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We reinterpret and propose a framework for pricing path-dependent financial derivatives by estimating the full distribution of payoffs using Distributional Reinforcement Learning (DistRL). Unlike traditional methods that focus on expected…

Mathematical Finance · Quantitative Finance 2025-07-18 Ahmet Umur Özsoy

The goal of an offline reinforcement learning (RL) algorithm is to learn optimal polices using historical (offline) data, without access to the environment for online exploration. One of the main challenges in offline RL is the distribution…

Machine Learning · Computer Science 2023-10-31 Kishan Panaganti , Zaiyan Xu , Dileep Kalathil , Mohammad Ghavamzadeh

In this paper, we aim to maximize the SSR for heterogeneous service demands in the cooperative MEC-assisted RAN slicing system by jointly considering the multi-node computing resources cooperation and allocation, the transmission resource…

Networking and Internet Architecture · Computer Science 2024-05-29 Chong Zheng , Yongming Huang , Cheng Zhang , Tony Q. S. Quek

Time series forecasting is an extensively studied subject in statistics, economics, and computer science. Exploration of the correlation and causation among the variables in a multivariate time series shows promise in enhancing the…

Machine Learning · Computer Science 2021-04-22 Chao Shang , Jie Chen , Jinbo Bi

This paper considers the problem of online multi-robot motion planning with general nonlinear dynamics subject to unknown external disturbances. We propose dSLAP, a distributed safe learning and planning framework that allows the robots to…

Systems and Control · Electrical Eng. & Systems 2025-05-27 Zhenyuan Yuan , Minghui Zhu

In this paper, we jointly design the power control and position dispatch for Multi-unmanned aerial vehicle (UAV)-enabled communication in device-to-device (D2D) networks. Our objective is to maximize the total transmission rate of downlink…

Systems and Control · Electrical Eng. & Systems 2022-02-16 Pei Li , Lingyi Wang , Wei Wu , Fuhui Zhou , Baoyun Wang , Qihui Wu

Industrial systems demand reliable predictive maintenance strategies to enhance operational efficiency and reduce downtime. This paper introduces an integrated framework that leverages the capabilities of the Transformer model-based neural…

Machine Learning · Computer Science 2024-08-06 Yang Zhao , Jiaxi Yang , Wenbo Wang , Helin Yang , Dusit Niyato

Power-to-Gas (P2G) technologies gain recognition for enabling the integration of intermittent renewables, such as wind and solar, into electricity grids. However, determining the most cost-effective operation of these systems is complex due…

Systems and Control · Electrical Eng. & Systems 2025-06-10 Manuel Sage , Khalil Al Handawi , Yaoyao Fiona Zhao

In the last few years, researchers have applied machine learning strategies in the context of vehicular platoons to increase the safety and efficiency of cooperative transportation. Reinforcement Learning methods have been employed in the…

Systems and Control · Electrical Eng. & Systems 2022-11-17 Armando Alves Neto , Leonardo Amaral Mozelli

We propose a framework for distributed robust statistical learning on {\em big contaminated data}. The Distributed Robust Learning (DRL) framework can reduce the computational time of traditional robust learning methods by several orders of…

Machine Learning · Statistics 2015-02-10 Jiashi Feng , Huan Xu , Shie Mannor

Three major challenges in reinforcement learning are the complex dynamical systems with large state spaces, the costly data acquisition processes, and the deviation of real-world dynamics from the training environment deployment. To…

Machine Learning · Computer Science 2024-06-04 Shyam Sundhar Ramesh , Pier Giuseppe Sessa , Yifan Hu , Andreas Krause , Ilija Bogunovic

The resilience of critical infrastructure networks (CINs) after disruptions, such as those caused by natural hazards, depends on both the speed of restoration and the extent to which operational functionality can be regained. Allocating…

Machine Learning · Computer Science 2025-07-14 Nathan Maurer , Harshal Kaushik , Roshni Anna Jacob , Jie Zhang , Souma Chowdhury

Offline reinforcement learning (RL) extends the paradigm of classical RL algorithms to purely learning from static datasets, without interacting with the underlying environment during the learning process. A key challenge of offline RL is…

Machine Learning · Computer Science 2022-06-16 Shentao Yang , Yihao Feng , Shujian Zhang , Mingyuan Zhou

The exponential growth of electric vehicles (EVs) presents novel challenges in preserving battery health and in addressing the persistent problem of vehicle range anxiety. To address these concerns, wireless charging, particularly, Mobile…

Robotics · Computer Science 2023-08-31 Jiaming Wang , Jiqian Dong , Sikai Chen , Shreyas Sundaram , Samuel Labi

We present a unifying framework for designing and analysing distributional reinforcement learning (DRL) algorithms in terms of recursively estimating statistics of the return distribution. Our key insight is that DRL algorithms can be…

Machine Learning · Statistics 2019-02-22 Mark Rowland , Robert Dadashi , Saurabh Kumar , Rémi Munos , Marc G. Bellemare , Will Dabney

Accurate online transient stability prediction is critical for ensuring power system stability when facing disturbances. While traditional transient stablity analysis replies on the time domain simulations can not be quickly adapted to the…

Systems and Control · Electrical Eng. & Systems 2024-10-28 Zijian Lv , Xin Chen , Zijian Feng

The pursuit of rate maximization in wireless communication frequently encounters substantial challenges associated with user fairness. This paper addresses these challenges by exploring a novel power allocation approach for delay…

Systems and Control · Electrical Eng. & Systems 2025-05-20 Hao Fang , Kai Huang , Hao Ye , Chongtao Guo , Le Liang , Xiao Li , Shi Jin

Wireless sensor networks consist of randomly distributed sensor nodes for monitoring targets or areas of interest. Maintaining the network for continuous surveillance is a challenge due to the limited battery capacity in each sensor.…

Machine Learning · Computer Science 2023-10-03 Ngoc Bui , Phi Le Nguyen , Viet Anh Nguyen , Phan Thuan Do

Driven by recent advances in sensing and computing, deep reinforcement learning (DRL) technologies have shown great potential for addressing distribution system restoration (DSR) under uncertainty. However, their data-intensive nature and…

Systems and Control · Electrical Eng. & Systems 2025-08-20 Hong Zhao , Jin Wei-Kocsis , Adel Heidari Akhijahani , Karen L Butler-Purry

Resource allocation in integrated sensing and communication (ISAC) systems needs to be optimized to balance the requirements of the communication and sensing modules considering complicated cross-layer data traffic and queue status in…

Signal Processing · Electrical Eng. & Systems 2026-04-28 Xiyu Wang , Gilberto Berardinelli , Hei Victor Cheng , Petar Popovski , Ramoni Adeogun
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