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We introduce a reinforcement learning (RL) environment to design and benchmark control strategies aimed at reducing drag in turbulent fluid flows enclosed in a channel. The environment provides a framework for computationally-efficient,…

Fluid Dynamics · Physics 2023-02-09 L. Guastoni , J. Rabault , P. Schlatter , H. Azizpour , R. Vinuesa

Deep reinforcement learning (RL) has emerged as a promising approach for autonomously acquiring complex behaviors from low level sensor observations. Although a large portion of deep RL research has focused on applications in video games…

Robotics · Computer Science 2021-02-08 Julian Ibarz , Jie Tan , Chelsea Finn , Mrinal Kalakrishnan , Peter Pastor , Sergey Levine

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

Artificial intelligence is transforming financial investment decision-making frameworks, with deep reinforcement learning demonstrating substantial potential in robo-advisory applications. This paper addresses the limitations of traditional…

Portfolio Management · Quantitative Finance 2025-02-24 Gang Huang , Xiaohua Zhou , Qingyang Song

Deep Reinforcement Learning (DRL) is considered a potential framework to improve many real-world autonomous systems; it has attracted the attention of multiple and diverse fields. Nevertheless, the successful deployment in the real world is…

Machine Learning · Computer Science 2021-07-08 Juan Jose Garau-Luis , Edward Crawley , Bruce Cameron

Deep reinforcement learning (DRL) has been proven to be a powerful paradigm for learning complex control policy autonomously. Numerous recent applications of DRL in robotic grasping have successfully trained DRL robotic agents end-to-end,…

Robotics · Computer Science 2020-07-03 Zhixin Chen , Mengxiang Lin , Zhixin Jia , Shibo Jian

We analyze a fixed-point algorithm for reinforcement learning (RL) of optimal portfolio mean-variance preferences in the setting of multivariate generalized autoregressive conditional-heteroskedasticity (MGARCH) with a small penalty on…

Computational Finance · Quantitative Finance 2023-02-17 Andrew Papanicolaou , Hao Fu , Prashanth Krishnamurthy , Farshad Khorrami

Since deep neural networks' resurgence, reinforcement learning has gradually strengthened and surpassed humans in many conventional games. However, it is not easy to copy these accomplishments to autonomous driving because state spaces are…

Robotics · Computer Science 2023-02-14 B. Udugama

In stock trading, feature extraction and trading strategy design are the two important tasks to achieve long-term benefits using machine learning techniques. Several methods have been proposed to design trading strategy by acquiring trading…

Trading and Market Microstructure · Quantitative Finance 2021-07-01 Supriya Bajpai

Network representation learning (NRL) is an effective graph analytics technique and promotes users to deeply understand the hidden characteristics of graph data. It has been successfully applied in many real-world tasks related to network…

Social and Information Networks · Computer Science 2021-03-09 Ke Sun , Lei Wang , Bo Xu , Wenhong Zhao , Shyh Wei Teng , Feng Xia

This paper presents a multi-agent Deep Reinforcement Learning (DRL) framework for autonomous control and integration of renewable energy resources into smart power grid systems. In particular, the proposed framework jointly considers demand…

As a form of artificial intelligence (AI) technology based on interactive learning, deep reinforcement learning (DRL) has been widely applied across various fields and has achieved remarkable accomplishments. However, DRL faces certain…

Machine Learning · Computer Science 2025-02-18 Geng Sun , Wenwen Xie , Dusit Niyato , Fang Mei , Jiawen Kang , Hongyang Du , Shiwen Mao

Deep reinforcement learning (RL) is an optimization-driven framework for producing control strategies for general dynamical systems without explicit reliance on process models. Good results have been reported in simulation. Here we…

Systems and Control · Electrical Eng. & Systems 2022-01-14 Nathan P. Lawrence , Michael G. Forbes , Philip D. Loewen , Daniel G. McClement , Johan U. Backstrom , R. Bhushan Gopaluni

Hybrid reconfigurable intelligent surfaces (HRIS) enhance wireless systems by combining passive reflection with active signal amplification. However, jointly optimizing the transmit beamforming with the HRIS reflection and amplification…

Signal Processing · Electrical Eng. & Systems 2026-04-13 Phuong Nam Tran , Nhan Thanh Nguyen , Markku Juntti

Deep Reinforcement Learning (DRL), a subset of machine learning focused on sequential decision-making, has emerged as a powerful approach for tackling financial trading problems. In finance, DRL is commonly used either to generate discrete…

Computational Engineering, Finance, and Science · Computer Science 2026-02-06 Trang Thoi , Hung Tran , Tram Thoi , Huaiyang Zhong

This paper investigates the deep hedging framework, based on reinforcement learning (RL), for the dynamic hedging of swaptions, contrasting its performance with traditional sensitivity-based rho-hedging. We design agents under three…

Risk Management · Quantitative Finance 2025-12-09 Zaniar Ahmadi , Frédéric Godin

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

Many challenging real-world problems require the deployment of ensembles multiple complementary learning models to reach acceptable performance levels. While effective, applying the entire ensemble to every sample is costly and often…

Cryptography and Security · Computer Science 2022-09-20 Orel Lavie , Asaf Shabtai , Gilad Katz

Reinforcement learning (RL) constitutes a promising solution for alleviating the problem of traffic congestion. In particular, deep RL algorithms have been shown to produce adaptive traffic signal controllers that outperform conventional…

Machine Learning · Statistics 2019-07-23 Filipe Rodrigues , Carlos Lima Azevedo

Transmission switching is a well-established approach primarily applied to minimize operational costs through strategic network reconfiguration. However, exclusive focus on cost reduction can compromise system reliability. While…

Systems and Control · Electrical Eng. & Systems 2025-07-17 Ding Lin , Jianhui Wang , Tianqiao Zhao , Meng Yue
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