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Regularization plays a vital role in the context of deep learning by preventing deep neural networks from the danger of overfitting. This paper proposes a novel deep learning regularization method named as DL-Reg, which carefully reduces…

Machine Learning · Computer Science 2020-11-05 Maryam Dialameh , Ali Hamzeh , Hossein Rahmani

To optimize flapping foil performance, the application of deep reinforcement learning (DRL) on controlling foil non-parametric motion is conducted in the present study. Traditional control techniques and simplified motions cannot fully…

Fluid Dynamics · Physics 2023-05-26 Z. P. Wang , R. J. Lin , Z. Y. Zhao , P. M. Guo , N. Yang , D. X. Fan

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…

Machine Learning · Computer Science 2025-09-03 Jeroen Middelhuis , Zaharah Bukhsh , Ivo Adan , Remco Dijkman

Portfolio management is a fundamental problem in finance. It involves periodic reallocations of assets to maximize the expected returns within an appropriate level of risk exposure. Deep reinforcement learning (RL) has been considered a…

Computational Finance · Quantitative Finance 2022-10-05 Hui Niu , Siyuan Li , Jian Li

We develop a portfolio allocation framework that leverages deep learning techniques to address challenges arising from high-dimensional, non-stationary, and low-signal-to-noise market information. Our approach includes a dynamic embedding…

Portfolio Management · Quantitative Finance 2025-01-31 Jinghai He , Cheng Hua , Chunyang Zhou , Zeyu Zheng

Deep Reinforcement Learning (DRL) has achieved great success in solving complicated decision-making problems. Despite the successes, DRL is frequently criticized for many reasons, e.g., data inefficient, inflexible and intractable reward…

Machine Learning · Computer Science 2023-02-07 Weiqin Chen

Standard deep reinforcement learning (DRL) aims to maximize expected reward, considering collected experiences equally in formulating a policy. This differs from human decision-making, where gains and losses are valued differently and…

Machine Learning · Computer Science 2023-11-17 Jared Markowitz , Ryan W. Gardner , Ashley Llorens , Raman Arora , I-Jeng Wang

This study addresses the challenge of resource scheduling optimization in edge-cloud collaborative computing using deep reinforcement learning (DRL). The proposed DRL-based approach improves task processing efficiency, reduces overall…

Machine Learning · Computer Science 2025-04-30 Yuqing Wang , Xiao Yang

Dynamic portfolio optimization is the process of sequentially allocating wealth to a collection of assets in some consecutive trading periods, based on investors' return-risk profile. Automating this process with machine learning remains a…

Machine Learning · Computer Science 2019-01-28 Pengqian Yu , Joon Sern Lee , Ilya Kulyatin , Zekun Shi , Sakyasingha Dasgupta

In recent years, the expansion of neural network models and training data has driven remarkable progress in deep learning, particularly in computer vision and natural language processing. This advancement is underpinned by the concept of…

Machine Learning · Computer Science 2025-08-06 Yi Ma , Hongyao Tang , Chenjun Xiao , Yaodong Yang , Wei Wei , Jianye Hao , Jiye Liang

Many real-world applications can be formulated as multi-agent cooperation problems, such as network packet routing and coordination of autonomous vehicles. The emergence of deep reinforcement learning (DRL) provides a promising approach for…

Multiagent Systems · Computer Science 2022-06-28 Zhixuan Liang , Jiannong Cao , Shan Jiang , Divya Saxena , Huafeng Xu

In deep Reinforcement Learning (RL), the learning rate critically influences both stability and performance, yet its optimal value shifts during training as the environment and policy evolve. Standard decay schedulers assume monotonic…

Machine Learning · Computer Science 2025-10-09 Henrique Donâncio , Antoine Barrier , Leah F. South , Florence Forbes

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

This paper introduces a novel approach, Decision Theory-guided Deep Reinforcement Learning (DT-guided DRL), to address the inherent cold start problem in DRL. By integrating decision theory principles, DT-guided DRL enhances agents' initial…

Machine Learning · Computer Science 2024-02-12 Zelin Wan , Jin-Hee Cho , Mu Zhu , Ahmed H. Anwar , Charles Kamhoua , Munindar P. Singh

The success of deep learning in the computer vision and natural language processing communities can be attributed to training of very deep neural networks with millions or billions of parameters which can then be trained with massive…

Machine Learning · Computer Science 2021-02-17 Kei Ota , Devesh K. Jha , Asako Kanezaki

The traveling purchaser problem (TPP) is an important combinatorial optimization problem with broad applications. Due to the coupling between routing and purchasing, existing works on TPPs commonly address route construction and purchase…

Optimization and Control · Mathematics 2025-07-03 Haofeng Yuan , Rongping Zhu , Wanlu Yang , Shiji Song , Keyou You , Wei Fan , C. L. Philip Chen

Several applications in the scientific simulation of physical systems can be formulated as control/optimization problems. The computational models for such systems generally contain hyperparameters, which control solution fidelity and…

Computational Physics · Physics 2020-12-09 Suraj Pawar , Romit Maulik

In recent years, challenging control problems became solvable with deep reinforcement learning (RL). To be able to use RL for large-scale real-world applications, a certain degree of reliability in their performance is necessary. Reported…

Machine Learning · Computer Science 2020-11-11 Nirnai Rao , Elie Aljalbout , Axel Sauer , Sami Haddadin

Deep Reinforcement Learning approaches to Online Portfolio Selection have grown in popularity in recent years. The sensitive nature of training Reinforcement Learning agents implies a need for extensive efforts in market representation,…

Machine Learning · Computer Science 2024-01-17 Marc Velay , Bich-Liên Doan , Arpad Rimmel , Fabrice Popineau , Fabrice Daniel

Stock trading strategies play a critical role in investment. However, it is challenging to design a profitable strategy in a complex and dynamic stock market. In this paper, we propose an ensemble strategy that employs deep reinforcement…

Trading and Market Microstructure · Quantitative Finance 2025-11-18 Hongyang Yang , Xiao-Yang Liu , Shan Zhong , Anwar Walid