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This paper tackles the challenge of learning non-Markovian optimal execution strategies in dynamic financial markets. We introduce a novel actor-critic algorithm based on Deep Deterministic Policy Gradient (DDPG) to address this issue, with…

Machine Learning · Computer Science 2024-10-18 Alessandro Micheli , Mélodie Monod

We present a novel technique called Dynamic Experience Replay (DER) that allows Reinforcement Learning (RL) algorithms to use experience replay samples not only from human demonstrations but also successful transitions generated by RL…

Artificial Intelligence · Computer Science 2020-10-19 Jieliang Luo , Hui Li

The fifth generation (5G) of wireless networks is set out to meet the stringent requirements of vehicular use cases. Edge computing resources can aid in this direction by moving processing closer to end-users, reducing latency. However,…

Machine Learning · Computer Science 2025-07-01 Cyril Shih-Huan Hsu , Jorge Martín-Pérez , Chrysa Papagianni , Paola Grosso

A residual deep reinforcement learning (RDRL) approach is proposed by integrating DRL with model-based optimization for inverter-based volt-var control in active distribution networks when the accurate power flow model is unknown. RDRL…

Systems and Control · Electrical Eng. & Systems 2024-08-14 Qiong Liu , Ye Guo , Lirong Deng , Haotian Liu , Dongyu Li , Hongbin Sun

Federal Energy Regulatory Commission (FERC) Orders 841 and 2222 have recommended that distributed energy resources (DERs) should participate in energy and reserve markets; therefore, a mechanism needs to be developed to facilitate DERs'…

Systems and Control · Electrical Eng. & Systems 2023-05-09 Mukesh Gautam , Rakib Hossain , Mohammad MansourLakouraj , Narayan Bhusal , Mohammed Benidris , Hanif Livani

We propose a new class of deep reinforcement learning (RL) algorithms that model latent representations in hyperbolic space. Sequential decision-making requires reasoning about the possible future consequences of current behavior.…

Machine Learning · Computer Science 2022-10-05 Edoardo Cetin , Benjamin Chamberlain , Michael Bronstein , Jonathan J Hunt

Maze navigation is a fundamental challenge in robotics, requiring agents to traverse complex environments efficiently. While the Deep Deterministic Policy Gradient (DDPG) algorithm excels in control tasks, its performance in maze navigation…

Robotics · Computer Science 2025-08-08 Wenjie Hu , Ye Zhou , Hann Woei Ho

This article leverages deep reinforcement learning (DRL) to hedge American put options, utilizing the deep deterministic policy gradient (DDPG) method. The agents are first trained and tested with Geometric Brownian Motion (GBM) asset paths…

Risk Management · Quantitative Finance 2024-05-14 Reilly Pickard , Finn Wredenhagen , Julio DeJesus , Mario Schlener , Yuri Lawryshyn

This article proposes a model-based deep reinforcement learning (DRL) method to design emergency control strategies for short-term voltage stability problems in power systems. Recent advances show promising results in model-free DRL-based…

Systems and Control · Electrical Eng. & Systems 2022-12-07 Ramij R. Hossain , Tianzhixi Yin , Yan Du , Renke Huang , Jie Tan , Wenhao Yu , Yuan Liu , Qiuhua Huang

Reinforcement learning (RL) is a promising approach for deriving control policies for complex systems. As we show in two control problems, the derived policies from using the Proximal Policy Optimization (PPO) and Deep Q-Network (DQN)…

Machine Learning · Computer Science 2022-04-05 Jan de Priester , Ricardo G. Sanfelice , Nathan van de Wouw

Deep Reinforcement Learning (DRL) algorithms have recently made significant strides in improving network performance. Nonetheless, their practical use is still limited in the absence of safe exploration and safe decision-making. In the…

Networking and Internet Architecture · Computer Science 2024-01-12 Lam Dinh , Pham Tran Anh Quang , Jérémie Leguay

In reinforcement learning, reward shaping is an efficient way to guide the learning process of an agent, as the reward can indicate the optimal policy of the task. The potential-based reward shaping framework was proposed to guarantee…

Robotics · Computer Science 2024-02-08 Yifei Chen , Lambert Schomaker , Francisco Cruz

We introduce a reinforcement learning (RL) environment to design and benchmark control strategies aimed at reducing drag in turbulent fluid flows enclosed in a channel. The environment provides a framework for computationally-efficient,…

Fluid Dynamics · Physics 2023-02-09 L. Guastoni , J. Rabault , P. Schlatter , H. Azizpour , R. Vinuesa

This investigation introduces a novel deep reinforcement learning-based suite to control floating platforms in both simulated and real-world environments. Floating platforms serve as versatile test-beds to emulate micro-gravity environments…

Deep reinforcement learning (DRL) has been proven to be a powerful paradigm for learning complex control policy autonomously. Numerous recent applications of DRL in robotic grasping have successfully trained DRL robotic agents end-to-end,…

Robotics · Computer Science 2020-07-03 Zhixin Chen , Mengxiang Lin , Zhixin Jia , Shibo Jian

The stochastic and dynamic nature of renewable energy sources and power electronic devices are creating unique challenges for modern power systems. One such challenge is that the conventional mathematical systems models-based optimal active…

Optimization and Control · Mathematics 2019-09-02 Jiajun Duan , Haifeng Li , Xiaohu Zhang , Ruisheng Diao , Bei Zhang , Di Shi , Xiao Lu , Zhiwei Wang , Siqi Wang

We explore sim-to-real transfer of deep reinforcement learning controllers for a heavy vehicle with active suspensions designed for traversing rough terrain. While related research primarily focuses on lightweight robots with electric…

Deep Reinforcement Learning (DRL) is a quickly evolving research field rooted in operations research and behavioural psychology, with potential applications extending across various domains, including robotics. This thesis delineates the…

Robotics · Computer Science 2023-12-11 Luca Renna

Development of hybrid electric vehicles depends on an advanced and efficient energy management strategy (EMS). With online and real-time requirements in mind, this article presents a human-like energy management framework for hybrid…

Systems and Control · Electrical Eng. & Systems 2023-09-27 Hao Chen , Xiaolin Tang , Guo Hu , Teng Liu

Typical reinforcement learning (RL) methods show limited applicability for real-world industrial control problems because industrial systems involve various constraints and simultaneously require continuous and discrete control. To overcome…

Artificial Intelligence · Computer Science 2021-05-20 Hyungjun Park , Daiki Min , Jong-hyun Ryu , Dong Gu Choi
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