement learning offers a powerful framework for…
Maximizing storage performance in geological carbon storage (GCS) is crucial for commercial deployment, but traditional optimization demands resource-intensive simulations, posing computational challenges. This study introduces the…
Applications of deep learning to physical simulations such as Computational Fluid Dynamics have recently experienced a surge in interest, and their viability has been demonstrated in different domains. However, due to the highly complex,…
In this paper we propose a Deep Reinforcement Learning approach to solve a multimodal transportation planning problem, in which containers must be assigned to a truck or to trains that will transport them to their destination. While…
Dams impact downstream river dynamics through flow regulation and disruption of upstream-downstream linkages. However, current dam operation is far from satisfactory due to the inability to respond the complicated and uncertain dynamics of…
We adopt Deep Reinforcement Learning algorithms to design trading strategies for continuous futures contracts. Both discrete and continuous action spaces are considered and volatility scaling is incorporated to create reward functions which…
Quantum Machine Learning (QML) is considered to be one of the most promising applications of near term quantum devices. However, the optimization of quantum machine learning models presents numerous challenges arising from the imperfections…
Propose a deep learning driven multi factor investment model optimization method for risk control. By constructing a deep learning model based on Long Short Term Memory (LSTM) and combining it with a multi factor investment model, we…
With economic development, the complexity of infrastructure has increased drastically. Similarly, with the shift from fossil fuels to renewable sources of energy, there is a dire need for such systems that not only predict and forecast with…
Many real world stochastic control problems suffer from the "curse of dimensionality". To overcome this difficulty, we develop a deep learning approach that directly solves high-dimensional stochastic control problems based on Monte-Carlo…
Our work focuses on deep learning (DL) portfolio optimization, tackling challenges in long-only, multi-asset strategies across market cycles. We propose training models with limited regime data using pre-training techniques and leveraging…
The challenge of spatial resource allocation is pervasive across various domains such as transportation, industry, and daily life. As the scale of real-world issues continues to expand and demands for real-time solutions increase,…
Our work investigates the economic efficiency of the prevailing "ladder-step" investment strategy in oil and gas exploration, which advocates for the incremental acquisition of geological information throughout the project lifecycle. By…
The process of designing costmaps for off-road driving tasks is often a challenging and engineering-intensive task. Recent work in costmap design for off-road driving focuses on training deep neural networks to predict costmaps from sensory…
In order for reinforcement learning techniques to be useful in real-world decision making processes, they must be able to produce robust performance from limited data. Deep policy optimization methods have achieved impressive results on…