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We study the dynamic pricing and replenishment problems under inconsistent decision frequencies. Different from the traditional demand assumption, the discreteness of demand and the parameter within the Poisson distribution as a function of…

Machine Learning · Computer Science 2024-10-29 Yi Zheng , Zehao Li , Peng Jiang , Yijie Peng

In many reinforcement learning applications, the underlying environment reward and transition functions are explicitly known differentiable functions. This enables us to use recent research which applies machine learning tools to stochastic…

Portfolio Management · Quantitative Finance 2022-04-08 Thibault Jaisson

Deep reinforcement learning (DRL) is a very active research area. However, several technical and scientific issues require to be addressed, amongst which we can mention data inefficiency, exploration-exploitation trade-off, and multi-task…

Machine Learning · Computer Science 2020-11-24 Mohammad Reza Samsami , Hossein Alimadad

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…

Robotics · Computer Science 2024-07-02 Xibo Li , Shruti Patel , Christof Büskens

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…

Machine Learning · Computer Science 2021-09-07 Rupesh Kumar Srivastava , Pranav Shyam , Filipe Mutz , Wojciech Jaśkowski , Jürgen Schmidhuber

Route planning is important in transportation. Existing works focus on finding the shortest path solution or using metrics such as safety and energy consumption to determine the planning. It is noted that most of these studies rely on prior…

Machine Learning · Computer Science 2020-11-06 Yuanzhe Geng , Erwu Liu , Rui Wang , Yiming Liu

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

Sampling-based trajectory planners are widely used for agile autonomous driving due to their ability to generate fast, smooth, and kinodynamically feasible trajectories. However, their behavior is often governed by a cost function with…

Robotics · Computer Science 2025-10-14 Alexander Langmann , Yevhenii Tokarev , Mattia Piccinini , Korbinian Moller , Johannes Betz

Deep reinforcement learning (DRL) techniques have become increasingly used in various fields for decision-making processes. However, a challenge that often arises is the trade-off between both the computational efficiency of the…

Machine Learning · Computer Science 2023-08-21 Anthony Kobanda , Valliappan C. A. , Joshua Romoff , Ludovic Denoyer

We present a Reinforcement Learning (RL) based framework for optimizing long-term discounted reward problems with large combinatorial action space and state dependent constraints. These characteristics are common to many operations…

Machine Learning · Computer Science 2025-01-09 Pavithra Harsha , Ashish Jagmohan , Jayant Kalagnanam , Brian Quanz , Divya Singhvi

Exhaustive enumeration of all possible join orders is often avoided, and most optimizers leverage heuristics to prune the search space. The design and implementation of heuristics are well-understood when the cost model is roughly linear,…

Databases · Computer Science 2019-01-14 Sanjay Krishnan , Zongheng Yang , Ken Goldberg , Joseph Hellerstein , Ion Stoica

Developing an automated driving system capable of navigating complex traffic environments remains a formidable challenge. Unlike rule-based or supervised learning-based methods, Deep Reinforcement Learning (DRL) based controllers eliminate…

Machine Learning · Computer Science 2025-01-28 Zhihao Zhang , Ekim Yurtsever , Keith A. Redmill

Federated Learning (FL) is a distributed framework for collaborative model training over large-scale distributed data, enabling higher performance while maintaining client data privacy. However, the nature of model aggregation at the…

Machine Learning · Computer Science 2025-06-10 Ali Murad , Bo Hui , Wei-Shinn Ku

Recent years have witnessed significant progresses in deep Reinforcement Learning (RL). Empowered with large scale neural networks, carefully designed architectures, novel training algorithms and massively parallel computing devices,…

Machine Learning · Computer Science 2018-04-23 Chiyuan Zhang , Oriol Vinyals , Remi Munos , Samy Bengio

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

We introduce the first end-to-end Deep Reinforcement Learning (DRL) based framework for active high frequency trading in the stock market. We train DRL agents to trade one unit of Intel Corporation stock by employing the Proximal Policy…

Machine Learning · Computer Science 2023-08-22 Antonio Briola , Jeremy Turiel , Riccardo Marcaccioli , Alvaro Cauderan , Tomaso Aste

In this paper, we propose a reinforcement learning-based algorithm for trajectory optimization for constrained dynamical systems. This problem is motivated by the fact that for most robotic systems, the dynamics may not always be known.…

Machine Learning · Statistics 2020-03-05 Kei Ota , Devesh K. Jha , Tomoaki Oiki , Mamoru Miura , Takashi Nammoto , Daniel Nikovski , Toshisada Mariyama

Deep reinforcement learning (DRL) has become a popular approach in traffic signal control (TSC) due to its ability to learn adaptive policies from complex traffic environments. Within DRL-based TSC methods, two primary control paradigms are…

Machine Learning · Computer Science 2025-09-04 Hankang Gu , Yuli Zhang , Chengming Wang , Ruiyuan Jiang , Ziheng Qiao , Pengfei Fan , Dongyao Jia

Deep reinforcement learning (DRL) faces significant challenges in addressing the hard-exploration problems in tasks with sparse or deceptive rewards and large state spaces. These challenges severely limit the practical application of DRL.…

Machine Learning · Computer Science 2024-01-03 Guojian Wang , Faguo Wu , Xiao Zhang , Ning Guo , Zhiming Zheng

We propose a novel model-based reinforcement learning algorithm -- Dynamics Learning and predictive control with Parameterized Actions (DLPA) -- for Parameterized Action Markov Decision Processes (PAMDPs). The agent learns a…

Machine Learning · Computer Science 2024-05-27 Renhao Zhang , Haotian Fu , Yilin Miao , George Konidaris