Related papers: Deep Reinforcement Learning for Portfolio Optimiza…
This paper introduces a deep reinforcement learning (RL) framework for optimizing the operations of power plants pairing renewable energy with storage. The objective is to maximize revenue from energy markets while minimizing storage…
Portfolio management (PM) is a fundamental financial trading task, which explores the optimal periodical reallocation of capitals into different stocks to pursue long-term profits. Reinforcement learning (RL) has recently shown its…
Order picking is a pivotal operation in warehouses that directly impacts overall efficiency and profitability. This study addresses the dynamic order picking problem, a significant concern in modern warehouse management, where real-time…
This paper presents a Quantum Reinforcement Learning (QRL) solution to the dynamic portfolio optimization problem based on Variational Quantum Circuits. The implemented QRL approaches are quantum analogues of the classical…
The paper explores the use of Deep Reinforcement Learning (DRL) in stock market trading, focusing on two algorithms: Double Deep Q-Network (DDQN) and Proximal Policy Optimization (PPO) and compares them with Buy and Hold benchmark. It…
The development of a reliable subgrid-scale (SGS) model for large-eddy simulation (LES) is of great importance for many scientific and engineering applications. Recently, deep learning approaches have been tested for this purpose using…
Skills have been introduced to offline reinforcement learning (RL) as temporal abstractions to tackle complex, long-horizon tasks, promoting consistent behavior and enabling meaningful exploration. While skills in offline RL are…
This paper introduces a novel agent-based approach for enhancing existing portfolio strategies using Proximal Policy Optimization (PPO). Rather than focusing solely on traditional portfolio construction, our approach aims to improve an…
Deep reinforcement learning (DRL) has emerged as a powerful framework for solving sequential decision-making problems, achieving remarkable success in a wide range of applications, including game AI, autonomous driving, biomedicine, and…
Reinforcement learning has been increasingly applied in monitoring applications because of its ability to learn from previous experiences and can make adaptive decisions. However, existing machine learning-based health monitoring…
A diversified risk-adjusted time-series momentum (TSMOM) portfolio can deliver substantial abnormal returns and offer some degree of tail risk protection during extreme market events. The performance of existing TSMOM strategies, however,…
In this paper, we implement three state-of-art continuous reinforcement learning algorithms, Deep Deterministic Policy Gradient (DDPG), Proximal Policy Optimization (PPO) and Policy Gradient (PG)in portfolio management. All of them are…
Reinforcement Learning (RL) remains a central optimisation framework in machine learning. Although RL agents can converge to optimal solutions, the definition of ``optimality'' depends on the environment's statistical properties. The…
Recent advances in Large Language Model (LLM) agents have demonstrated their promising general capabilities. However, their performance in specialized real-world domains often degrades due to challenges in effectively integrating external…
Effective feature selection, representation and transformation are principal steps in machine learning to improve prediction accuracy, model generalization and computational efficiency. Reinforcement learning provides a new perspective…
The integration of distributed energy resources (DER) has escalated the challenge of voltage magnitude regulation in distribution networks. Traditional model-based approaches, which rely on complex sequential mathematical formulations,…
We present an approach for reconfiguration of dynamic visual sensor networks with deep reinforcement learning (RL). Our RL agent uses a modified asynchronous advantage actor-critic framework and the recently proposed Relational Network…
Resource allocation plays a critical role in minimizing cycle time and improving the efficiency of business processes. Recently, Deep Reinforcement Learning (DRL) has emerged as a powerful technique to optimize resource allocation policies…
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…
Reinforcement learning (RL) is an innovative approach to financial decision making, offering specialized solutions to complex investment problems where traditional methods fail. This review analyzes 167 articles from 2017--2025, focusing on…