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This paper presents a framework to tackle constrained combinatorial optimization problems using deep Reinforcement Learning (RL). To this end, we extend the Neural Combinatorial Optimization (NCO) theory in order to deal with constraints in…

Machine Learning · Computer Science 2020-06-23 Ruben Solozabal , Josu Ceberio , Martin Takáč

The large integration of variable energy resources is expected to shift a large part of the energy exchanges closer to real-time, where more accurate forecasts are available. In this context, the short-term electricity markets and in…

Trading and Market Microstructure · Quantitative Finance 2020-04-14 Ioannis Boukas , Damien Ernst , Thibaut Théate , Adrien Bolland , Alexandre Huynen , Martin Buchwald , Christelle Wynants , Bertrand Cornélusse

Advancing autonomous green technologies in solar photovoltaic (PV) systems is key to improving sustainability and efficiency in renewable energy production. This study presents a reinforcement learning (RL)-based framework to autonomously…

Machine Learning · Computer Science 2026-03-10 Heungjo An

The Robust Markov Decision Process (RMDP) framework focuses on designing control policies that are robust against the parameter uncertainties due to the mismatches between the simulator model and real-world settings. An RMDP problem is…

Machine Learning · Computer Science 2022-05-17 Kishan Panaganti , Dileep Kalathil

Automatic decision-making approaches, such as reinforcement learning (RL), have been applied to (partially) solve the resource allocation problem adaptively in the cloud computing system. However, a complete cloud resource allocation…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-08-15 Ning Liu , Zhe Li , Zhiyuan Xu , Jielong Xu , Sheng Lin , Qinru Qiu , Jian Tang , Yanzhi Wang

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

Energy arbitrage is one of the most profitable sources of income for battery operators, generating revenues by buying and selling electricity at different prices. Forecasting these revenues is challenging due to the inherent uncertainty of…

Machine Learning · Computer Science 2024-10-29 Manuel Sage , Joshua Campbell , Yaoyao Fiona Zhao

For self-scheduling cascaded hydropower (S-CHP) facilities, medium-term planning is a critical step that coordinates water availability over the medium-term horizon, providing water usage guidance for their short-term operations in…

Systems and Control · Electrical Eng. & Systems 2025-01-10 Xianbang Chen , Yikui Liu , Neng Fan , Lei Wu

Electric vehicle (EV) charging stations represent a substantial load with significant flexibility. The exploitation of that flexibility in demand response (DR) algorithms becomes increasingly important to manage and balance demand and…

Artificial Intelligence · Computer Science 2022-03-04 Manu Lahariya , Nasrin Sadeghianpourhamami , Chris Develder

Reinforcement learning (RL) is an innovative approach to financial decision making, offering specialized solutions to complex investment problems where traditional methods fail. This review analyzes 167 articles from 2017--2025, focusing on…

Computational Finance · Quantitative Finance 2025-12-12 Mohammad Rezoanul Hoque , Md Meftahul Ferdaus , M. Kabir Hassan

Energy storage devices represent environmentally friendly candidates to cope with volatile renewable energy generation. Motivated by the increase in privately owned storage systems, this paper studies the problem of real-time control of a…

Optimization and Control · Mathematics 2019-03-28 Ahmed S. Zamzam , Bo Yang , Nicholas D. Sidiropoulos

This paper presents a Reinforcement Learning (RL) based energy market for a prosumer dominated microgrid. The proposed market model facilitates a real-time and demanddependent dynamic pricing environment, which reduces grid costs and…

Systems and Control · Electrical Eng. & Systems 2020-09-24 Arman Ghasemi , Amin Shojaeighadikolaei , Kailani Jones , Morteza Hashemi , Alexandru G. Bardas , Reza Ahmadi

Sequential decision making, commonly formalized as Markov Decision Process (MDP) optimization, is a important challenge in artificial intelligence. Two key approaches to this problem are reinforcement learning (RL) and planning. This paper…

Machine Learning · Computer Science 2022-04-01 Thomas M. Moerland , Joost Broekens , Aske Plaat , Catholijn M. Jonker

Traditional portfolio management methods can incorporate specific investor preferences but rely on accurate forecasts of asset returns and covariances. Reinforcement learning (RL) methods do not rely on these explicit forecasts and are…

Portfolio Management · Quantitative Finance 2022-03-23 Ruan Pretorius , Terence van Zyl

Traditional economic models often rely on fixed assumptions about market dynamics, limiting their ability to capture the complexities and stochastic nature of real-world scenarios. However, reality is more complex and includes noise, making…

This paper proposes an adaptive energy management strategy for hybrid electric vehicles by combining deep reinforcement learning (DRL) and transfer learning (TL). This work aims to address the defect of DRL in tedious training time. First,…

Signal Processing · Electrical Eng. & Systems 2020-07-20 Xiaowei Guo , Teng Liu , Bangbei Tang , Xiaolin Tang , Jinwei Zhang , Wenhao Tan , Shufeng Jin

The integration of distributed energy resources (DER) has escalated the challenge of voltage magnitude regulation in distribution networks. Traditional model-based approaches, which rely on complex sequential mathematical formulations,…

Systems and Control · Electrical Eng. & Systems 2024-11-05 Shengren Hou , Peter Palensky , Pedro P. Vergara

Portfolio management is a fundamental problem in finance. It involves periodic reallocations of assets to maximize the expected returns within an appropriate level of risk exposure. Deep reinforcement learning (RL) has been considered a…

Computational Finance · Quantitative Finance 2022-10-05 Hui Niu , Siyuan Li , Jian Li

This paper explores the mean-variance portfolio selection problem in a multi-period financial market characterized by regime-switching dynamics and uncontrollable liabilities. To address the uncertainty in the decision-making process within…

Optimization and Control · Mathematics 2025-09-04 Zhongqin Gao , Ping Chen , Xun Li , Yan Lv , Wenhao Zhang

The integration of photovoltaic (PV) systems, stationary energy storage systems (ESSs), and electric vehicles (EVs) alongside demand response (DR) programmes in industrial parks presents opportunities to reduce costs and improve renewable…

Systems and Control · Electrical Eng. & Systems 2026-04-07 Meng Yuan , Tinghui Yan , Zhezhuang Xu