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Energy arbitrage is one of the most profitable sources of income for battery operators, generating revenues by buying and selling electricity at different prices. Forecasting these revenues is challenging due to the inherent uncertainty of…

Machine Learning · Computer Science 2024-10-29 Manuel Sage , Joshua Campbell , Yaoyao Fiona Zhao

Deep Reinforcement Learning (DRL) has received a lot of attention from the research community in recent years. As the technology moves away from game playing to practical contexts, such as autonomous vehicles and robotics, it is crucial to…

Software Engineering · Computer Science 2024-07-15 Matteo Biagiola , Paolo Tonella

In this work, we explore the use of hierarchical reinforcement learning (HRL) for the task of temporal sequence prediction. Using a combination of deep learning and HRL, we develop a stock agent to predict temporal price sequences from…

Machine Learning · Computer Science 2023-10-10 Faith Johnson , Kristin Dana

This paper contributes to the existing literature on hedging American options with Deep Reinforcement Learning (DRL). The study first investigates hyperparameter impact on hedging performance, considering learning rates, training episodes,…

Risk Management · Quantitative Finance 2024-05-15 Reilly Pickard , F. Wredenhagen , Y. Lawryshyn

Deep reinforcement learning (DRL) augments the reinforcement learning framework, which learns a sequence of actions that maximizes the expected reward, with the representative power of deep neural networks. Recent works have demonstrated…

Image and Video Processing · Electrical Eng. & Systems 2021-03-10 S. Kevin Zhou , Hoang Ngan Le , Khoa Luu , Hien V. Nguyen , Nicholas Ayache

Advanced algorithms based on Deep Reinforcement Learning (DRL) have been able to become a reliable tool for the Forex market traders and provide a suitable strategy for maximizing profit and reducing trading risk. These tools try to find…

Computational Engineering, Finance, and Science · Computer Science 2024-11-05 Sahar Arabha , Davoud Sarani , Parviz Rashidi-Khazaee

Methods of deep machine learning enable to to reuse low-level representations efficiently for generating more abstract high-level representations. Originally, deep learning has been applied passively (e.g., for classification purposes).…

Machine Learning · Computer Science 2014-12-22 Mark Wernsdorfer , Ute Schmid

Autonomous navigation is an essential capability of smart mobility for mobile robots. Traditional methods must have the environment map to plan a collision-free path in workspace. Deep reinforcement learning (DRL) is a promising technique…

Robotics · Computer Science 2019-04-23 Liulong Ma , Yanjie Liu , Jiao Chen , Dong Jin

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

The focus of this work is to enumerate the various approaches and algorithms that center around application of reinforcement learning in robotic ma- ]]nipulation tasks. Earlier methods utilized specialized policy representations and human…

Robotics · Computer Science 2017-02-01 Smruti Amarjyoti

Deep reinforcement learning (DRL) is a promising way to achieve human-like autonomous driving. However, the low sample efficiency and difficulty of designing reward functions for DRL would hinder its applications in practice. In light of…

Robotics · Computer Science 2021-10-29 Zhiyu Huang , Jingda Wu , Chen Lv

Advanced model-based controllers are well established in process industries. However, such controllers require regular maintenance to maintain acceptable performance. It is a common practice to monitor controller performance continuously…

Systems and Control · Electrical Eng. & Systems 2020-04-14 Steven Spielberg , Aditya Tulsyan , Nathan P. Lawrence , Philip D Loewen , R. Bhushan Gopaluni

In domains such as finance, healthcare, and robotics, managing worst-case scenarios is critical, as failure to do so can lead to catastrophic outcomes. Distributional Reinforcement Learning (DRL) provides a natural framework to incorporate…

Machine Learning · Computer Science 2026-02-13 Mehrdad Moghimi , Hyejin Ku

In recent years, deep reinforcement learning (Deep RL) has been successfully implemented as a smart agent in many systems such as complex games, self-driving cars, and chat-bots. One of the interesting use cases of Deep RL is its…

Machine Learning · Computer Science 2023-09-27 Foozhan Ataiefard , Hadi Hemmati

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

Deep reinforcement learning (DRL) demonstrates its potential in learning a model-free navigation policy for robot visual navigation. However, the data-demanding algorithm relies on a large number of navigation trajectories in training.…

Robotics · Computer Science 2018-02-27 Kaichun Mo , Haoxiang Li , Zhe Lin , Joon-Young Lee

Attitude control of fixed-wing unmanned aerial vehicles (UAVs) is a difficult control problem in part due to uncertain nonlinear dynamics, actuator constraints, and coupled longitudinal and lateral motions. Current state-of-the-art…

Systems and Control · Electrical Eng. & Systems 2023-04-20 Eivind Bøhn , Erlend M. Coates , Dirk Reinhardt , Tor Arne Johansen

In light of the emergence of deep reinforcement learning (DRL) in recommender systems research and several fruitful results in recent years, this survey aims to provide a timely and comprehensive overview of the recent trends of deep…

Information Retrieval · Computer Science 2021-09-10 Xiaocong Chen , Lina Yao , Julian McAuley , Guanglin Zhou , Xianzhi Wang

This report investigates the application of deep reinforcement learning (DRL) algorithms for dynamic resource allocation in wireless communication systems. An environment that includes a base station, multiple antennas, and user equipment…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-03-14 Shubham Malhotra , Fnu Yashu , Muhammad Saqib , Dipkumar Mehta , Jagdish Jangid , Sachin Dixit

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…

Systems and Control · Electrical Eng. & Systems 2021-01-28 Venktesh Pandey , Evana Wang , Stephen D. Boyles