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Dynamic portfolio optimization is the process of sequentially allocating wealth to a collection of assets in some consecutive trading periods, based on investors' return-risk profile. Automating this process with machine learning remains a…

Machine Learning · Computer Science 2019-01-28 Pengqian Yu , Joon Sern Lee , Ilya Kulyatin , Zekun Shi , Sakyasingha Dasgupta

We propose a computationally efficient approach to safe reinforcement learning (RL) for frequency regulation in power systems with high levels of variable renewable energy resources. The approach draws on set-theoretic control techniques to…

Systems and Control · Electrical Eng. & Systems 2022-03-24 Daniel Tabas , Baosen Zhang

Over the years, complex control approaches have been developed to control the motion of a bicycle. Reinforcement Learning (RL), a branch of machine learning, promises easy deployment of so-called agents. Deployed agents are increasingly…

Machine Learning · Computer Science 2024-07-25 Sebastian Weyrer , Peter Manzl , A. L. Schwab , Johannes Gerstmayr

Sampling-based trajectory planners are widely used for agile autonomous driving due to their ability to generate fast, smooth, and kinodynamically feasible trajectories. However, their behavior is often governed by a cost function with…

Robotics · Computer Science 2025-10-14 Alexander Langmann , Yevhenii Tokarev , Mattia Piccinini , Korbinian Moller , Johannes Betz

In autonomous driving, traditional Computer Vision (CV) agents often struggle in unfamiliar situations due to biases in the training data. Deep Reinforcement Learning (DRL) agents address this by learning from experience and maximizing…

Robotics · Computer Science 2025-01-10 Bhargava Uppuluri , Anjel Patel , Neil Mehta , Sridhar Kamath , Pratyush Chakraborty

Reinforcement learning (RL) is a general framework for adaptive control, which has proven to be efficient in many domains, e.g., board games, video games or autonomous vehicles. In such problems, an agent faces a sequential decision-making…

Machine Learning · Computer Science 2020-06-16 Olivier Buffet , Olivier Pietquin , Paul Weng

The problem of reinforcement learning is considered where the environment or the model undergoes a change. An algorithm is proposed that an agent can apply in such a problem to achieve the optimal long-time discounted reward. The algorithm…

Systems and Control · Electrical Eng. & Systems 2023-04-25 Wuxia Chen , Taposh Banerjee , Jemin George , Carl Busart

Reinforcement learning (RL) agents are powerful tools for managing power grids. They use large amounts of data to inform their actions and receive rewards or penalties as feedback to learn favorable responses for the system. Once trained,…

Systems and Control · Electrical Eng. & Systems 2024-11-19 Benjamin M. Peter , Mert Korkali

Deep Reinforcement Learning (DRL) connects the classic Reinforcement Learning algorithms with Deep Neural Networks. A problem in DRL is that CNNs are black-boxes and it is hard to understand the decision-making process of agents. In order…

Machine Learning · Computer Science 2020-12-03 Matthias Rosynski , Frank Kirchner , Matias Valdenegro-Toro

The capability to learn and adapt to changes in the driving environment is crucial for developing autonomous driving systems that are scalable beyond geo-fenced operational design domains. Deep Reinforcement Learning (RL) provides a…

Machine Learning · Computer Science 2019-11-12 Praveen Palanisamy

Off-road navigation on vertically challenging terrain, involving steep slopes and rugged boulders, presents significant challenges for wheeled robots both at the planning level to achieve smooth collision-free trajectories and at the…

Robotics · Computer Science 2024-10-29 Tong Xu , Chenhui Pan , Xuesu Xiao

We present a control approach for autonomous vehicles based on deep reinforcement learning. A neural network agent is trained to map its estimated state to acceleration and steering commands given the objective of reaching a specific target…

Robotics · Computer Science 2020-03-16 Andreas Folkers , Matthias Rick , Christof Büskens

Making sophisticated, robust, and safe sequential decisions is at the heart of intelligent systems. This is especially critical for planning in complex multi-agent environments, where agents need to anticipate other agents' intentions and…

Robotics · Computer Science 2020-01-29 Yichuan Charlie Tang

In this paper we propose a novel gradient algorithm to learn a policy from an expert's observed behavior assuming that the expert behaves optimally with respect to some unknown reward function of a Markovian Decision Problem. The…

Machine Learning · Computer Science 2012-06-26 Gergely Neu , Csaba Szepesvari

Deep reinforcement learning (DRL) has been used to learn effective heuristics for solving complex combinatorial optimisation problem via policy networks and have demonstrated promising performance. Existing works have focused on solving…

Machine Learning · Computer Science 2020-12-25 Nasrin Sultana , Jeffrey Chan , A. K. Qin , Tabinda Sarwar

We propose using deep reinforcement learning to solve dynamic stochastic general equilibrium models. Agents are represented by deep artificial neural networks and learn to solve their dynamic optimisation problem by interacting with the…

Econometrics · Economics 2023-01-06 Mingli Chen , Andreas Joseph , Michael Kumhof , Xinlei Pan , Xuan Zhou

In this paper, we explore deep reinforcement learning algorithms for vision-based robotic grasping. Model-free deep reinforcement learning (RL) has been successfully applied to a range of challenging environments, but the proliferation of…

Robotics · Computer Science 2018-03-30 Deirdre Quillen , Eric Jang , Ofir Nachum , Chelsea Finn , Julian Ibarz , Sergey Levine

This paper proposes a safe reinforcement learning algorithm for generation bidding decisions and unit maintenance scheduling in a competitive electricity market environment. In this problem, each unit aims to find a bidding strategy that…

Systems and Control · Electrical Eng. & Systems 2021-12-21 Pegah Rokhforoz , Olga Fink

Autonomous driving is a promising technology to reduce traffic accidents and improve driving efficiency. In this work, a deep reinforcement learning (DRL)-enabled decision-making policy is constructed for autonomous vehicles to address the…

Signal Processing · Electrical Eng. & Systems 2020-07-20 Jiangdong Liao , Teng Liu , Xiaolin Tang , Xingyu Mu , Bing Huang , Dongpu Cao

This paper focuses on reinforcement learning (RL) with limited prior knowledge. In the domain of swarm robotics for instance, the expert can hardly design a reward function or demonstrate the target behavior, forbidding the use of both…

Machine Learning · Computer Science 2012-08-07 Riad Akrour , Marc Schoenauer , Michèle Sebag