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We adopt Deep Reinforcement Learning algorithms to design trading strategies for continuous futures contracts. Both discrete and continuous action spaces are considered and volatility scaling is incorporated to create reward functions which…

Computational Finance · Quantitative Finance 2019-11-25 Zihao Zhang , Stefan Zohren , Stephen Roberts

Complex real-life routing challenges can be modeled as variations of well-known combinatorial optimization problems. These routing problems have long been studied and are difficult to solve at scale. The particular setting may also make…

Neural and Evolutionary Computing · Computer Science 2020-09-23 Marijn van Knippenberg , Mike Holenderski , Vlado Menkovski

This study develops a framework based on reinforcement learning to dynamically manage a large portfolio of search operators within meta-heuristics. Using the idea of tabu search, the framework allows for continuous adaptation by temporarily…

Machine Learning · Computer Science 2024-08-28 Maryam Karimi Mamaghan , Mehrdad Mohammadi , Wout Dullaert , Daniele Vigo , Amir Pirayesh

This study presents a novel computer system performance optimization and adaptive workload management scheduling algorithm based on Q-learning. In modern computing environments, characterized by increasing data volumes, task complexity, and…

Machine Learning · Computer Science 2024-11-11 Pochun Li , Yuyang Xiao , Jinghua Yan , Xuan Li , Xiaoye Wang

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

In the era of smart manufacturing and Industry 4.0, the refining industry is evolving towards large-scale integration and flexible production systems. In response to these new demands, this paper presents a novel optimization framework for…

Systems and Control · Electrical Eng. & Systems 2025-04-14 Zhouchang Li , Runze Lin , Hongye Su , Lei Xie

Deep learning has provided new ways of manipulating, processing and analyzing data. It sometimes may achieve results comparable to, or surpassing human expert performance, and has become a source of inspiration in the era of artificial…

Routing problems are a class of combinatorial problems with many practical applications. Recently, end-to-end deep learning methods have been proposed to learn approximate solution heuristics for such problems. In contrast, classical…

Machine Learning · Computer Science 2021-12-06 Wouter Kool , Herke van Hoof , Joaquim Gromicho , Max Welling

Reinforcement learning continuously optimizes decision-making based on real-time feedback reward signals through continuous interaction with the environment, demonstrating strong adaptive and self-learning capabilities. In recent years, it…

Robotics · Computer Science 2024-08-15 Zixiang Wang , Hao Yan , Yining Wang , Zhengjia Xu , Zhuoyue Wang , Zhizhong Wu

Deep reinforcement learning (DRL) has achieved significant breakthroughs in various tasks. However, most DRL algorithms suffer a problem of generalizing the learned policy which makes the learning performance largely affected even by minor…

Machine Learning · Computer Science 2019-07-11 Zhengyao Jiang , Shan Luo

The primary goal of reinforcement learning is to develop decision-making policies that prioritize optimal performance without considering risk or safety. In contrast, safe reinforcement learning aims to mitigate or avoid unsafe states. This…

Machine Learning · Computer Science 2024-09-13 Zahra Shahrooei , Ali Baheri

In this paper, we investigate the online parcel assignment (OPA) problem, in which each stochastically generated parcel needs to be assigned to a candidate route for delivery to minimize the total cost subject to certain business…

Machine Learning · Computer Science 2023-01-18 Hao Zeng , Qiong Wu , Kunpeng Han , Junying He , Haoyuan Hu

Novel advanced policy gradient (APG) methods, such as Trust Region policy optimization and Proximal policy optimization (PPO), have become the dominant reinforcement learning algorithms because of their ease of implementation and good…

Optimization and Control · Mathematics 2022-03-22 J. G. Dai , Mark Gluzman

Deep reinforcement learning (RL) has been successfully applied to a variety of game-like environments. However, the application of deep RL to visual navigation with realistic environments is a challenging task. We propose a novel learning…

Robotics · Computer Science 2019-11-12 Jonáš Kulhánek , Erik Derner , Tim de Bruin , Robert Babuška

Deep reinforcement learning has shown its advantages in real-time decision-making based on the state of the agent. In this stage, we solved the task of using a real robot to manipulate the cube to a given trajectory. The task is broken down…

Robotics · Computer Science 2021-12-10 Qingfeng Yao , Jilong Wang , Shuyu Yang

Heterogeneous radio access networks require efficient traffic steering methods to reach near-optimal results in order to maximize network capacity. This paper aims to propose a novel traffic steering algorithm for usage in HetNets, which…

Machine Learning · Computer Science 2021-12-01 Cezary Adamczyk , Adrian Kliks

Managing disruptions in railway traffic management is a major challenge. Rising traffic density and infrastructure limits increase complexity, making the Vehicle Routing and Scheduling Problem (VRSP) difficult to solve reliably and in real…

Artificial Intelligence · Computer Science 2026-05-12 Alberto Castagna , Stefan Zahlner , Adrian Egli , Christian Eichenberger , Daniel Boos , Manuel Meyer , Anton Fuxjager

Large-scale online ride-sharing platforms have substantially transformed our lives by reallocating transportation resources to alleviate traffic congestion and promote transportation efficiency. An efficient fleet management strategy not…

Multiagent Systems · Computer Science 2019-12-03 Kaixiang Lin , Renyu Zhao , Zhe Xu , Jiayu Zhou

We consider a warehouse in which dozens of mobile robots and human pickers work together to collect and deliver items within the warehouse. The fundamental problem we tackle, called the order-picking problem, is how these worker agents must…

Reinforcement Learning has suffered from poor reward specification, and issues for reward hacking even in simple enough domains. Preference Based Reinforcement Learning attempts to solve the issue by utilizing binary feedbacks on queried…

Artificial Intelligence · Computer Science 2023-02-20 Mudit Verma , Subbarao Kambhampati
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