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Recent advances in Reinforcement Learning (RL) have surpassed human-level performance in many simulated environments. However, existing reinforcement learning techniques are incapable of explicitly incorporating already known…

Artificial Intelligence · Computer Science 2021-02-17 Rukshan Wijesinghe , Kasun Vithanage , Dumindu Tissera , Alex Xavier , Subha Fernando , Jayathu Samarawickrama

We develop a torque-pitch control framework using deep reinforcement learning for wind turbines to optimize the generation of wind turbine energy while minimizing operational noise. We employ a double deep Q-learning, coupled to a blade…

Systems and Control · Electrical Eng. & Systems 2024-07-19 Martín de Frutos , Oscar A. Marino , David Huergo , Esteban Ferrer

In distributed optimization, the practical problem-solving performance is essentially sensitive to algorithm selection, parameter setting, problem type and data pattern. Thus, it is often laborious to acquire a highly efficient method for a…

Optimization and Control · Mathematics 2024-01-04 Daokuan Zhu , Tianqi Xu , Jie Lu

There are two distinct approaches to solving reinforcement learning problems, namely, searching in value function space and searching in policy space. Temporal difference methods and evolutionary algorithms are well-known examples of these…

Machine Learning · Computer Science 2011-06-02 J. J. Grefenstette , D. E. Moriarty , A. C. Schultz

By reusing data throughout training, off-policy deep reinforcement learning algorithms offer improved sample efficiency relative to on-policy approaches. For continuous action spaces, the most popular methods for off-policy learning include…

Machine Learning · Computer Science 2023-12-01 Jared Markowitz , Jesse Silverberg , Gary Collins

This paper augments the reward received by a reinforcement learning agent with potential functions in order to help the agent learn (possibly stochastic) optimal policies. We show that a potential-based reward shaping scheme is able to…

Machine Learning · Computer Science 2019-07-23 Baicen Xiao , Bhaskar Ramasubramanian , Andrew Clark , Hannaneh Hajishirzi , Linda Bushnell , Radha Poovendran

In a day-ahead market, energy buyers and sellers submit their bids for a particular future time, including the amount of energy they wish to buy or sell and the price they are prepared to pay or receive. However, the dynamic for forming the…

Optimization and Control · Mathematics 2024-11-26 Luca Di Persio , Matteo Garbelli , Luca M. Giordano

Reinforcement Learning (RL) has demonstrated a great potential for automatically solving decision-making problems in complex uncertain environments. RL proposes a computational approach that allows learning through interaction in an…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-11-18 Yisel Garí , David A. Monge , Elina Pacini , Cristian Mateos , Carlos García Garino

A change from a high-carbon emitting electricity power system to one based on renewables would aid in the mitigation of climate change. Decarbonization of the electricity grid would allow for low-carbon heating, cooling and transport.…

Signal Processing · Electrical Eng. & Systems 2020-11-05 Alexander J. M. Kell , Pablo Salas , Jean-Francois Mercure , Matthew Forshaw , A. Stephen McGough

Finding optimal bidding strategies for generation units in electricity markets would result in higher profit. However, it is a challenging problem due to the system uncertainty which is due to the unknown other generation units' strategies.…

Artificial Intelligence · Computer Science 2022-08-15 Pegah Rokhforoz , Olga Fink

The ongoing energy transition drives the development of decentralised renewable energy sources, which are heterogeneous and weather-dependent, complicating their integration into energy systems. This study tackles this issue by introducing…

Machine Learning · Computer Science 2024-07-01 Marine Cauz , Adrien Bolland , Nicolas Wyrsch , Christophe Ballif

Inverse reinforcement learning has proved its ability to explain state-action trajectories of expert agents by recovering their underlying reward functions in increasingly challenging environments. Recent advances in adversarial learning…

Machine Learning · Computer Science 2019-12-10 Jacobo Roa-Vicens , Yuanbo Wang , Virgile Mison , Yarin Gal , Ricardo Silva

This paper proposes a two-phase deep reinforcement learning approach, for hedging variable annuity contracts with both GMMB and GMDB riders, which can address model miscalibration in Black-Scholes financial and constant force of mortality…

Risk Management · Quantitative Finance 2022-10-04 Wing Fung Chong , Haoen Cui , Yuxuan Li

Reinforcement learning (RL) is a powerful machine learning technique that enables an intelligent agent to learn an optimal policy that maximizes the cumulative rewards in sequential decision making. Most of methods in the existing…

Machine Learning · Statistics 2023-01-06 Chengchun Shi , Zhengling Qi , Jianing Wang , Fan Zhou

Document-level neural machine translation has yielded attractive improvements. However, majority of existing methods roughly use all context sentences in a fixed scope. They neglect the fact that different source sentences need different…

Computation and Language · Computer Science 2020-10-12 Xiaomian Kang , Yang Zhao , Jiajun Zhang , Chengqing Zong

The rise of microgrid-based architectures is heavily modifying the energy control landscape in distribution systems making distributed control mechanisms necessary to ensure reliable power system operations. In this paper, we propose the…

Systems and Control · Electrical Eng. & Systems 2020-10-14 Sergio Rozada , Dimitra Apostolopoulou , Eduardo Alonso

To overcome the curses of dimensionality and modeling of Dynamic Programming (DP) methods to solve Markov Decision Process (MDP) problems, Reinforcement Learning (RL) methods are adopted in practice. Contrary to traditional RL algorithms…

Machine Learning · Computer Science 2021-08-24 Arghyadip Roy , Vivek Borkar , Abhay Karandikar , Prasanna Chaporkar

With the continuous development of machine learning technology, major e-commerce platforms have launched recommendation systems based on it to serve a large number of customers with different needs more efficiently. Compared with…

Machine Learning · Computer Science 2020-12-14 Yang Yu , Zhenhao Gu , Rong Tao , Jingtian Ge , Kenglun Chang

We evaluate benchmark deep reinforcement learning algorithms on the task of portfolio optimisation using simulated data. The simulator to generate the data is based on correlated geometric Brownian motion with the Bertsimas-Lo market impact…

Computational Engineering, Finance, and Science · Computer Science 2025-08-07 Chung I Lu

The reinforcement learning algorithms that focus on how to compute the gradient and choose next actions, are effectively improved the performance of the agents. However, these algorithms are environment-agnostic. This means that the…

Machine Learning · Computer Science 2023-11-28 Pouya Parsa , Raoof Zare Moayedi , Mohammad Bornosi , Mohammad Mahdi Bejani