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In many real-world decision making problems, reaching an optimal decision requires taking into account a variable number of objects around the agent. Autonomous driving is a domain in which this is especially relevant, since the number of…

Machine Learning · Computer Science 2020-08-13 Maria Hügle , Gabriel Kalweit , Branka Mirchevska , Moritz Werling , Joschka Boedecker

Open domain dialog systems face the challenge of being repetitive and producing generic responses. In this paper, we demonstrate that by conditioning the response generation on interpretable discrete dialog attributes and composed…

Machine Learning · Computer Science 2019-09-17 Chinnadhurai Sankar , Sujith Ravi

In this article, we develop a modular framework for the application of Reinforcement Learning to the problem of Optimal Trade Execution. The framework is designed with flexibility in mind, in order to ease the implementation of different…

Computational Engineering, Finance, and Science · Computer Science 2022-08-15 Fernando de Meer Pardo , Christoph Auth , Florin Dascalu

Finding tight bounds on the optimal solution is a critical element of practical solution methods for discrete optimization problems. In the last decade, decision diagrams (DDs) have brought a new perspective on obtaining upper and lower…

Artificial Intelligence · Computer Science 2019-02-28 Quentin Cappart , Emmanuel Goutierre , David Bergman , Louis-Martin Rousseau

Many real-world sequential decision making problems are partially observable by nature, and the environment model is typically unknown. Consequently, there is great need for reinforcement learning methods that can tackle such problems given…

Machine Learning · Computer Science 2018-06-08 Maximilian Igl , Luisa Zintgraf , Tuan Anh Le , Frank Wood , Shimon Whiteson

In session-based or sequential recommendation, it is important to consider a number of factors like long-term user engagement, multiple types of user-item interactions such as clicks, purchases etc. The current state-of-the-art supervised…

Machine Learning · Computer Science 2020-06-12 Xin Xin , Alexandros Karatzoglou , Ioannis Arapakis , Joemon M. Jose

The competitive auction was first proposed by Goldberg, Hartline, and Wright. In their paper, they introduce the competitive analysis framework of online algorithm designing into the traditional revenue-maximizing auction design problem.…

Computer Science and Game Theory · Computer Science 2024-06-19 Pinyan Lu , Zongqi Wan , Jialin Zhang

Recent deep reinforcement learning methods have achieved remarkable success in solving multi-objective combinatorial optimization problems (MOCOPs) by decomposing them into multiple subproblems, each associated with a specific weight…

Artificial Intelligence · Computer Science 2026-03-23 Mingfeng Fan , Jianan Zhou , Yifeng Zhang , Yaoxin Wu , Jinbiao Chen , Guillaume Adrien Sartoretti

Portfolio Selection is an important real-world financial task and has attracted extensive attention in artificial intelligence communities. This task, however, has two main difficulties: (i) the non-stationary price series and complex asset…

Machine Learning · Computer Science 2020-03-09 Yifan Zhang , Peilin Zhao , Qingyao Wu , Bin Li , Junzhou Huang , Mingkui Tan

Deep reinforcement learning is a technique for solving problems in a variety of environments, ranging from Atari video games to stock trading. This method leverages deep neural network models to make decisions based on observations of a…

Machine Learning · Computer Science 2022-09-13 Anthony Dowling

We propose a reinforcement learning (RL) framework that leverages multimodal data including historical stock prices, sentiment analysis, and topic embeddings from news articles, to optimize trading strategies for SP100 stocks. Building upon…

Portfolio Management · Quantitative Finance 2024-12-24 Sumit Nawathe , Ravi Panguluri , James Zhang , Sashwat Venkatesh

Large-scale online ride-sharing platforms have substantially transformed our lives by reallocating transportation resources to alleviate traffic congestion and promote transportation efficiency. An efficient fleet management strategy not…

Multiagent Systems · Computer Science 2019-12-03 Kaixiang Lin , Renyu Zhao , Zhe Xu , Jiayu Zhou

In this paper, we confront the problem of applying reinforcement learning to agents that perceive the environment through many sensors and that can perform parallel actions using many actuators as is the case in complex autonomous robots.…

Artificial Intelligence · Computer Science 2011-07-04 E. Celaya , J. M. Porta

We propose using deep reinforcement learning to solve dynamic stochastic general equilibrium models. Agents are represented by deep artificial neural networks and learn to solve their dynamic optimisation problem by interacting with the…

Econometrics · Economics 2023-01-06 Mingli Chen , Andreas Joseph , Michael Kumhof , Xinlei Pan , Xuan Zhou

Reinforcement learning (RL) algorithms find applications in inventory control, recommender systems, vehicular traffic management, cloud computing and robotics. The real-world complications of many tasks arising in these domains makes them…

Machine Learning · Computer Science 2021-06-03 Sindhu Padakandla

There has been a recent surge in interest in the application of artificial intelligence to automated trading. Reinforcement learning has been applied to single- and multi-instrument use cases, such as market making or portfolio management.…

Trading and Market Microstructure · Quantitative Finance 2020-04-16 Jonathan Sadighian

We present a new approach to machine learning-powered combinatorial auctions, which is based on the principles of Differential Privacy. Our methodology guarantees that the auction mechanism is truthful, meaning that rational bidders have…

Computer Science and Game Theory · Computer Science 2024-05-20 Arash Jamshidi , Seyed Mohammad Hosseini , Seyed Mahdi Noormousavi , Mahdi Jafari Siavoshani

We introduce Recursive Agent Optimization (RAO), a reinforcement learning approach for training recursive agents: agents that can spawn and delegate sub-tasks to new instantiations of themselves recursively. Recursive agents implement an…

Machine Learning · Computer Science 2026-05-08 Apurva Gandhi , Satyaki Chakraborty , Xiangjun Wang , Aviral Kumar , Graham Neubig

From social networks to supply chains, more and more aspects of how humans, firms and organizations interact is mediated by artificial learning agents. As the influence of machine learning systems grows, it is paramount that we study how to…

Multiagent Systems · Computer Science 2022-11-02 Andrea Tacchetti , DJ Strouse , Marta Garnelo , Thore Graepel , Yoram Bachrach

In this work, we conduct an extensive empirical study of several deep reinforcement learning algorithms on two challenging combinatorial optimization problems: the job-shop and flexible job-shop scheduling problems, both fundamental…

Machine Learning · Computer Science 2025-12-01 Arthur Corrêa , Alexandre Jesus , Paulo Nascimento , Cristóvão Silva , Samuel Moniz