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We investigate the use of Reinforcement Learning for the optimal execution of meta-orders, where the objective is to execute incrementally large orders while minimizing implementation shortfall and market impact over an extended period of…

Trading and Market Microstructure · Quantitative Finance 2025-11-20 Tomas Espana , Yadh Hafsi , Fabrizio Lillo , Edoardo Vittori

With the growing needs of online A/B testing to support the innovation in industry, the opportunity cost of running an experiment becomes non-negligible. Therefore, there is an increasing demand for an efficient continuous monitoring…

Machine Learning · Computer Science 2023-04-04 Runzhe Wan , Yu Liu , James McQueen , Doug Hains , Rui Song

Individualized manufacturing is becoming an important approach as a means to fulfill increasingly diverse and specific consumer requirements and expectations. While there are various solutions to the implementation of the manufacturing…

Robotics · Computer Science 2020-02-20 Caterina Neef , Dario Luipers , Jan Bollenbacher , Christian Gebel , Anja Richert

Reinforcement Learning (RL) has recently received significant attention from the process systems engineering and control communities. Recent works have investigated the application of RL to identify optimal scheduling decision in the…

Systems and Control · Electrical Eng. & Systems 2022-03-11 Max Mowbray , Dongda Zhang , Ehecatl Antonio Del Rio Chanona

Task allocation is a key combinatorial optimization problem, crucial for modern applications such as multi-robot cooperation and resource scheduling. Decision makers must allocate entities to tasks reasonably across different scenarios.…

Machine Learning · Computer Science 2024-07-02 Aicheng Gong , Kai Yang , Jiafei Lyu , Xiu Li

Efficient network slicing is vital to deal with the highly variable and dynamic characteristics of network traffic generated by a varied range of applications. The problem is made more challenging with the advent of new technologies such as…

Networking and Internet Architecture · Computer Science 2019-08-12 Jaehoon Koo , Veena B. Mendiratta , Muntasir Raihan Rahman , Anwar Walid

Deep reinforcement learning is an increasingly popular technique for synthesising policies to control an agent's interaction with its environment. There is also growing interest in formally verifying that such policies are correct and…

Artificial Intelligence · Computer Science 2022-06-02 Edoardo Bacci , David Parker

Container stowage planning (CSPP) is a critical component of maritime transportation and terminal operations, directly affecting supply chain efficiency. Owing to its complexity, CSPP has traditionally relied on human expertise. While…

Artificial Intelligence · Computer Science 2025-10-06 Yunqi Huang , Nishith Chennakeshava , Alexis Carras , Vladislav Neverov , Wei Liu , Aske Plaat , Yingjie Fan

Many of the observations we make are biased by our decisions. For instance, the demand of items is impacted by the prices set, and online checkout choices are influenced by the assortments presented. The challenge in decision-making under…

Machine Learning · Computer Science 2025-07-02 Rares Cristian , Pavithra Harsha , Georgia Perakis , Brian Quanz

This paper considers a class of reinforcement learning problems, which involve systems with two types of states: stochastic and pseudo-stochastic. In such systems, stochastic states follow a stochastic transition kernel while the…

Machine Learning · Computer Science 2023-11-09 Honghao Wei , Xin Liu , Weina Wang , Lei Ying

Based on economic theories and integrated with machine learning technology, this study explores a collaborative Supply Chain Management and Financial Supply Chain Management (SCM - FSCM) model to solve issues like efficiency loss, financing…

Machine Learning · Computer Science 2025-09-05 Hang Wang , Huijie Tang , Ningai Leng , Zhoufan Yu

Branch-and-bound is a systematic enumerative method for combinatorial optimization, where the performance highly relies on the variable selection strategy. State-of-the-art handcrafted heuristic strategies suffer from relatively slow…

Machine Learning · Computer Science 2022-06-15 Tianyu Zhang , Amin Banitalebi-Dehkordi , Yong Zhang

Can deep reinforcement learning algorithms be exploited as solvers for optimal trading strategies? The aim of this work is to test reinforcement learning algorithms on conceptually simple, but mathematically non-trivial, trading…

Mathematical Finance · Quantitative Finance 2020-04-10 Ayman Chaouki , Stephen Hardiman , Christian Schmidt , Emmanuel Sérié , Joachim de Lataillade

Inventory management problems with periodic and controllable resets occur in the context of managing water storage in the developing world and retailing limited-time availability products. In this paper, we consider a set of sequential…

Optimization and Control · Mathematics 2022-09-09 Yoon Lee , Yonatan Mintz , Anil Aswani , Zuo-Jun Max Shen , Cong Yang

The nuclear fuel loading pattern optimization problem belongs to the class of large-scale combinatorial optimization. It is also characterized by multiple objectives and constraints, which makes it impossible to solve explicitly. Stochastic…

Machine Learning · Computer Science 2023-07-18 Paul Seurin , Koroush Shirvan

Optimizing multiple objectives simultaneously is an important task for recommendation platforms to improve their performance. However, this task is particularly challenging since the relationships between different objectives are…

Information Retrieval · Computer Science 2026-02-13 Pan Li , Alexander Tuzhilin

Data in real-world application often exhibit skewed class distribution which poses an intense challenge for machine learning. Conventional classification algorithms are not effective in the case of imbalanced data distribution, and may fail…

Machine Learning · Computer Science 2019-01-08 Enlu Lin , Qiong Chen , Xiaoming Qi

As the quantity and complexity of information processed by software systems increase, large-scale software systems have an increasing requirement for high-performance distributed computing systems. With the acceleration of the Internet in…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-11-22 Guangyao Zhou , Wenhong Tian , Rajkumar Buyya , Ruini Xue , Liang Song

Questions remain on the robustness of data-driven learning methods when crossing the gap from simulation to reality. We utilize weight anchoring, a method known from continual learning, to cultivate and fixate desired behavior in Neural…

Machine Learning · Computer Science 2023-04-21 Steffen Gracla , Edgar Beck , Carsten Bockelmann , Armin Dekorsy

We introduce a novel strategy for multi-robot sorting of waste objects using Reinforcement Learning. Our focus lies on finding optimal picking strategies that facilitate an effective coordination of a multi-robot system, subject to…

Robotics · Computer Science 2024-09-23 Tizian Jermann , Hendrik Kolvenbach , Fidel Esquivel Estay , Koen Kramer , Marco Hutter
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