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Despite the great empirical success of deep reinforcement learning, its theoretical foundation is less well understood. In this work, we make the first attempt to theoretically understand the deep Q-network (DQN) algorithm (Mnih et al.,…
In recent years there is a growing interest in using deep representations for reinforcement learning. In this paper, we present a methodology and tools to analyze Deep Q-networks (DQNs) in a non-blind matter. Moreover, we propose a new…
An automatic program that generates constant profit from the financial market is lucrative for every market practitioner. Recent advance in deep reinforcement learning provides a framework toward end-to-end training of such trading agent.…
We consider a dynamic multichannel access problem, where multiple correlated channels follow an unknown joint Markov model. A user at each time slot selects a channel to transmit data and receives a reward based on the success or failure of…
We employ the Deep Q-Learning algorithm with Experience Replay to train an agent capable of achieving a high-level of play in the L-Game while self-learning from low-dimensional states. We also employ variable batch size for training in…
In this work we present a method for using Deep Q-Networks (DQNs) in multi-objective environments. Deep Q-Networks provide remarkable performance in single objective problems learning from high-level visual state representations. However,…
We present DPIQN, a deep policy inference Q-network that targets multi-agent systems composed of controllable agents, collaborators, and opponents that interact with each other. We focus on one challenging issue in such systems---modeling…
The paper considers a class of multi-agent Markov decision processes (MDPs), in which the network agents respond differently (as manifested by the instantaneous one-stage random costs) to a global controlled state and the control actions of…
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…
We propose weakly coupled deep Q-networks (WCDQN), a novel deep reinforcement learning algorithm that enhances performance in a class of structured problems called weakly coupled Markov decision processes (WCMDP). WCMDPs consist of multiple…
Multi-agent systems in which secondary agents with conflicting agendas also alter their methods need opponent modeling. In this study, we simulate the main agent's and secondary agents' tactics using Double Deep Q-Networks (DDQN) with a…
Deep reinforcement learning is a technique for solving problems in a variety of environments, ranging from Atari video games to stock trading. This method leverages deep neural network models to make decisions based on observations of a…
This paper investigates a project with stochastic activity durations and cash flows under discrete scenarios, where activities must satisfy precedence constraints generating cash inflows and outflows. The objective is to maximize expected…
We study reinforcement learning (RL) in high dimensional episodic Markov decision processes (MDP). We consider value-based RL when the optimal Q-value is a linear function of d-dimensional state-action feature representation. For instance,…
Deep Q-learning is investigated as an end-to-end solution to estimate the optimal strategies for acting on time series input. Experiments are conducted on two idealized trading games. 1) Univariate: the only input is a wave-like price time…
Deep Q-learning Network (DQN) is a successful way which combines reinforcement learning with deep neural networks and leads to a widespread application of reinforcement learning. One challenging problem when applying DQN or other…
Deep Reinforcement Learning (DRL) is a trending field of research, showing great promise in many challenging problems such as playing Atari, solving Go and controlling robots. While DRL agents perform well in practice we are still missing…
Deep Reinforcement Learning has yielded proficient controllers for complex tasks. However, these controllers have limited memory and rely on being able to perceive the complete game screen at each decision point. To address these…
Opponent modeling is necessary in multi-agent settings where secondary agents with competing goals also adapt their strategies, yet it remains challenging because strategies interact with each other and change. Most previous work focuses on…
The beer game is a widely used in-class game that is played in supply chain management classes to demonstrate the bullwhip effect. The game is a decentralized, multi-agent, cooperative problem that can be modeled as a serial supply chain…