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Deep reinforcement learning (DRL) has been widely studied in the portfolio management task. However, it is challenging to understand a DRL-based trading strategy because of the black-box nature of deep neural networks. In this paper, we…

Portfolio Management · Quantitative Finance 2021-12-21 Mao Guan , Xiao-Yang Liu

The growing computational demands of deep reinforcement learning (DRL) have raised concerns about the environmental and economic costs of training large-scale models. While algorithmic efficiency in terms of learning performance has been…

Machine Learning · Computer Science 2025-09-08 Jason Gardner , Ayan Dutta , Swapnoneel Roy , O. Patrick Kreidl , Ladislau Boloni

Deep reinforcement learning (RL) models, despite their efficiency in learning an optimal policy in static environments, easily loses previously learned knowledge (i.e., catastrophic forgetting). It leads RL models to poor performance in…

Machine Learning · Computer Science 2025-09-08 Wonseo Jang , Dongjae Kim

The integration of distributed energy resources (DER) has escalated the challenge of voltage magnitude regulation in distribution networks. Traditional model-based approaches, which rely on complex sequential mathematical formulations,…

Systems and Control · Electrical Eng. & Systems 2024-11-05 Shengren Hou , Peter Palensky , Pedro P. Vergara

As the share of variable renewable energy sources increases in the electricity mix, new solutions are needed to build a flexible and reliable grid. Energy arbitrage with battery storage systems supports renewable energy integration into the…

Optimization and Control · Mathematics 2025-12-17 Alban Puech , Gorazd Dimitrov , Claudia D'Ambrosio

The carbon-capturing process with the aid of CO2 removal technology (CDRT) has been recognised as an alternative and a prominent approach to deep decarbonisation. However, the main hindrance is the enormous energy demand and the economic…

Systems and Control · Electrical Eng. & Systems 2023-01-20 Tobi Michael Alabi , Nathan P. Lawrence , Lin Lu , Zaiyue Yang , R. Bhushan Gopaluni

Resource allocation plays a critical role in minimizing cycle time and improving the efficiency of business processes. Recently, Deep Reinforcement Learning (DRL) has emerged as a powerful technique to optimize resource allocation policies…

Machine Learning · Computer Science 2025-09-03 Jeroen Middelhuis , Zaharah Bukhsh , Ivo Adan , Remco Dijkman

Distribution system state estimation (DSSE) is paramount for effective state monitoring and control. However, stochastic outputs of renewables and asynchronous streaming of multi-rate measurements in practical systems largely degrade the…

Systems and Control · Electrical Eng. & Systems 2023-10-23 Ying Zhang , Junbo Zhao , Di Shi , Sungjoo Chung

Heating, Ventilation, and Air Conditioning (HVAC) systems are a major driver of energy consumption in commercial and residential buildings. Recent studies have shown that Deep Reinforcement Learning (DRL) algorithms can outperform…

Deep Reinforcement Learning (DRL) has achieved great success in solving complicated decision-making problems. Despite the successes, DRL is frequently criticized for many reasons, e.g., data inefficient, inflexible and intractable reward…

Machine Learning · Computer Science 2023-02-07 Weiqin Chen

The application of deep reinforcement learning algorithms to economic battery dispatch problems has significantly increased recently. However, optimizing battery dispatch over long horizons can be challenging due to delayed rewards. In our…

Systems and Control · Electrical Eng. & Systems 2025-04-08 Manuel Sage , Martin Staniszewski , Yaoyao Fiona Zhao

Finding optimal bidding strategies for generation units in electricity markets would result in higher profit. However, it is a challenging problem due to the system uncertainty which is due to the unknown other generation units' strategies.…

Artificial Intelligence · Computer Science 2022-08-15 Pegah Rokhforoz , Olga Fink

Nowadays, a significant share of the business-to-consumer sector is based on online platforms like Amazon and Alibaba and uses AI for pricing strategies. This has sparked debate on whether pricing algorithms may tacitly collude to set…

General Economics · Economics 2025-03-17 Shidi Deng , Maximilian Schiffer , Martin Bichler

With the widespread adoption of electric vehicles (EVs), navigating for EV drivers to select a cost-effective charging station has become an important yet challenging issue due to dynamic traffic conditions, fluctuating electricity prices,…

Machine Learning · Computer Science 2025-02-28 Tianyang Qi , Shibo Chen , Jun Zhang

Algorithmic trading has gained attention due to its potential for generating superior returns. This paper investigates the effectiveness of deep reinforcement learning (DRL) methods in algorithmic commodities trading. It formulates the…

Trading and Market Microstructure · Quantitative Finance 2023-09-06 Jonas Hanetho

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

Algorithmic stock trading has become a staple in today's financial market, the majority of trades being now fully automated. Deep Reinforcement Learning (DRL) agents proved to be to a force to be reckon with in many complex games like Chess…

Machine Learning · Computer Science 2021-06-02 Tidor-Vlad Pricope

Federal Energy Regulatory Commission (FERC) Orders 841 and 2222 have recommended that distributed energy resources (DERs) should participate in energy and reserve markets; therefore, a mechanism needs to be developed to facilitate DERs'…

Systems and Control · Electrical Eng. & Systems 2023-05-09 Mukesh Gautam , Rakib Hossain , Mohammad MansourLakouraj , Narayan Bhusal , Mohammed Benidris , Hanif Livani

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

Today, human operators primarily perform voltage control of the electric transmission system. As the complexity of the grid increases, so does its operation, suggesting additional automation could be beneficial. A subset of machine learning…

Machine Learning · Computer Science 2020-10-19 Brandon L. Thayer , Thomas J. Overbye
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