Related papers: Stock Trading Optimization through Model-based Rei…
In recent years, there has been a growing trend of applying Reinforcement Learning (RL) in financial applications. This approach has shown great potential to solve decision-making tasks in finance. In this survey, we present a comprehensive…
Model-based Reinforcement Learning (MBRL) is a promising framework for learning control in a data-efficient manner. MBRL algorithms can be fairly complex due to the separate dynamics modeling and the subsequent planning algorithm, and as a…
Adoption of machine learning (ML)-enabled cyber-physical systems (CPS) are becoming prevalent in various sectors of modern society such as transportation, industrial, and power grids. Recent studies in deep reinforcement learning (DRL) have…
Reinforcement Learning (RL) serves as a versatile framework for sequential decision-making, finding applications across diverse domains such as robotics, autonomous driving, recommendation systems, supply chain optimization, biology,…
Model-based reinforcement learning (MBRL) aims to learn a dynamic model to reduce the number of interactions with real-world environments. However, due to estimation error, rollouts in the learned model, especially those of long horizons,…
Reinforcement learning (RL) has been widely applied in recommendation systems due to its potential in optimizing the long-term engagement of users. From the perspective of RL, recommendation can be formulated as a Markov decision process…
Recently, safe reinforcement learning (RL) with the actor-critic structure for continuous control tasks has received increasing attention. It is still challenging to learn a near-optimal control policy with safety and convergence…
We consider model-based reinforcement learning (MBRL) in 2-agent, high-fidelity continuous control problems -- an important domain for robots interacting with other agents in the same workspace. For non-trivial dynamical systems, MBRL…
Model-based Reinforcement Learning (MBRL) aims to make agents more sample-efficient, adaptive, and explainable by learning an explicit model of the environment. While the capabilities of MBRL agents have significantly improved in recent…
The realm of High-Frequency Trading (HFT) is characterized by rapid decision-making processes that capitalize on fleeting market inefficiencies. As the financial markets become increasingly competitive, there is a pressing need for…
With the rapid development of artificial intelligence, data-driven methods effectively overcome limitations in traditional portfolio optimization. Conventional models primarily employ long-only mechanisms, excluding highly correlated assets…
Model-based reinforcement learning (MBRL) is a sample efficient technique to obtain control policies, yet unavoidable modeling errors often lead performance deterioration. The model in MBRL is often solely fitted to reconstruct dynamics,…
Reinforcement learning (RL)-based driver assistance systems seek to improve fuel consumption via continual improvement of powertrain control actions considering experiential data from the field. However, the need to explore diverse…
We introduce the first end-to-end Deep Reinforcement Learning (DRL) based framework for active high frequency trading in the stock market. We train DRL agents to trade one unit of Intel Corporation stock by employing the Proximal Policy…
In today's forex market traders increasingly turn to algorithmic trading, leveraging computers to seek more profits. Deep learning techniques as cutting-edge advancements in machine learning, capable of identifying patterns in financial…
Transmission expansion planning in electricity markets is tightly coupled with the strategic bidding behaviors of generation companies. This paper proposes a Reinforcement Learning (RL)-based co-optimization framework that simultaneously…
Pretraining reinforcement learning (RL) models on offline datasets is a promising way to improve their training efficiency in online tasks, but challenging due to the inherent mismatch in dynamics and behaviors across various tasks. We…
Reinforcement Learning (RL) has become a critical tool for optimization challenges within automation, leading to significant advancements in several areas. This review article examines the current landscape of RL within automation, with a…
Model-free reinforcement learning (RL) is a powerful approach for learning control policies directly from high-dimensional state and observation. However, it tends to be data-inefficient, which is especially costly in robotic learning…
Recent advances in supervised learning and reinforcement learning have provided new opportunities to apply related methodologies to automated driving. However, there are still challenges to achieve automated driving maneuvers in dynamically…