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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…

Optimization and Control · Mathematics 2023-03-27 Zifan Wang , Yulong Gao , Siyi Wang , Michael M. Zavlanos , Alessandro Abate , Karl H. Johansson

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…

Portfolio Management · Quantitative Finance 2023-06-13 Zhenglong Li , Hejun Huang , Vincent Tam

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…

Robotics · Computer Science 2018-04-10 Lei Tai , Jingwei Zhang , Ming Liu , Joschka Boedecker , Wolfram Burgard

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…

Artificial Intelligence · Computer Science 2024-03-26 Fernando Acero , Parisa Zehtabi , Nicolas Marchesotti , Michael Cashmore , Daniele Magazzeni , Manuela Veloso

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…

Computation and Language · Computer Science 2026-03-03 Ruoxi Cheng , Haoxuan Ma , Weixin Wang , Ranjie Duan , Jiexi Liu , Xiaoshuang Jia , Simeng Qin , Xiaochun Cao , Yang Liu , Xiaojun Jia

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)…

Machine Learning · Computer Science 2023-05-23 Zaiyan Xu , Kishan Panaganti , Dileep Kalathil

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…

Machine Learning · Computer Science 2020-08-06 Avisek Naug , Marcos Quiñones-Grueiro , Gautam Biswas

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,…

Machine Learning · Computer Science 2025-02-12 Xinren Zhang , Jiadong Yu

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…

Fluid Dynamics · Physics 2026-05-25 Miguel Beneitez , Andres Cremades , Luca Guastoni , Ricardo Vinuesa

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…

Artificial Intelligence · Computer Science 2020-12-25 Xiren Zhou , Siqi Wang , Ruisheng Diao , Desong Bian , Jiahui Duan , Di Shi

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…

Systems and Control · Electrical Eng. & Systems 2023-12-20 Hamida Qumber Ali , Amirhassan Babazadeh Darabi , Sinem Coleri

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…

Portfolio Management · Quantitative Finance 2022-04-08 Thibault Jaisson

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…

Trading and Market Microstructure · Quantitative Finance 2022-06-06 Thibaut Théate , Damien Ernst

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…

Machine Learning · Computer Science 2023-02-06 Ashutosh Dutta , Samrat Chatterjee , Arnab Bhattacharya , Mahantesh Halappanavar

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…

Systems and Control · Electrical Eng. & Systems 2024-11-05 Shuvangkar Chandra Das , Tuyen Vu , Deepak Ramasubramanian , Evangelos Farantatos , Jianhua Zhang , Thomas Ortmeyer

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…

Machine Learning · Computer Science 2021-12-21 Enrico Marchesini , Davide Corsi , Alessandro Farinelli

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…

Fluid Dynamics · Physics 2026-05-15 Atharva Mahajan , Abhijeet Vishwasrao , Yuning Wang , Ricardo Vinuesa

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,…

Networking and Internet Architecture · Computer Science 2025-09-30 Cheonjin Park , Victoria Manfredi , Xiaolan Zhang , Chengyi Liu , Alicia P Wolfe , Dongjin Song , Sarah Tasneem , Bing Wang

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…

Networking and Internet Architecture · Computer Science 2026-01-09 Marie Diane Iradukunda , Chabi F. Elégbédé , Yaé Ulrich Gaba