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Deep reinforcement learning (DRL) is a well-suited approach to financial decision-making, where an agent makes decisions based on its trading strategy developed from market observations. Existing DRL intraday trading strategies mainly use…

Trading and Market Microstructure · Quantitative Finance 2024-06-13 Sven Goluža , Tomislav Kovačević , Tessa Bauman , Zvonko Kostanjčar

The scale of Internet-connected systems has increased considerably, and these systems are being exposed to cyber attacks more than ever. The complexity and dynamics of cyber attacks require protecting mechanisms to be responsive, adaptive,…

Cryptography and Security · Computer Science 2021-11-03 Thanh Thi Nguyen , Vijay Janapa Reddi

Deep reinforcement learning (DRL) breaks through the bottlenecks of traditional reinforcement learning (RL) with the help of the perception capability of deep learning and has been widely applied in real-world problems.While model-free RL,…

Machine Learning · Computer Science 2022-11-28 Tingting Zhao , Ying Wang , Wei Sun , Yarui Chen , Gang Niub , Masashi Sugiyama

Federal Energy Regulatory Commission (FERC) Orders 841 and 2222 have recommended that distributed energy resources (DERs) should participate in energy and reserve markets; therefore, a mechanism needs to be developed to facilitate DERs'…

Systems and Control · Electrical Eng. & Systems 2023-05-09 Mukesh Gautam , Rakib Hossain , Mohammad MansourLakouraj , Narayan Bhusal , Mohammed Benidris , Hanif Livani

In domains such as finance, healthcare, and robotics, managing worst-case scenarios is critical, as failure to do so can lead to catastrophic outcomes. Distributional Reinforcement Learning (DRL) provides a natural framework to incorporate…

Machine Learning · Computer Science 2026-02-13 Mehrdad Moghimi , Hyejin Ku

Reinforcement learning (RL), particularly its combination with deep neural networks referred to as deep RL (DRL), has shown tremendous promise across a wide range of applications, suggesting its potential for enabling the development of…

Robotics · Computer Science 2024-09-17 Chen Tang , Ben Abbatematteo , Jiaheng Hu , Rohan Chandra , Roberto Martín-Martín , Peter Stone

Deep Reinforcement Learning (DRL) has become increasingly powerful in recent years, with notable achievements such as Deepmind's AlphaGo. It has been successfully deployed in commercial vehicles like Mobileye's path planning system.…

Machine Learning · Computer Science 2019-01-17 Victor Talpaert , Ibrahim Sobh , B Ravi Kiran , Patrick Mannion , Senthil Yogamani , Ahmad El-Sallab , Patrick Perez

Deep Reinforcement Learning (DRL) aims to create intelligent agents that can learn to solve complex problems efficiently in a real-world environment. Typically, two learning goals: adaptation and generalization are used for baselining DRL…

Machine Learning · Computer Science 2022-02-18 Pamul Yadav , Ashutosh Mishra , Junyong Lee , Shiho Kim

Order picking is a pivotal operation in warehouses that directly impacts overall efficiency and profitability. This study addresses the dynamic order picking problem, a significant concern in modern warehouse management, where real-time…

Optimization and Control · Mathematics 2025-04-08 Sasan Mahmoudinazlou , Abhay Sobhanan , Hadi Charkhgard , Ali Eshragh , George Dunn

This study presents a novel methodology incorporating safety constraints into a robotic simulation during the training of deep reinforcement learning (DRL). The framework integrates specific parts of the safety requirements, such as…

Wireless network optimization has been becoming very challenging as the problem size and complexity increase tremendously, due to close couplings among network entities with heterogeneous service and resource requirements. By continuously…

Information Theory · Computer Science 2020-01-29 Shimin Gong , Yutong Xie , Jing Xu , Dusit Niyato , Ying-Chang Liang

This paper is a study of reinforcement learning (RL) as an optimal-control strategy for control of nonlinear valves. It is evaluated against the PID (proportional-integral-derivative) strategy, using a unified framework. RL is an autonomous…

Machine Learning · Computer Science 2021-02-05 Rajesh Siraskar

Flow control is key to maximize energy efficiency in a wide range of applications. However, traditional flow-control methods face significant challenges in addressing non-linear systems and high-dimensional data, limiting their application…

Machine Learning · Computer Science 2024-10-28 Joongoo Jeon , Jean Rabault , Joel Vasanth , Francisco Alcántara-Ávila , Shilaj Baral , Ricardo Vinuesa

Ramp metering is the act of controlling on-going vehicles to the highway mainlines. Decades of practices of ramp metering have proved that ramp metering can decrease total travel time, mitigate shockwaves, decrease rear-end collisions by…

Machine Learning · Computer Science 2023-08-15 Diyi Liu , Lanmin Liu , Lee D Han

Many existing traffic signal controllers are either simple adaptive controllers based on sensors placed around traffic intersections, or optimized by traffic engineers on a fixed schedule. Optimizing traffic controllers is time consuming…

Systems and Control · Electrical Eng. & Systems 2019-11-15 Kai Liang Tan , Subhadipto Poddar , Anuj Sharma , Soumik Sarkar

This paper proposes a novel approach to controller design for MR-damped vehicle suspension system. This approach is predicated on the premise that the optimal control strategy can be learned through real-world or simulated experiments…

Systems and Control · Electrical Eng. & Systems 2023-09-06 AmirReza BabaAhmadi , Masoud ShariatPanahi , Moosa Ayati

Dynamic hedging is the practice of periodically transacting financial instruments to offset the risk caused by an investment or a liability. Dynamic hedging optimization can be framed as a sequential decision problem; thus, Reinforcement…

Computational Finance · Quantitative Finance 2024-02-26 Andrei Neagu , Frédéric Godin , Clarence Simard , Leila Kosseim

This paper introduces the concept of Deep Reinforcement Learning based architecture for protective relay design in power distribution systems with many distributed energy resources (DERs). The performance of widely-used overcurrent…

Systems and Control · Electrical Eng. & Systems 2021-06-03 Dongqi Wu , Dileep Kalathil , Miroslav Begovic , Le Xie

This investigation introduces a novel deep reinforcement learning-based suite to control floating platforms in both simulated and real-world environments. Floating platforms serve as versatile test-beds to emulate micro-gravity environments…

Hydrogen-based multi-energy systems (HMES) have emerged as a promising low-carbon and energy-efficient solution, as it can enable the coordinated operation of electricity, heating and cooling supply and demand to enhance operational…

Machine Learning · Computer Science 2026-02-03 Zhenyu Pu , Yu Yang , Lun Yang , Qing-Shan Jia , Xiaohong Guan , Costas J. Spanos