Related papers: A Deep Reinforcement Learning Approach for Trading…

Deep reinforcement learning (DRL) has made great achievements since proposed. Generally, DRL agents receive high-dimensional inputs at each step, and make actions according to deep-neural-network-based policies. This learning mechanism…

Financial trading aims to build profitable strategies to make wise investment decisions in the financial market. It has attracted interests in the machine learning community for a long time. This paper proposes to trade financial assets…

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…

Deep Reinforcement Learning (DRL) has shown its promising capabilities to learn optimal policies directly from trial and error. However, learning can be hindered if the goal of the learning, defined by the reward function, is "not optimal".…

For a multi-cell, multi-user, cellular network downlink sum-rate maximization through power allocation is a nonconvex and NP-hard optimization problem. In this paper, we present an effective approach to solving this problem through single-…

Learned construction heuristics for scheduling problems have become increasingly competitive with established solvers and heuristics in recent years. In particular, significant improvements have been observed in solution approaches using…

Can deep reinforcement learning algorithms be exploited as solvers for optimal trading strategies? The aim of this work is to test reinforcement learning algorithms on conceptually simple, but mathematically non-trivial, trading…

In this paper, we propose a principled deep reinforcement learning (RL) approach that is able to accelerate the convergence rate of general deep neural networks (DNNs). With our approach, a deep RL agent (synonym for optimizer in this work)…

In collaborative human-robot order picking systems, human pickers and Autonomous Mobile Robots (AMRs) travel independently through a warehouse and meet at pick locations where pickers load items onto the AMRs. In this paper, we consider an…

Deep reinforcement learning (DRL) has recently been used to perform efficient resource allocation in wireless communications. In this paper, the vulnerabilities of such DRL agents to adversarial attacks is studied. In particular, we…

Mapping deep neural networks (DNNs) to hardware is critical for optimizing latency, energy consumption, and resource utilization, making it a cornerstone of high-performance accelerator design. Due to the vast and complex mapping space,…

Targets search and detection encompasses a variety of decision problems such as coverage, surveillance, search, observing and pursuit-evasion along with others. In this paper we develop a multi-agent deep reinforcement learning (MADRL)…

Dynamic Portfolio optimization is the process of distribution and rebalancing of a fund into different financial assets such as stocks, cryptocurrencies, etc, in consecutive trading periods to maximize accumulated profits or minimize risks…

We develop a deep reinforcement learning (RL) framework for an optimal market-making (MM) trading problem, specifically focusing on price processes with semi-Markov and Hawkes Jump-Diffusion dynamics. We begin by discussing the basics of RL…

Deep reinforcement learning (DRL) has achieved great successes in recent years with the help of novel methods and higher compute power. However, there are still several challenges to be addressed such as convergence to locally optimal…

Dynamic hedging is a financial strategy that consists in periodically transacting one or multiple financial assets to offset the risk associated with a correlated liability. Deep Reinforcement Learning (DRL) algorithms have been used to…

Reinforcement Learning and, recently, Deep Reinforcement Learning are popular methods for solving sequential decision-making problems modeled as Markov Decision Processes. RL modeling of a problem and selecting algorithms and…

Development of autonomous cyber system defense strategies and action recommendations in the real-world is challenging, and includes characterizing system state uncertainties and attack-defense dynamics. We propose a data-driven deep…

Deep reinforcement learning (DRL) has achieved groundbreaking successes in a wide variety of robotic applications. A natural consequence is the adoption of this paradigm for safety-critical tasks, where human safety and expensive hardware…

Reinforcement learning (RL) is an innovative approach to financial decision making, offering specialized solutions to complex investment problems where traditional methods fail. This review analyzes 167 articles from 2017--2025, focusing on…