Related papers: A Deep Reinforcement Learning Approach for Trading…
This paper develops a novel multi-agent reinforcement learning (MARL) framework for reinsurance treaty bidding, addressing long-standing inefficiencies in traditional broker-mediated placement processes. We pose the core research question:…
We develop Upside-Down Reinforcement Learning (UDRL), a method for learning to act using only supervised learning techniques. Unlike traditional algorithms, UDRL does not use reward prediction or search for an optimal policy. Instead, it…
In multi-agent reinforcement learning systems, the actions of one agent can have a negative impact on the rewards of other agents. One way to combat this problem is to let agents trade their rewards amongst each other. Motivated by this,…
Integrating artificial intelligence (AI) into wireless networks has drawn significant interest in both industry and academia. A common solution is to replace partial or even all modules in the conventional systems, which is often lack of…
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…
We introduce a deep reinforcement learning (DRL) approach for solving management problems including inventory management, dynamic pricing, and recommendation. This DRL approach has the potential to lead to a large management model based on…
Network Slice placement with the problem of allocation of resources from a virtualized substrate network is an optimization problem which can be formulated as a multiobjective Integer Linear Programming (ILP) problem. However, to cope with…
Besides independent learning, human learning process is highly improved by summarizing what has been learned, communicating it with peers, and subsequently fusing knowledge from different sources to assist the current learning goal. This…
Deep Reinforcement Learning (DRL) has become a popular method for solving control problems in power systems. Conventional DRL encourages the agent to explore various policies encoded in a neural network (NN) with the goal of maximizing the…
Academic research in the field of autonomous vehicles has reached high popularity in recent years related to several topics as sensor technologies, V2X communications, safety, security, decision making, control, and even legal and…
This article develops a deep reinforcement learning (Deep-RL) framework for dynamic pricing on managed lanes with multiple access locations and heterogeneity in travelers' value of time, origin, and destination. This framework relaxes…
Recently, collaborative robots have begun to train humans to achieve complex tasks, and the mutual information exchange between them can lead to successful robot-human collaborations. In this paper we demonstrate the application and…
We present a novel algorithm (DeepMNavigate) for global multi-agent navigation in dense scenarios using deep reinforcement learning (DRL). Our approach uses local and global information for each robot from motion information maps. We use a…
Deep reinforcement learning (DRL) allows a system to interact with its environment and take actions by training an efficient policy that maximizes self-defined rewards. In autonomous driving, it can be used as a strategy for high-level…
Deep reinforcement learning (DRL) has been applied to a variety of problems during the past decade, and has provided effective control strategies in high-dimensional and non-linear situations that are challenging to traditional methods.…
Deep Reinforcement Learning (DRL) aims to create intelligent agents that can learn to solve complex problems efficiently in a real-world environment. Typically, two learning goals: adaptation and generalization are used for baselining DRL…
In this work, we study how to efficiently apply reinforcement learning (RL) for solving large-scale stochastic optimization problems by leveraging intervention models. The key of the proposed methodology is to better explore the solution…
Alphas are pivotal in providing signals for quantitative trading. The industry highly values the discovery of formulaic alphas for their interpretability and ease of analysis, compared with the expressive yet overfitting-prone black-box…
Reinforcement learning (RL) has shown promise for trading, yet most open-source backtesting environments assume negligible or fixed transaction costs, causing agents to learn trading behaviors that fail under realistic execution. We…
Quantitative markets are characterized by swift dynamics and abundant uncertainties, making the pursuit of profit-driven stock trading actions inherently challenging. Within this context, reinforcement learning (RL), which operates on a…