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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

Large-scale finite element simulations of complex physical systems governed by partial differential equations (PDE) crucially depend on adaptive mesh refinement (AMR) to allocate computational budget to regions where higher resolution is…

Deep Reinforcement Learning (DRL) provides a general-purpose methodology for training inventory policies that can leverage big data and compute. However, off-the-shelf implementations of DRL have seen mixed success, often plagued by high…

Machine Learning · Computer Science 2026-03-23 Yaqi Xie , Xinru Hao , Jiaxi Liu , Will Ma , Linwei Xin , Lei Cao , Yidong Zhang

Storage systems for cloud computing merge a large number of commodity computers into a single large storage pool. It provides high-performance storage over an unreliable, and dynamic network at a lower cost than purchasing and maintaining…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-08-21 Hyunsung Lee

Infrastructure asset management is essential for sustaining the performance of public infrastructure such as road networks, bridges, and utility networks. Traditional maintenance and rehabilitation planning methods often face scalability…

Optimization and Control · Mathematics 2025-07-28 Amir Fard , Arnold X. -X. Yuan

Reinforcement learning (RL) in Markov decision processes (MDPs) with large state spaces is a challenging problem. The performance of standard RL algorithms degrades drastically with the dimensionality of state space. However, in practice,…

Artificial Intelligence · Computer Science 2018-06-21 Kamyar Azizzadenesheli , Alessandro Lazaric , Animashree Anandkumar

This study delves into the shift from centralized to decentralized approaches in the electricity industry, with a particular focus on how machine learning (ML) advancements play a crucial role in empowering renewable energy sources and…

Machine Learning · Computer Science 2023-10-25 Mohammad Mohammadi , Ali Mohammadi

Efficient load balancing is crucial in cloud computing environments to ensure optimal resource utilization, minimize response times, and prevent server overload. Traditional load balancing algorithms, such as round-robin or least…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-09-10 Kavish Chawla

The integration of renewable energy sources in microgrids introduces significant operational challenges due to their intermittent nature and the mismatch between generation and demand patterns. Effective demand response (DR) strategies are…

Systems and Control · Electrical Eng. & Systems 2025-02-14 K. Victor Sam Moses Babu , Pratyush Chakraborty , Mayukha Pal

Ongoing risks from climate change have impacted the livelihood of global nomadic communities, and are likely to lead to increased migratory movements in coming years. As a result, mobility considerations are becoming increasingly important…

Systems and Control · Electrical Eng. & Systems 2022-12-09 Cesare Caputo , Michel-Alexandre Cardin , Pudong Ge , Fei Teng , Anna Korre , Ehecatl Antonio del Rio Chanona

Reactive synthesis algorithms allow automatic construction of policies to control an environment modeled as a Markov Decision Process (MDP) that are optimal with respect to high-level temporal logic specifications. However, they assume that…

Formal Languages and Automata Theory · Computer Science 2022-05-31 Rajeev Alur , Suguman Bansal , Osbert Bastani , Kishor Jothimurugan

Electric vehicles (EVs) are increasingly integrated into power grids, offering economic and environmental benefits but introducing challenges due to uncoordinated charging. This study addresses the profit maximization problem for multiple…

Systems and Control · Electrical Eng. & Systems 2026-01-21 Kun-Yan Jiang , Wei-Yu Chiu , Yuan-Po Tsai

This study presents a Reinforcement Learning (RL)-based portfolio management model tailored for high-risk environments, addressing the limitations of traditional RL models and exploiting market opportunities through two-sided transactions…

Portfolio Management · Quantitative Finance 2024-08-13 Ali Habibnia , Mahdi Soltanzadeh

With the rapid development of distributed renewable energy, multi-microgrids play an increasingly important role in improving the flexibility and reliability of energy supply. Reinforcement learning has shown great potential in coordination…

Systems and Control · Electrical Eng. & Systems 2025-12-22 Rongxiang Zhang , Bo Li , Jinghua Li , Yuguang Song , Ziqing Zhu , Wentao Yang , Zhengmao Li , Edris Pouresmaeil , Joshua Y. Kim

District cooling energy plants (DCEPs) consisting of chillers, cooling towers, and thermal energy storage (TES) systems consume a considerable amount of electricity. Optimizing the scheduling of the TES and chillers to take advantage of…

Systems and Control · Electrical Eng. & Systems 2022-03-16 Zhong Guo , Austin R. Coffman , Prabir Barooah

Reinforcement Learning (RL) applied to financial problems has been the subject of a lively area of research. The use of RL for optimal trading strategies that exploit latent information in the market is, to the best of our knowledge, not…

Trading and Market Microstructure · Quantitative Finance 2025-11-04 Andrea Macrì , Sebastian Jaimungal , Fabrizio Lillo

With the proliferation of advanced metering infrastructure (AMI), more real-time data is available to electric utilities and consumers. Such high volumes of data facilitate innovative electricity rate structures beyond flat-rate and…

Systems and Control · Electrical Eng. & Systems 2021-11-23 Eli Brock , Lauren Bruckstein , Patrick Connor , Sabrina Nguyen , Robert Kerestes , Mai Abdelhakim

This paper proposes a two-level hierarchical matching framework for Integrated Hybrid Resources (IHRs) with grid constraints. An IHR is a collection of Renewable Energy Sources (RES) and flexible customers within a certain power system…

Systems and Control · Electrical Eng. & Systems 2023-09-21 Majid Majidi , Deepan Muthirayan , Masood Parvania , Pramod P. Khargonekar

Sequential decision making, commonly formalized as optimization of a Markov Decision Process, is a key challenge in artificial intelligence. Two successful approaches to MDP optimization are reinforcement learning and planning, which both…

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

Predictive autoscaling (autoscaling with workload forecasting) is an important mechanism that supports autonomous adjustment of computing resources in accordance with fluctuating workload demands in the Cloud. In recent works, Reinforcement…