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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…
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…
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…
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…
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,…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…