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Portfolio optimization requires dynamic allocation of funds by balancing the risk and return tradeoff under dynamic market conditions. With the recent advancements in AI, Deep Reinforcement Learning (DRL) has gained prominence in providing…

Portfolio Management · Quantitative Finance 2025-05-08 Arishi Orra , Aryan Bhambu , Himanshu Choudhary , Manoj Thakur , Selvaraju Natarajan

In dynamic programming (DP) and reinforcement learning (RL), an agent learns to act optimally in terms of expected long-term return by sequentially interacting with its environment modeled by a Markov decision process (MDP). More generally…

Machine Learning · Computer Science 2022-01-03 Mastane Achab , Gergely Neu

The use of robotics in controlled environments has flourished over the last several decades and training robots to perform tasks using control strategies developed from dynamical models of their hardware have proven very effective. However,…

Robotics · Computer Science 2019-07-16 Zach Dwiel , Madhavun Candadai , Mariano Phielipp

The navigation problem is classically approached in two steps: an exploration step, where map-information about the environment is gathered; and an exploitation step, where this information is used to navigate efficiently. Deep…

Robotics · Computer Science 2019-01-08 Vikas Dhiman , Shurjo Banerjee , Brent Griffin , Jeffrey M Siskind , Jason J Corso

This paper focuses on the active flow control of a computational fluid dynamics simulation over a range of Reynolds numbers using deep reinforcement learning (DRL). More precisely, the proximal policy optimization (PPO) method is used to…

Fluid Dynamics · Physics 2020-06-24 Hongwei Tang , Jean Rabault , Alexander Kuhnle , Yan Wang , Tongguang Wang

Deep Reinforcement Learning (DRL) has demonstrated impressive results in domains such as games and robotics, where task formulations are well-defined. However, few DRL benchmarks are grounded in complex, real-world environments, where…

Machine Learning · Computer Science 2025-05-13 Henrique Donâncio , Laurent Vercouter , Harald Roclawski

While deep reinforcement learning has achieved tremendous successes in various applications, most existing works only focus on maximizing the expected value of total return and thus ignore its inherent stochasticity. Such stochasticity is…

Machine Learning · Computer Science 2023-09-19 Han Zhong , Xun Deng , Ethan X. Fang , Zhuoran Yang , Zhaoran Wang , Runze Li

Recent deep reinforcement learning (DRL) methods in finance show promising outcomes. However, there is limited research examining the behavior of these DRL algorithms. This paper aims to investigate their tendencies towards holding or…

Trading and Market Microstructure · Quantitative Finance 2024-07-16 Alireza Mohammadshafie , Akram Mirzaeinia , Haseebullah Jumakhan , Amir Mirzaeinia

Deep Reinforcement Learning (DRL) is being used in many domains. One of the biggest advantages of DRL is that it enables the continuous improvement of a learning agent. Secondly, the DRL framework is robust and flexible enough to be…

Machine Learning · Computer Science 2022-05-05 Muhammad Usman Awais

Heave compensation is an essential part in various offshore operations. It is used in various applications, which include on-loading or off-loading systems, offshore drilling, landing helicopter on oscillating structures, and deploying and…

Systems and Control · Electrical Eng. & Systems 2021-07-26 Shrenik Zinage , Abhilash Somayajula

Deep reinforcement learning (DRL) shows promising potential for autonomous driving decision-making. However, DRL demands extensive computational resources to achieve a qualified policy in complex driving scenarios due to its low learning…

Robotics · Computer Science 2024-12-25 Hao Pang , Zhenpo Wang , Guoqiang Li

As power systems are undergoing a significant transformation with more uncertainties, less inertia and closer to operation limits, there is increasing risk of large outages. Thus, there is an imperative need to enhance grid emergency…

Machine Learning · Computer Science 2022-02-08 Renke Huang , Yujiao Chen , Tianzhixi Yin , Qiuhua Huang , Jie Tan , Wenhao Yu , Xinya Li , Ang Li , Yan Du

The escalating interests on underwater exploration/reconnaissance applications have motivated high-rate data transmission from underwater to airborne relaying platforms, especially under high-sea scenarios. Thanks to its broad bandwidth and…

Signal Processing · Electrical Eng. & Systems 2024-09-06 Jiayue Liu , Tianqi Mao , Dongxuan He , Yang Yang , Zhen Gao , Dezhi Zheng , Jun Zhang

In the rapidly evolving field of serverless computing, efficient function scheduling and resource scaling are critical for optimizing performance and cost. This paper presents a comprehensive review of the application of Deep Reinforcement…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-11-23 Amjad Yousef Majid , Eduard Marin

This study considers multiple reconfigurable intelligent surfaces (RISs)-aided multiuser downlink systems with the goal of jointly optimizing the transmitter precoding and RIS phase shift matrix to maximize spectrum efficiency. Unlike prior…

Information Theory · Computer Science 2025-10-01 Po-Heng Chou , Bo-Ren Zheng , Wan-Jen Huang , Walid Saad , Yu Tsao , Ronald Y. Chang

Deep Reinforcement Learning (DRL) algorithms can scale to previously intractable problems. The automation of profit generation in the stock market is possible using DRL, by combining the financial assets price "prediction" step and the…

Trading and Market Microstructure · Quantitative Finance 2022-09-20 Taylan Kabbani , Ekrem Duman

With the development of deep learning, Dynamic Portfolio Optimization (DPO) problem has received a lot of attention in recent years, not only in the field of finance but also in the field of deep learning. Some advanced research in recent…

Computational Engineering, Finance, and Science · Computer Science 2025-01-16 Runsheng Lin , Zihan Xing , Mingze Ma , Raymond S. T. Lee

The development of a reliable subgrid-scale (SGS) model for large-eddy simulation (LES) is of great importance for many scientific and engineering applications. Recently, deep learning approaches have been tested for this purpose using…

Fluid Dynamics · Physics 2022-11-09 Junhyuk Kim , Hyojin Kim , Jiyeon Kim , Changhoon Lee

Many state-of-the art robotic applications utilize series elastic actuators (SEAs) with closed-loop force control to achieve complex tasks such as walking, lifting, and manipulation. Model-free PID control methods are more prone to…

Machine Learning · Computer Science 2025-07-30 Ruturaj Sambhus , Aydin Gokce , Stephen Welch , Connor W. Herron , Alexander Leonessa

Deep reinforcement learning (RL) algorithms can learn complex policies to optimize agent operation over time. RL algorithms have shown promising results in solving complicated problems in recent years. However, their application on…

Machine Learning · Computer Science 2021-09-29 Hamed Khorasgani , Haiyan Wang , Chetan Gupta , Susumu Serita