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Cost-effective asset management is an area of interest across several industries. Specifically, this paper develops a deep reinforcement learning (DRL) solution to automatically determine an optimal rehabilitation policy for continuously…

Machine Learning · Computer Science 2023-04-19 Zaharah A. Bukhsh , Nils Jansen , Hajo Molegraaf

Financial portfolio management is the process of constant redistribution of a fund into different financial products. This paper presents a financial-model-free Reinforcement Learning framework to provide a deep machine learning solution to…

Computational Finance · Quantitative Finance 2017-07-18 Zhengyao Jiang , Dixing Xu , Jinjun Liang

Flow control is key to maximize energy efficiency in a wide range of applications. However, traditional flow-control methods face significant challenges in addressing non-linear systems and high-dimensional data, limiting their application…

Machine Learning · Computer Science 2024-10-28 Joongoo Jeon , Jean Rabault , Joel Vasanth , Francisco Alcántara-Ávila , Shilaj Baral , Ricardo Vinuesa

Deep Reinforcement Learning (DRL) algorithms can scale to previously intractable problems. The automation of profit generation in the stock market is possible using DRL, by combining the financial assets price "prediction" step and the…

Trading and Market Microstructure · Quantitative Finance 2022-09-20 Taylan Kabbani , Ekrem Duman

The exponential growth of digital services has positioned data centers among the most energy-intensive infrastructures in the modern economy, raising critical concerns regarding operational costs, carbon emissions, and the sustainable…

Machine Learning · Computer Science 2026-05-05 Abderaouf Bahi , Amel Ourici , Hasan Dincer , Serhat Yuksel , Akila Djebbar

Portfolio optimization is one of the most attentive fields that have been researched with machine learning approaches. Many researchers attempted to solve this problem using deep reinforcement learning due to its efficient inherence that…

Portfolio Management · Quantitative Finance 2021-01-11 Tae Wan Kim , Matloob Khushi

We argue that inventory management presents unique opportunities for the reliable application of deep reinforcement learning (DRL). To enable this, we emphasize and test two complementary techniques. The first is Hindsight Differentiable…

Machine Learning · Computer Science 2025-09-12 Matias Alvo , Daniel Russo , Yash Kanoria , Minuk Lee

Learning a predictive model of the mean return, or value function, plays a critical role in many reinforcement learning algorithms. Distributional reinforcement learning (DRL) has been shown to improve performance by modeling the value…

Machine Learning · Computer Science 2025-07-08 Ju-Seung Byun , Andrew Perrault

The problem of resource constrained scheduling in a dynamic and heterogeneous wireless setting is considered here. In our setup, the available limited bandwidth resources are allocated in order to serve randomly arriving service demands,…

Machine Learning · Computer Science 2022-04-01 Apostolos Avranas , Marios Kountouris , Philippe Ciblat

The anticipated increase in the count of IoT devices in the coming years motivates the development of efficient algorithms that can help in their effective management while keeping the power consumption low. In this paper, we propose an…

Networking and Internet Architecture · Computer Science 2021-11-02 Inaam Ilahi , Muhammad Usama , Muhammad Omer Farooq , Muhammad Umar Janjua , Junaid Qadir

Due to dynamic variations such as changing payload, aerodynamic disturbances, and varying platforms, a robust solution for quadrotor trajectory tracking remains challenging. To address these challenges, we present a deep reinforcement…

Systems and Control · Electrical Eng. & Systems 2026-01-06 Varad Vaidya , Jishnu Keshavan

In Wireless Networked Control Systems (WNCSs), control and communication systems must be co-designed due to their strong interdependence. This paper presents a novel optimization theory-based safe deep reinforcement learning (DRL) framework…

Signal Processing · Electrical Eng. & Systems 2025-07-14 Berire Gunes Reyhan , Sinem Coleri

Deep reinforcement learning (DRL) is a well-suited approach to financial decision-making, where an agent makes decisions based on its trading strategy developed from market observations. Existing DRL intraday trading strategies mainly use…

Trading and Market Microstructure · Quantitative Finance 2024-06-13 Sven Goluža , Tomislav Kovačević , Tessa Bauman , Zvonko Kostanjčar

Deep reinforcement learning (DRL) has achieved significant breakthroughs in various tasks. However, most DRL algorithms suffer a problem of generalizing the learned policy which makes the learning performance largely affected even by minor…

Machine Learning · Computer Science 2019-07-11 Zhengyao Jiang , Shan Luo

Cloud computing has revolutionized the provisioning of computing resources, offering scalable, flexible, and on-demand services to meet the diverse requirements of modern applications. At the heart of efficient cloud operations are job…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-01-03 Yan Gu , Zhaoze Liu , Shuhong Dai , Cong Liu , Ying Wang , Shen Wang , Georgios Theodoropoulos , Long Cheng

As the next generation of mobile systems evolves, artificial intelligence (AI) is expected to deeply integrate with wireless communications for resource management in variable environments. In particular, deep reinforcement learning (DRL)…

Signal Processing · Electrical Eng. & Systems 2024-10-15 Jie Zhang , Jun Li , Long Shi , Zhe Wang , Shi Jin , Wen Chen , H. Vincent Poor

With the fast development of quantitative portfolio optimization in financial engineering, lots of AI-based algorithmic trading strategies have demonstrated promising results, among which reinforcement learning begins to manifest…

Mathematical Finance · Quantitative Finance 2023-03-10 Huifang Huang , Ting Gao , Pengbo Li , Jin Guo , Peng Zhang , Nan Du

Can an asset manager plan the optimal timing for her/his hedging strategies given market conditions? The standard approach based on Markowitz or other more or less sophisticated financial rules aims to find the best portfolio allocation…

Portfolio Management · Quantitative Finance 2020-11-10 Eric Benhamou , David Saltiel , Sandrine Ungari , Abhishek Mukhopadhyay

Optimal resource allocation is a fundamental challenge for dense and heterogeneous wireless networks with massive wireless connections. Because of the non-convex nature of the optimization problem, it is computationally demanding to obtain…

Networking and Internet Architecture · Computer Science 2019-05-01 Kazi Ishfaq Ahmed , Ekram Hossain

In distributed optimization, the practical problem-solving performance is essentially sensitive to algorithm selection, parameter setting, problem type and data pattern. Thus, it is often laborious to acquire a highly efficient method for a…

Optimization and Control · Mathematics 2024-01-04 Daokuan Zhu , Tianqi Xu , Jie Lu
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