Related papers: Dynamic Matching Markets in Power Grid: Concepts a…
Modern renewables-based power systems need to tap on the flexibility of Distributed Energy Resources (DERs) connected to distribution networks. It is important, however, that DER owners/users remain in control of their assets, decisions,…
We study the problem of online learning in competitive settings in the context of two-sided matching markets. In particular, one side of the market, the agents, must learn about their preferences over the other side, the firms, through…
Agricultural products are often subject to seasonal fluctuations in production and demand. Predicting and managing inventory levels in response to these variations can be challenging, leading to either excess inventory or stockouts.…
This paper presents a deep reinforcement learning (DRL) framework for dynamic portfolio optimization under market uncertainty and risk. The proposed model integrates a Sharpe ratio-based reward function with direct risk control mechanisms,…
We apply Reinforcement Learning algorithms to solve the classic quantitative finance Market Making problem, in which an agent provides liquidity to the market by placing buy and sell orders while maximizing a utility function. The optimal…
Smart energy networks provide for an effective means to accommodate high penetrations of variable renewable energy sources like solar and wind, which are key for deep decarbonisation of energy production. However, given the variability of…
We study the problem of pure exploration in matching markets under uncertain preferences, where the goal is to identify a stable matching with confidence parameter $\delta$ and minimal sample complexity. Agents learn preferences via…
Reinforcement learning (RL) has shown promise in solving various combinatorial optimization problems. However, conventional RL faces challenges when dealing with complex, real-world constraints, especially when action space feasibility is…
The increasing penetration of renewable generations, along with the deregulation and marketization of power industry, promotes the transformation of power market operation paradigms. The optimal bidding strategy and dispatching methodology…
Matching algorithms have demonstrated great success in several practical applications, but they often require centralized coordination and plentiful information. In many modern online marketplaces, agents must independently seek out and…
The increase in renewable energy on the consumer side gives place to new dynamics in the energy grids. Participants in a microgrid can produce energy and trade it with their peers (peer-to-peer) with the permission of the energy provider.…
The rising demand for electricity and its essential nature in today's world calls for intelligent home energy management (HEM) systems that can reduce energy usage. This involves scheduling of loads from peak hours of the day when energy…
In a day-ahead market, energy buyers and sellers submit their bids for a particular future time, including the amount of energy they wish to buy or sell and the price they are prepared to pay or receive. However, the dynamic for forming the…
In face of the pressing need of decarbonization in the power sector, the re-design of electricity market is necessary as a Marco-level approach to accommodate the high penetration of renewable generations, and to achieve power system…
This thesis presents the results of a comprehensive research project focused on applying Reinforcement Learning (RL) to the problem of market making in financial markets. Market makers (MMs) play a fundamental role in providing liquidity,…
Truckload brokerages, a $100 billion/year industry in the U.S., plays the critical role of matching shippers with carriers, often to move loads several days into the future. Brokerages not only have to find companies that will agree to move…
Reinforcement Learning has applications in field of mechatronics, robotics, and other resource-constrained control system. Problem of resource allocation is primarily solved using traditional predefined techniques and modern deep learning…
Prior work in multi-objective reinforcement learning typically uses linear reward scalarization with fixed weights, which provably fails to capture non-convex Pareto fronts and thus yields suboptimal results. This limitation becomes…
In this paper, we introduce a novel reinforcement learning framework for optimal trade execution in a limit order book. We formulate the trade execution problem as a dynamic allocation task whose objective is the optimal placement of market…
To improve decision-making and planning efficiency in back-end centralized redundant supply chains, this paper proposes a decision model integrating deep learning with intelligent particle swarm optimization. A distributed node deployment…