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This paper proposes the Phy-DRL: a physics-regulated deep reinforcement learning (DRL) framework for safety-critical autonomous systems. The Phy-DRL has three distinguished invariant-embedding designs: i) residual action policy (i.e.,…

Artificial Intelligence · Computer Science 2024-07-09 Hongpeng Cao , Yanbing Mao , Lui Sha , Marco Caccamo

Deep Reinforcement Learning (DRL) has achieved great success in solving complicated decision-making problems. Despite the successes, DRL is frequently criticized for many reasons, e.g., data inefficient, inflexible and intractable reward…

Machine Learning · Computer Science 2023-02-07 Weiqin Chen

The financial markets, which involve more than $90 trillion market capitals, attract the attention of innumerable investors around the world. Recently, reinforcement learning in financial markets (FinRL) has emerged as a promising direction…

Trading and Market Microstructure · Quantitative Finance 2023-03-06 Shuo Sun , Molei Qin , Xinrun Wang , Bo An

Deep Reinforcement Learning (DRL) has become a powerful strategy to solve complex decision making problems based on Deep Neural Networks (DNNs). However, it is highly data demanding, so unfeasible in physical systems for most applications.…

Machine Learning · Computer Science 2018-10-02 Rodrigo Pérez-Dattari , Carlos Celemin , Javier Ruiz-del-Solar , Jens Kober

Deep reinforcement learning (DRL) shows promising potential for autonomous driving decision-making. However, DRL demands extensive computational resources to achieve a qualified policy in complex driving scenarios due to its low learning…

Robotics · Computer Science 2024-12-25 Hao Pang , Zhenpo Wang , Guoqiang Li

We explore deep Reinforcement Learning(RL) algorithms for scalping trading and knew that there is no appropriate trading gym and agent examples. Thus we propose gym and agent like Open AI gym in finance. Not only that, we introduce new RL…

Artificial Intelligence · Computer Science 2019-04-02 Uk Jo , Taehyun Jo , Wanjun Kim , Iljoo Yoon , Dongseok Lee , Seungho Lee

Owe to the recent advancements in Artificial Intelligence especially deep learning, many data-driven decision support systems have been implemented to facilitate medical doctors in delivering personalized care. We focus on the deep…

Machine Learning · Computer Science 2019-07-24 Siqi Liu , Kee Yuan Ngiam , Mengling Feng

Reinforcement Learning (RL) is increasingly applied to large-scale decision-making problems like logistics, scheduling, and recommender systems, but existing algorithms struggle with the curse of dimensionality in such large discrete action…

Machine Learning · Computer Science 2026-05-12 Heiko Hoppe , Fabian Akkerman , Wouter van Heeswijk , Maximilian Schiffer

In this paper, we introduce Quantum-Train-Based Distributed Multi-Agent Reinforcement Learning (Dist-QTRL), a novel approach to addressing the scalability challenges of traditional Reinforcement Learning (RL) by integrating quantum…

Quantum Physics · Physics 2024-12-13 Kuan-Cheng Chen , Samuel Yen-Chi Chen , Chen-Yu Liu , Kin K. Leung

Reinforcement Learning (RL) has emerged as a powerful paradigm for sequential decision-making and has attracted growing interest across various domains, particularly following the advent of Deep Reinforcement Learning (DRL) in 2015.…

Software Engineering · Computer Science 2025-07-18 Dong Wang , Hanmo You , Lingwei Zhu , Kaiwei Lin , Zheng Chen , Chen Yang , Junji Yu , Zan Wang , Junjie Chen

Deep reinforcement learning (DRL) is a booming area of artificial intelligence. Many practical applications of DRL naturally involve more than one collaborative learners, making it important to study DRL in a multi-agent context. Previous…

Machine Learning · Computer Science 2019-10-22 Gang Chen

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

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

Dynamic portfolio optimization is the process of sequentially allocating wealth to a collection of assets in some consecutive trading periods, based on investors' return-risk profile. Automating this process with machine learning remains a…

Machine Learning · Computer Science 2019-01-28 Pengqian Yu , Joon Sern Lee , Ilya Kulyatin , Zekun Shi , Sakyasingha Dasgupta

We propose an open-source python platform for applications of Deep Reinforcement Learning (DRL) in fluid mechanics. DRL has been widely used in optimizing decision-making in nonlinear and high-dimensional problems. Here, an agent maximizes…

Fluid Dynamics · Physics 2024-06-19 Qiulei Wang , Lei Yan , Gang Hu , Chao Li , Yiqing Xiao , Hao Xiong , Jean Rabault , Bernd R. Noack

This paper investigates the application of Deep Reinforcement Learning (DRL) for Environment, Social, and Governance (ESG) financial portfolio management, with a specific focus on the potential benefits of ESG score-based market regulation.…

Portfolio Management · Quantitative Finance 2023-07-20 Eduardo C. Garrido-Merchán , Sol Mora-Figueroa-Cruz-Guzmán , María Coronado-Vaca

Deep Reinforcement Learning (DRL) is vital in various AI applications. DRL algorithms comprise diverse compute kernels, which may not be simultaneously optimized using a homogeneous architecture. However, even with available heterogeneous…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-11-17 Yuan Meng , Michael Kinsner , Deshanand Singh , Mahesh A Iyer , Viktor Prasanna

Reinforcement Learning (RL) has experienced significant advancement over the past decade, prompting a growing interest in applications within finance. This survey critically evaluates 167 publications, exploring diverse RL applications and…

Artificial Intelligence · Computer Science 2025-05-07 Nikolaos Pippas , Elliot A. Ludvig , Cagatay Turkay

This paper investigates the application of Deep Reinforcement Learning (DRL) to classical inventory management problems, with a focus on practical implementation considerations. We apply a DRL algorithm based on DirectBackprop to several…

In the rapidly evolving field of serverless computing, efficient function scheduling and resource scaling are critical for optimizing performance and cost. This paper presents a comprehensive review of the application of Deep Reinforcement…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-11-23 Amjad Yousef Majid , Eduard Marin