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While researchers in the asset management industry have mostly focused on techniques based on financial and risk planning techniques like Markowitz efficient frontier, minimum variance, maximum diversification or equal risk parity, in…

Machine Learning · Computer Science 2020-10-20 Eric Benhamou , David Saltiel , Sandrine Ungari , Abhishek Mukhopadhyay

In this paper, a proactive dynamic spectrum sharing scheme between 4G and 5G systems is proposed. In particular, a controller decides on the resource split between NR and LTE every subframe while accounting for future network states such as…

Networking and Internet Architecture · Computer Science 2021-02-23 Ursula Challita , David Sandberg

An efficient urban bus control system has the potential to significantly reduce travel delays and streamline the allocation of transportation resources, thereby offering enhanced and user-friendly transit services to passengers. However,…

Systems and Control · Electrical Eng. & Systems 2023-08-17 Qinghui Nie , Jishun Ou , Haiyang Zhang , Jiawei Lu , Shen Li , Haotian Shi

Classical portfolio optimization often requires forecasting asset returns and their corresponding variances in spite of the low signal-to-noise ratio provided in the financial markets. Modern deep reinforcement learning (DRL) offers a…

Portfolio Management · Quantitative Finance 2023-05-19 Alessio Brini , Daniele Tantari

Deep reinforcement learning (DRL) has empowered a variety of artificial intelligence fields, including pattern recognition, robotics, recommendation-systems, and gaming. Similarly, graph neural networks (GNN) have also demonstrated their…

Machine Learning · Computer Science 2022-11-09 Sai Munikoti , Deepesh Agarwal , Laya Das , Mahantesh Halappanavar , Balasubramaniam Natarajan

Packet routing is one of the fundamental problems in computer networks in which a router determines the next-hop of each packet in the queue to get it as quickly as possible to its destination. Reinforcement learning (RL) has been…

Networking and Internet Architecture · Computer Science 2019-11-15 Xinyu You , Xuanjie Li , Yuedong Xu , Hui Feng , Jin Zhao , Huaicheng Yan

Recently, deep reinforcement learning (DRL) models have shown promising results in solving NP-hard Combinatorial Optimization (CO) problems. However, most DRL solvers can only scale to a few hundreds of nodes for combinatorial optimization…

Machine Learning · Computer Science 2022-10-26 Ruizhong Qiu , Zhiqing Sun , Yiming Yang

This paper proposes a dynamic congestion pricing model that takes into account mobile source emissions. We consider a tollable vehicular network where the users selfishly minimize their own travel costs, including travel time, early/late…

Optimization and Control · Mathematics 2013-04-30 Ke Han , Terry L. Friesz , Hongcheng Liu , Tao Yao

Deep reinforcement learning (DRL) is a machine learning-based method suited for complex and high-dimensional control problems. In this study, a real-time control system based on DRL is developed for long-term voltage stability events. The…

Systems and Control · Electrical Eng. & Systems 2022-07-12 Hannes Hagmar , Le Anh Tuan , Robert Eriksson

Deep reinforcement learning (DRL) has been demonstrated to provide promising results in several challenging decision making and control tasks. However, the required inference costs of deep neural networks (DNNs) could prevent DRL from being…

Artificial Intelligence · Computer Science 2021-06-01 Chin-Jui Chang , Yu-Wei Chu , Chao-Hsien Ting , Hao-Kang Liu , Zhang-Wei Hong , Chun-Yi Lee

A sudden roadblock on highways due to many reasons such as road maintenance, accidents, and car repair is a common situation we encounter almost daily. Autonomous Vehicles (AVs) equipped with sensors that can acquire vehicle dynamics such…

Machine Learning · Computer Science 2023-09-27 Emanuel Figetakis , Yahuza Bello , Ahmed Refaey , Lei Lei , Medhat Moussa

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

Green hydrogen has multiple use cases and is produced from renewable energy, such as solar or wind energy. It can be stored in large quantities, decoupling renewable energy generation from its use, and is therefore considered essential for…

Optimization and Control · Mathematics 2026-01-01 Umur Hasturk , Albert H. Schrotenboer , Kees Jan Roodbergen , Evrim Ursavas

We study constrained reinforcement learning (CRL) from a novel perspective by setting constraints directly on state density functions, rather than the value functions considered by previous works. State density has a clear physical and…

Machine Learning · Computer Science 2021-06-25 Zengyi Qin , Yuxiao Chen , Chuchu Fan

Scheduling is a fundamental task occurring in various automated systems applications, e.g., optimal schedules for machines on a job shop allow for a reduction of production costs and waste. Nevertheless, finding such schedules is often…

Machine Learning · Computer Science 2021-04-09 Pierre Tassel , Martin Gebser , Konstantin Schekotihin

Real-time traffic flow prediction can not only provide travelers with reliable traffic information so that it can save people's time, but also assist the traffic management agency to manage traffic system. It can greatly improve the…

Machine Learning · Statistics 2018-08-17 Zeren Tan , Ruimin Li

The design of Wireless Networked Control System (WNCS) requires addressing critical interactions between control and communication systems with minimal complexity and communication overhead while providing ultra-high reliability. This paper…

Systems and Control · Electrical Eng. & Systems 2023-12-20 Hamida Qumber Ali , Amirhassan Babazadeh Darabi , Sinem Coleri

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

Tracking congestion throughout the network road is a critical component of Intelligent transportation network management systems. Understanding how the traffic flows and short-term prediction of congestion occurrence due to rush-hour or…

Machine Learning · Computer Science 2017-07-27 Mohammadhani Fouladgar , Mostafa Parchami , Ramez Elmasri , Amir Ghaderi

Existing data-driven and feedback traffic control strategies do not consider the heterogeneity of real-time data measurements. Besides, traditional reinforcement learning (RL) methods for traffic control usually converge slowly for lacking…

Systems and Control · Electrical Eng. & Systems 2022-09-14 C. Chen , Y. P. Huang , W. H. K. Lam , T. L. Pan , S. C. Hsu , A. Sumalee , R. X. Zhong