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Distributional reinforcement learning (DRL) enhances the understanding of the effects of the randomness in the environment by letting agents learn the distribution of a random return, rather than its expected value as in standard RL. At the…
Reinforcement learning (RL) based investment strategies have been widely adopted in portfolio management (PM) in recent years. Nevertheless, most RL-based approaches may often emphasize on pursuing returns while ignoring the risks of the…
This work proposes DeepFolio, a new model for deep portfolio management based on data from limit order books (LOB). DeepFolio solves problems found in the state-of-the-art for LOB data to predict price movements. Our evaluation consists of…
Deep learning techniques have been widely applied, achieving state-of-the-art results in various fields of study. This survey focuses on deep learning solutions that target learning control policies for robotics applications. We carry out…
Portfolio optimization involves determining the optimal allocation of portfolio assets in order to maximize a given investment objective. Traditionally, some form of mean-variance optimization is used with the aim of maximizing returns…
Alignment is vital for safely deploying large language models (LLMs). Existing techniques are either reward-based (training a reward model on preference pairs and optimizing with reinforcement learning) or reward-free (directly fine-tuning…
We consider the problem of learning a control policy that is robust against the parameter mismatches between the training environment and testing environment. We formulate this as a distributionally robust reinforcement learning (DR-RL)…
This paper demonstrates that continual relearning of control policies using incremental deep reinforcement learning (RL) can improve policy learning for non-stationary processes. We demonstrate this approach for a data-driven 'smart…
Dynamic resource allocation in mobile wireless networks involves complex, time-varying optimization problems, motivating the adoption of deep reinforcement learning (DRL). However, most existing works rely on pre-trained policies,…
Turbulent-flow control aims to develop strategies that effectively manipulate fluid systems, such as the reduction of drag in transportation and enhancing energy efficiency, both critical steps towards reducing global CO$_2$ emissions. Deep…
Recently, deep reinforcement learning (DRL)-based approach has shown promisein solving complex decision and control problems in power engineering domain.In this paper, we present an in-depth analysis of DRL-based voltage control fromaspects…
The design of Wireless Networked Control System (WNCS) requires addressing critical interactions between control and communication systems with minimal complexity and communication overhead while providing ultra-high reliability. This paper…
In many reinforcement learning applications, the underlying environment reward and transition functions are explicitly known differentiable functions. This enables us to use recent research which applies machine learning tools to stochastic…
This scientific research paper presents an innovative approach based on deep reinforcement learning (DRL) to solve the algorithmic trading problem of determining the optimal trading position at any point in time during a trading activity in…
Development of autonomous cyber system defense strategies and action recommendations in the real-world is challenging, and includes characterizing system state uncertainties and attack-defense dynamics. We propose a data-driven deep…
This paper presents novel methods for tuning inverter controller gains using deep reinforcement learning (DRL). A Simulink-developed inverter model is converted into a dynamic link library (DLL) and integrated with a Python-based RL…
We propose a novel benchmark environment for Safe Reinforcement Learning focusing on aquatic navigation. Aquatic navigation is an extremely challenging task due to the non-stationary environment and the uncertainties of the robotic…
Skin-friction drag induced by wall-bounded turbulent flows accounts for a substantial fraction of energy consumption across commercial aerospace, wind energy, and marine transport. Its active reduction is one of the highest-value targets in…
Deep reinforcement learning (DRL) has been successfully used to design forwarding strategies for multi-hop mobile wireless networks. While such strategies can be used directly for networks with varied connectivity and dynamic conditions,…
This study addresses the challenge of optimal power allocation in stochastic wireless networks by employing a Deep Reinforcement Learning (DRL) framework. Specifically, we design a Deep Q-Network (DQN) agent capable of learning adaptive…