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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…
Deep reinforcement learning (DRL) has emerged as a powerful framework for solving sequential decision-making problems, achieving remarkable success in a wide range of applications, including game AI, autonomous driving, biomedicine, and…
Federal Energy Regulatory Commission (FERC) Orders 841 and 2222 have recommended that distributed energy resources (DERs) should participate in energy and reserve markets; therefore, a mechanism needs to be developed to facilitate DERs'…
Activities in reinforcement learning (RL) revolve around learning the Markov decision process (MDP) model, in particular, the following parameters: state values, V; state-action values, Q; and policy, pi. These parameters are commonly…
The increasing number of unmanned aerial vehicles (UAVs) in urban environments requires a strategy to minimize their environmental impact, both in terms of energy efficiency and noise reduction. In order to reduce these concerns, novel…
As the quantity and complexity of information processed by software systems increase, large-scale software systems have an increasing requirement for high-performance distributed computing systems. With the acceleration of the Internet in…
Deep Reinforcement Learning (DRL) has recently been proposed as a methodology to discover complex Active Flow Control (AFC) strategies [Rabault, J., Kuchta, M., Jensen, A., Reglade, U., & Cerardi, N. (2019): "Artificial neural networks…
Resource allocation plays a critical role in minimizing cycle time and improving the efficiency of business processes. Recently, Deep Reinforcement Learning (DRL) has emerged as a powerful technique to optimize resource allocation policies…
The exponential growth of data-intensive applications has placed unprecedented demands on modern storage systems, necessitating dynamic and efficient optimization strategies. Traditional heuristics employed for storage performance…
A deep reinforcement learning (DRL) agent observes its states through observations, which may contain natural measurement errors or adversarial noises. Since the observations deviate from the true states, they can mislead the agent into…
Due to complexity and dynamics of construction work, resource, and cash flows, poor management of them usually leads to time and cost overruns, bankruptcy, even project failure. Existing approaches in construction failed to achieve optimal…
Constrained Markov Decision Processes (CMDPs) are critical in many high-stakes applications, where decisions must optimize cumulative rewards while strictly adhering to complex nonlinear constraints. In domains such as power systems,…
For self-scheduling cascaded hydropower (S-CHP) facilities, medium-term planning is a critical step that coordinates water availability over the medium-term horizon, providing water usage guidance for their short-term operations in…
Policy gradient (PG) methods are successful approaches to deal with continuous reinforcement learning (RL) problems. They learn stochastic parametric (hyper)policies by either exploring in the space of actions or in the space of parameters.…
Deep reinforcement learning (DRL) has been used to learn effective heuristics for solving complex combinatorial optimisation problem via policy networks and have demonstrated promising performance. Existing works have focused on solving…
Decision-making for engineering systems can be efficiently formulated as a Markov Decision Process (MDP) or a Partially Observable MDP (POMDP). Typical MDP and POMDP solution procedures utilize offline knowledge about the environment and…
This paper applies deep reinforcement learning (DRL) to optimize liquidity provisioning in Uniswap v3, a decentralized finance (DeFi) protocol implementing an automated market maker (AMM) model with concentrated liquidity. We model the…
Reinforcement learning (RL) excels in various applications but struggles in dynamic environments where the underlying Markov decision process evolves. Continual reinforcement learning (CRL) enables RL agents to continually learn and adapt…
Effectively controlling systems governed by Partial Differential Equations (PDEs) is crucial in several fields of Applied Sciences and Engineering. These systems usually yield significant challenges to conventional control schemes due to…
This paper presents a deep reinforcement learning (DRL) framework for dynamic portfolio optimization under market uncertainty and risk. The proposed model integrates a Sharpe ratio-based reward function with direct risk control mechanisms,…