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Dynamic portfolio optimization is the process of sequentially allocating wealth to a collection of assets in some consecutive trading periods, based on investors' return-risk profile. Automating this process with machine learning remains a…

Machine Learning · Computer Science 2019-01-28 Pengqian Yu , Joon Sern Lee , Ilya Kulyatin , Zekun Shi , Sakyasingha Dasgupta

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…

Machine Learning · Computer Science 2024-02-06 Xinglong Zhang , Yaoqian Peng , Biao Luo , Wei Pan , Xin Xu , Haibin Xie

Many scenarios in mobility and traffic involve multiple different agents that need to cooperate to find a joint solution. Recent advances in behavioral planning use Reinforcement Learning to find effective and performant behavior…

Artificial Intelligence · Computer Science 2022-08-03 Lukas M. Schmidt , Johanna Brosig , Axel Plinge , Bjoern M. Eskofier , Christopher Mutschler

Self-driving vehicles must be able to act intelligently in diverse and difficult environments, marked by high-dimensional state spaces, a myriad of optimization objectives and complex behaviors. Traditionally, classical optimization and…

Robotics · Computer Science 2020-11-11 Josiah Coad , Zhiqian Qiao , John M. Dolan

Most solutions to the inventory management problem assume a centralization of information that is incompatible with organisational constraints in real supply chain networks. The inventory management problem is a well-known planning problem…

Machine Learning · Computer Science 2023-07-24 Marwan Mousa , Damien van de Berg , Niki Kotecha , Ehecatl Antonio del Rio-Chanona , Max Mowbray

Defending computer networks from cyber attack requires timely responses to alerts and threat intelligence. Decisions about how to respond involve coordinating actions across multiple nodes based on imperfect indicators of compromise while…

Cryptography and Security · Computer Science 2021-11-05 John Mern , Kyle Hatch , Ryan Silva , Cameron Hickert , Tamim Sookoor , Mykel J. Kochenderfer

In this paper we design and evaluate a Deep-Reinforcement Learning agent that optimizes routing. Our agent adapts automatically to current traffic conditions and proposes tailored configurations that attempt to minimize the network delay.…

Networking and Internet Architecture · Computer Science 2017-09-22 Giorgio Stampa , Marta Arias , David Sanchez-Charles , Victor Muntes-Mulero , Albert Cabellos

Maneuvering in dense traffic is a challenging task for autonomous vehicles because it requires reasoning about the stochastic behaviors of many other participants. In addition, the agent must achieve the maneuver within a limited time and…

Artificial Intelligence · Computer Science 2020-05-26 Maxime Bouton , Alireza Nakhaei , David Isele , Kikuo Fujimura , Mykel J. Kochenderfer

Path planning in dynamic environments is a fundamental challenge in intelligent transportation and robotics, where obstacles and conditions change over time, introducing uncertainty and requiring continuous adaptation. While existing…

Robotics · Computer Science 2025-11-20 Jonas De Maeyer , Hossein Yarahmadi , Moharram Challenger

It is expected that many human drivers will still prefer to drive themselves even if the self-driving technologies are ready. Therefore, human-driven vehicles and autonomous vehicles (AVs) will coexist in a mixed traffic for a long time. To…

Robotics · Computer Science 2019-10-14 Dong Chen , Longsheng Jiang , Yue Wang , Zhaojian Li

Recent developments in deep reinforcement learning are concerned with creating decision-making agents which can perform well in various complex domains. A particular approach which has received increasing attention is multi-agent…

Machine Learning · Computer Science 2019-06-13 Georgios Papoudakis , Filippos Christianos , Arrasy Rahman , Stefano V. Albrecht

We propose a model-free reinforcement learning method for controlling mixed autonomy traffic in simulated traffic networks with through-traffic-only two-way and four-way intersections. Our method utilizes multi-agent policy decomposition…

Artificial Intelligence · Computer Science 2021-11-09 Zhongxia Yan , Cathy Wu

Increasingly complex, non-linear World-Earth system models are used for describing the dynamics of the biophysical Earth system and the socio-economic and socio-cultural World of human societies and their interactions. Identifying pathways…

Physics and Society · Physics 2020-09-16 Felix M. Strnad , Wolfram Barfuss , Jonathan F. Donges , Jobst Heitzig

Self-interested individuals often fail to cooperate, posing a fundamental challenge for multi-agent learning. How can we achieve cooperation among self-interested, independent learning agents? Promising recent work has shown that in certain…

Training sophisticated agents for optimal decision-making under uncertainty has been key to the rapid development of modern autonomous systems across fields. Notably, model-free reinforcement learning (RL) has enabled decision-making agents…

Machine Learning · Computer Science 2025-07-21 Thomas Banker , Ali Mesbah

Connected and autonomous vehicles across land, water, and air must often operate in dynamic, unpredictable environments with limited communication, no centralized control, and partial observability. These real-world constraints pose…

Multiagent Systems · Computer Science 2025-11-18 Hung Du , Hy Nguyen , Srikanth Thudumu , Rajesh Vasa , Kon Mouzakis

Autonomous marine environmental monitoring problem traditionally encompasses an area coverage problem which can only be effectively carried out by a multi-robot system. In this paper, we focus on robotic swarms that are typically operated…

Robotics · Computer Science 2022-07-19 Maryam Kouzehgar , Malika Meghjani , Roland Bouffanais

Communication networks able to withstand hostile environments are critically important for disaster relief operations. In this paper, we consider a challenging scenario where drones have been compromised in the supply chain, during their…

Cryptography and Security · Computer Science 2023-12-11 Chris Hicks , Vasilios Mavroudis , Myles Foley , Thomas Davies , Kate Highnam , Tim Watson

This paper summarizes in depth the state of the art of aerial swarms, covering both classical and new reinforcement-learning-based approaches for their management. Then, it proposes a hybrid AI system, integrating deep reinforcement…

Artificial Intelligence · Computer Science 2025-01-16 Raúl Arranz , David Carramiñana , Gonzalo de Miguel , Juan A. Besada , Ana M. Bernardos

A significant challenge for autonomous cyber defence is ensuring a defensive agent's ability to generalise across diverse network topologies and configurations. This capability is necessary for agents to remain effective when deployed in…

Machine Learning · Computer Science 2025-01-27 Isaac Symes Thompson , Alberto Caron , Chris Hicks , Vasilios Mavroudis