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Heavy duty truck mechanical configuration is often tailor designed and built for specific truck mission requirements. This renders the precise derivation of analytical dynamical models and controls for these trucks from first principles…

Systems and Control · Electrical Eng. & Systems 2021-09-30 Saleh Albeaik , Trevor Wu , Ganeshnikhil Vurimi , Xiao-Yun Lu , Alexandre M. Bayen

The recently-introduced self-learning Monte Carlo method is a general-purpose numerical method that speeds up Monte Carlo simulations by training an effective model to propose uncorrelated configurations in the Markov chain. We implement…

Strongly Correlated Electrons · Physics 2017-10-11 Yuki Nagai , Huitao Shen , Yang Qi , Junwei Liu , Liang Fu

We present a deep reinforcement learning-based artificial intelligence agent that could provide optimized development plans given a basic description of the reservoir and rock/fluid properties with minimal computational cost. This…

Machine Learning · Computer Science 2022-07-22 Yusuf Nasir , Jincong He , Chaoshun Hu , Shusei Tanaka , Kainan Wang , XianHuan Wen

Deep learning is pervasive in our daily life, including self-driving cars, virtual assistants, social network services, healthcare services, face recognition, etc. However, deep neural networks demand substantial compute resources during…

This work focuses on the dynamic hedging of financial derivatives, where a reinforcement learning algorithm is designed to minimize the variance of the delta hedging process. In contrast to previous research in this area, we apply…

Optimization and Control · Mathematics 2023-06-21 Cong Zheng , Jiafa He , Can Yang

We present an iterative inverse reinforcement learning algorithm to infer optimal cost functions in continuous spaces. Based on a popular maximum entropy criteria, our approach iteratively finds a weight improvement step and proposes a…

Machine Learning · Computer Science 2025-05-14 Sarmad Mehrdad , Avadesh Meduri , Ludovic Righetti

The energy transition has increased the reliance on intermittent energy sources, destabilizing energy markets and causing unprecedented volatility, culminating in the global energy crisis of 2021. In addition to harming producers and…

Trading and Market Microstructure · Quantitative Finance 2023-08-07 Jonas Hanetho

We present a framework for hedging a portfolio of derivatives in the presence of market frictions such as transaction costs, market impact, liquidity constraints or risk limits using modern deep reinforcement machine learning methods. We…

Computational Finance · Quantitative Finance 2018-02-12 Hans Bühler , Lukas Gonon , Josef Teichmann , Ben Wood

Deep reinforcement learning (DRL) has recently been adopted in a wide range of physics and engineering domains for its ability to solve decision-making problems that were previously out of reach due to a combination of non-linearity and…

Computational Physics · Physics 2024-06-19 Paul Garnier , Jonathan Viquerat , Jean Rabault , Aurélien Larcher , Alexander Kuhnle , Elie Hachem

The class of deep deterministic off-policy algorithms is effectively applied to solve challenging continuous control problems. Current approaches commonly utilize random noise as an exploration method, which has several drawbacks, including…

Machine Learning · Computer Science 2024-05-07 Igor Kuznetsov

Discrete optimization belongs to the set of $\mathcal{NP}$-hard problems, spanning fields such as mixed-integer programming and combinatorial optimization. A current standard approach to solving convex discrete optimization problems is the…

Machine Learning · Computer Science 2024-02-28 Kyle Mana , Fernando Acero , Stephen Mak , Parisa Zehtabi , Michael Cashmore , Daniele Magazzeni , Manuela Veloso

Maneuver decision-making can be regarded as a Markov decision process and can be address by reinforcement learning. However, original reinforcement learning algorithms can hardly solve the maneuvering decision-making problem. One reason is…

Artificial Intelligence · Computer Science 2023-09-19 Zhang Hong-Peng

Recently, mobile robots have become important tools in various industries, especially in logistics. Deep reinforcement learning emerged as an alternative planning method to replace overly conservative approaches and promises more efficient…

Robotics · Computer Science 2021-09-27 Linh Kästner , Teham Buiyan , Xinlin Zhao , Lei Jiao , Zhengcheng Shen , Jens Lambrecht

Traditional controllers have limitations as they rely on prior knowledge about the physics of the problem, require modeling of dynamics, and struggle to adapt to abnormal situations. Deep reinforcement learning has the potential to address…

Machine Learning · Computer Science 2023-10-24 Ammar N. Abbas , Georgios C. Chasparis , John D. Kelleher

In-memory deep learning computes neural network models where they are stored, thus avoiding long distance communication between memory and computation units, resulting in considerable savings in energy and time. In-memory deep learning has…

Machine Learning · Computer Science 2021-12-02 Zhehui Wang , Tao Luo , Rick Siow Mong Goh , Wei Zhang , Weng-Fai Wong

In distributed optimization, the practical problem-solving performance is essentially sensitive to algorithm selection, parameter setting, problem type and data pattern. Thus, it is often laborious to acquire a highly efficient method for a…

Optimization and Control · Mathematics 2024-01-04 Daokuan Zhu , Tianqi Xu , Jie Lu

The objective of this paper is to design novel multi-layer neural network architectures for multiscale simulations of flows taking into account the observed data and physical modeling concepts. Our approaches use deep learning concepts…

Numerical Analysis · Mathematics 2018-06-14 Yating Wang , Siu Wun Cheung , Eric T. Chung , Yalchin Efendiev , Min Wang

A major goal of materials design is to find material structures with desired properties and in a second step to find a processing path to reach one of these structures. In this paper, we propose and investigate a deep reinforcement learning…

Machine Learning · Computer Science 2021-07-09 Johannes Dornheim , Lukas Morand , Samuel Zeitvogel , Tarek Iraki , Norbert Link , Dirk Helm

We propose a simple, practical and intuitive approach to improve the performance of a conventional controller in uncertain environments using deep reinforcement learning while maintaining safe operation. Our approach is motivated by the…

Systems and Control · Electrical Eng. & Systems 2021-10-07 Tom Staessens , Tom Lefebvre , Guillaume Crevecoeur

Dynamic dispatching is one of the core problems for operation optimization in traditional industries such as mining, as it is about how to smartly allocate the right resources to the right place at the right time. Conventionally, the…

Machine Learning · Computer Science 2020-08-26 Chi Zhang , Philip Odonkor , Shuai Zheng , Hamed Khorasgani , Susumu Serita , Chetan Gupta