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Optimal Order Execution is a well-established problem in finance that pertains to the flawless execution of a trade (buy or sell) for a given volume within a specified time frame. This problem revolves around optimizing returns while…

Computational Finance · Quantitative Finance 2026-01-13 Khabbab Zakaria , Jayapaulraj Jerinsh , Andreas Maier , Patrick Krauss , Stefano Pasquali , Dhagash Mehta

In this work we compare different drag-reduction strategies that compute their actuation based on the fluctuations at a given wall-normal location in turbulent open channel flow. In order to perform this study, we implement and describe in…

Fluid Dynamics · Physics 2023-09-07 L. Guastoni , J. Rabault , H. Azizpour , R. Vinuesa

Studies that broaden drone applications into complex tasks require a stable control framework. Recently, deep reinforcement learning (RL) algorithms have been exploited in many studies for robot control to accomplish complex tasks.…

Machine learning techniques are playing more and more important roles in finance market investment. However, finance quantitative modeling with conventional supervised learning approaches has a number of limitations. The development of deep…

Computational Finance · Quantitative Finance 2021-11-10 Zechu Li , Xiao-Yang Liu , Jiahao Zheng , Zhaoran Wang , Anwar Walid , Jian Guo

This paper presents a novel deep reinforcement learning (DRL)-based control strategy for achieving precise and robust output voltage regulation in LCC-S resonant converters, specifically designed for wireless power transfer applications.…

Systems and Control · Electrical Eng. & Systems 2025-05-06 Reza Safari , Mohsen Hamzeh , Nima Mahdian Dehkordi

This study addresses the challenge of resource scheduling optimization in edge-cloud collaborative computing using deep reinforcement learning (DRL). The proposed DRL-based approach improves task processing efficiency, reduces overall…

Machine Learning · Computer Science 2025-04-30 Yuqing Wang , Xiao Yang

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

Deep Reinforcement Learning (DRL) has been a promising solution to many complex decision-making problems. Nevertheless, the notorious weakness in generalization among environments prevent widespread application of DRL agents in real-world…

Machine Learning · Computer Science 2022-05-31 Tong Sang , Hongyao Tang , Yi Ma , Jianye Hao , Yan Zheng , Zhaopeng Meng , Boyan Li , Zhen Wang

Changes in demand, various hydrological inputs, and environmental stressors are among the issues that water managers and policymakers face on a regular basis. These concerns have sparked interest in applying different techniques to…

Machine Learning · Computer Science 2024-03-08 Sadegh Sadeghi Tabas , Vidya Samadi

Next Generation (NextG) networks are expected to support demanding tactile internet applications such as augmented reality and connected autonomous vehicles. Whereas recent innovations bring the promise of larger link capacity, their…

Machine Learning · Computer Science 2021-12-08 Peyman Tehrani , Francesco Restuccia , Marco Levorato

Packet routing is one of the fundamental problems in computer networks in which a router determines the next-hop of each packet in the queue to get it as quickly as possible to its destination. Reinforcement learning (RL) has been…

Networking and Internet Architecture · Computer Science 2019-11-15 Xinyu You , Xuanjie Li , Yuedong Xu , Hui Feng , Jin Zhao , Huaicheng Yan

The escalating interests on underwater exploration/reconnaissance applications have motivated high-rate data transmission from underwater to airborne relaying platforms, especially under high-sea scenarios. Thanks to its broad bandwidth and…

Signal Processing · Electrical Eng. & Systems 2024-09-06 Jiayue Liu , Tianqi Mao , Dongxuan He , Yang Yang , Zhen Gao , Dezhi Zheng , Jun Zhang

This article aims to combine factor investing and reinforcement learning (RL). The agent learns through sequential random allocations which rely on firms' characteristics. Using Dirichlet distributions as the driving policy, we derive…

Portfolio Management · Quantitative Finance 2021-06-28 Eric André , Guillaume Coqueret

Deep reinforcement learning (DRL) is one promising approach to teaching robots to perform complex tasks. Because methods that directly reuse the stored experience data cannot follow the change of the environment in robotic problems with a…

Robotics · Computer Science 2022-01-26 Taisuke Kobayashi

This paper presents the first deep reinforcement learning (DRL) framework to estimate the optimal Dynamic Treatment Regimes from observational medical data. This framework is more flexible and adaptive for high dimensional action and state…

Artificial Intelligence · Computer Science 2018-01-30 Ning Liu , Ying Liu , Brent Logan , Zhiyuan Xu , Jian Tang , Yanzhi Wang

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

The dynamic portfolio construction problem requires dynamic modeling of the joint distribution of multivariate stock returns. To achieve this, we propose a dynamic generative factor model which uses random variable transformation as an…

Portfolio Management · Quantitative Finance 2024-01-18 Chuting Sun , Qi Wu , Xing Yan

In the coming years, the satellite broadband market will experience significant increases in the service demand, especially for the mobility sector, where demand is burstier. Many of the next generation of satellites will be equipped with…

Signal Processing · Electrical Eng. & Systems 2019-06-04 Juan Jose Garau Luis , Markus Guerster , Inigo del Portillo , Edward Crawley , Bruce Cameron

The deep reinforcement learning (DRL) based Volt-VAR optimization (VVO) methods have been widely studied for active distribution networks (ADNs). However, most of them lack safety guarantees in terms of power injection uncertainties due to…

Systems and Control · Electrical Eng. & Systems 2024-09-30 Zhengrong Chen , Siyao Cai , A. P. Sakis Meliopoulos

In dynamic programming (DP) and reinforcement learning (RL), an agent learns to act optimally in terms of expected long-term return by sequentially interacting with its environment modeled by a Markov decision process (MDP). More generally…

Machine Learning · Computer Science 2022-01-03 Mastane Achab , Gergely Neu
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