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The autonomous trading agent is one of the most actively studied areas of artificial intelligence to solve the capital market portfolio management problem. The two primary goals of the portfolio management problem are maximizing profit and…

Trading and Market Microstructure · Quantitative Finance 2019-09-10 Wonsup Shin , Seok-Jun Bu , Sung-Bae Cho

Deep or reinforcement learning (RL) approaches have been adapted as reactive agents to quickly learn and respond with new investment strategies for portfolio management under the highly turbulent financial market environments in recent…

Portfolio Management · Quantitative Finance 2024-09-11 Zhenglong Li , Vincent Tam , Kwan L. Yeung

Machine scheduling aims to optimize job assignments to machines while adhering to manufacturing rules and job specifications. This optimization leads to reduced operational costs, improved customer demand fulfillment, and enhanced…

In this paper, we implement three state-of-art continuous reinforcement learning algorithms, Deep Deterministic Policy Gradient (DDPG), Proximal Policy Optimization (PPO) and Policy Gradient (PG)in portfolio management. All of them are…

Portfolio Management · Quantitative Finance 2018-11-20 Zhipeng Liang , Hao Chen , Junhao Zhu , Kangkang Jiang , Yanran Li

Many real-world sequential decision making problems are partially observable by nature, and the environment model is typically unknown. Consequently, there is great need for reinforcement learning methods that can tackle such problems given…

Machine Learning · Computer Science 2018-06-08 Maximilian Igl , Luisa Zintgraf , Tuan Anh Le , Frank Wood , Shimon Whiteson

With the development of deep learning, Dynamic Portfolio Optimization (DPO) problem has received a lot of attention in recent years, not only in the field of finance but also in the field of deep learning. Some advanced research in recent…

Computational Engineering, Finance, and Science · Computer Science 2025-01-16 Runsheng Lin , Zihan Xing , Mingze Ma , Raymond S. T. Lee

This article develops a deep reinforcement learning (Deep-RL) framework for dynamic pricing on managed lanes with multiple access locations and heterogeneity in travelers' value of time, origin, and destination. This framework relaxes…

Systems and Control · Electrical Eng. & Systems 2021-01-28 Venktesh Pandey , Evana Wang , Stephen D. Boyles

The increasing demand for autonomous systems in complex and dynamic environments has driven significant research into intelligent path planning methodologies. For decades, graph-based search algorithms, linear programming techniques, and…

Software testing activities scrutinize the artifacts and the behavior of a software product to find possible defects and ensure that the product meets its expected requirements. Recently, Deep Reinforcement Learning (DRL) has been…

Software Engineering · Computer Science 2023-06-30 Paulina Stevia Nouwou Mindom , Amin Nikanjam , Foutse Khomh

Deep Reinforcement Learning (DRL) has emerged as an efficient approach to resource allocation due to its strong capability in handling complex decision-making tasks. However, only limited research has explored the training of DRL models…

Machine Learning · Computer Science 2025-09-23 Aohan Li , Miyu Tsuzuki

With Deep Reinforcement Learning (DRL) being increasingly considered for the control of real-world systems, the lack of transparency of the neural network at the core of RL becomes a concern. Programmatic Reinforcement Learning (PRL) is…

Machine Learning · Computer Science 2024-10-30 Senne Deproost , Denis Steckelmacher , Ann Nowé

Deep reinforcement learning (DRL) has emerged as a pervasive and potent methodology for addressing artificial intelligence challenges. Due to its substantial potential for autonomous self-learning and self-improvement, DRL finds broad…

Artificial Intelligence · Computer Science 2023-10-10 Teng Liu , Yuyou Yang , Wenxuan Xiao , Xiaolin Tang , Mingzhu Yin

Reinforcement learning (RL) has emerged as a powerful paradigm for solving decision-making problems in dynamic environments. In this research, we explore the application of Double DQN (DDQN) and Dueling Network Architectures, to financial…

Machine Learning · Computer Science 2025-04-17 Bruno Giorgio

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

Order picking is a pivotal operation in warehouses that directly impacts overall efficiency and profitability. This study addresses the dynamic order picking problem, a significant concern in modern warehouse management, where real-time…

Optimization and Control · Mathematics 2025-04-08 Sasan Mahmoudinazlou , Abhay Sobhanan , Hadi Charkhgard , Ali Eshragh , George Dunn

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

Cyber-attacks are becoming increasingly sophisticated and frequent, highlighting the importance of network intrusion detection systems. This paper explores the potential and challenges of using deep reinforcement learning (DRL) in network…

Cryptography and Security · Computer Science 2026-03-03 Wanrong Yang , Alberto Acuto , Yihang Zhou , Dominik Wojtczak

Designing profitable and reliable trading strategies is challenging in the highly volatile cryptocurrency market. Existing works applied deep reinforcement learning methods and optimistically reported increased profits in backtesting, which…

Statistical Finance · Quantitative Finance 2023-02-01 Berend Jelmer Dirk Gort , Xiao-Yang Liu , Xinghang Sun , Jiechao Gao , Shuaiyu Chen , Christina Dan Wang

Deep reinforcement learning (DRL) has been proven to be a powerful paradigm for learning complex control policy autonomously. Numerous recent applications of DRL in robotic grasping have successfully trained DRL robotic agents end-to-end,…

Robotics · Computer Science 2020-07-03 Zhixin Chen , Mengxiang Lin , Zhixin Jia , Shibo Jian

The ranking utility function in an ad recommender system, which linearly combines predictions of various business goals, plays a central role in balancing values across the platform, advertisers, and users. Traditional manual tuning, while…