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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…

Artificial Intelligence · Computer Science 2024-06-12 Constantin Waubert de Puiseau , Christian Dörpelkus , Jannik Peters , Hasan Tercan , Tobias Meisen

This paper proposes an effective and novel multiagent deep reinforcement learning (MADRL)-based method for solving the joint virtual network function (VNF) placement and routing (P&R), where multiple service requests with differentiated…

Artificial Intelligence · Computer Science 2022-06-27 Shaoyang Wang , Chau Yuen , Wei Ni , Guan Yong Liang , Tiejun Lv

Frequency control is an important problem in modern recommender systems. It dictates the delivery frequency of recommendations to maintain product quality and efficiency. For example, the frequency of delivering promotional notifications…

Machine Learning · Computer Science 2020-12-22 Yang Liu , Zhengxing Chen , Kittipat Virochsiri , Juan Wang , Jiahao Wu , Feng Liang

We introduce a deep reinforcement learning (DRL) approach for solving management problems including inventory management, dynamic pricing, and recommendation. This DRL approach has the potential to lead to a large management model based on…

Artificial Intelligence · Computer Science 2024-03-04 Jinyang Jiang , Xiaotian Liu , Tao Ren , Qinghao Wang , Yi Zheng , Yufu Du , Yijie Peng , Cheng Zhang

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

Can an agent learn efficiently in a noisy and self adapting environment with sequential, non-stationary and non-homogeneous observations? Through trading bots, we illustrate how Deep Reinforcement Learning (DRL) can tackle this challenge.…

Machine Learning · Computer Science 2020-10-19 Eric Benhamou , David Saltiel , Sandrine Ungari , Abhishek Mukhopadhyay , Jamal Atif

Reinforcement learning (RL) is attracting attention as an effective way to solve sequential optimization problems that involve high dimensional state/action space and stochastic uncertainties. Many such problems involve constraints…

Machine Learning · Computer Science 2021-04-01 Haeun Yoo , Victor M. Zavala , Jay H. Lee

Nowadays, a significant share of the Business-to-Consumer sector is based on online platforms like Amazon and Alibaba and uses Artificial Intelligence for pricing strategies. This has sparked debate on whether pricing algorithms may tacitly…

General Economics · Economics 2024-06-05 Shidi Deng , Maximilian Schiffer , Martin Bichler

Reinforcement learning (RL) has emerged as a powerful paradigm for solving decision-making problems in dynamic environments. In this research, we explore the application of Double DQN (DDQN) and Dueling Network Architectures, to financial…

Machine Learning · Computer Science 2025-04-17 Bruno Giorgio

Reinforcement learning (RL) has shown promise in solving various combinatorial optimization problems. However, conventional RL faces challenges when dealing with complex, real-world constraints, especially when action space feasibility is…

Machine Learning · Computer Science 2025-08-12 Jaike van Twiller , Yossiri Adulyasak , Erick Delage , Djordje Grbic , Rune Møller Jensen

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

Dynamic pricing in competitive retail markets requires strategies that adapt to fluctuating demand and competitor behavior. In this work, we present a systematic empirical evaluation of multi-agent reinforcement learning (MARL)…

Machine Learning · Computer Science 2026-03-19 Krishna Kumar Neelakanta Pillai Santha Kumari Amma

With the large number of prosumers deploying distributed energy resources (DERs), integrating these prosumers into a transactive energy market (TEM) is a trend for the future smart grid. A community-based double auction market is considered…

Systems and Control · Electrical Eng. & Systems 2025-02-25 Jun Jiang , Yuanliang Li , Luyang Hou , Mohsen Ghafouri , Peng Zhang , Jun Yan , Yuhong Liu

The following interdisciplinary article presents a memetic algorithm with applying deep reinforcement learning (DRL) for solving practically oriented dual resource constrained flexible job shop scheduling problems (DRC-FJSSP). From research…

Machine Learning · Computer Science 2023-07-10 Felix Grumbach , Nour Eldin Alaa Badr , Pascal Reusch , Sebastian Trojahn

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

In Federated Learning (FL), the limited accessibility of data from diverse locations and user types poses a significant challenge due to restricted user participation. Expanding client access and diversifying data enhance models by…

Machine Learning · Computer Science 2024-05-14 Mario Chahoud , Hani Sami , Azzam Mourad , Hadi Otrok , Jamal Bentahar , Mohsen Guizani

Deep Reinforcement Learning (DRL) algorithms can scale to previously intractable problems. The automation of profit generation in the stock market is possible using DRL, by combining the financial assets price "prediction" step and the…

Trading and Market Microstructure · Quantitative Finance 2022-09-20 Taylan Kabbani , Ekrem Duman

In this paper, the problem of optimal dynamic pricing for retail electricity with an unknown demand model is considered. Under the day-ahead dynamic pricing (a.k.a. real time pricing) mechanism, a retailer obtains electricity in a…

Optimization and Control · Mathematics 2014-04-07 Liyan Jia , Lang Tong , Qing Zhao

Demand response providers (DRPs) are intermediaries between the upper-level distribution system operator and the lower-level participants in demand response (DR) programs. Usually, DRPs act as leaders and determine electricity pricing…

Systems and Control · Electrical Eng. & Systems 2025-09-04 Xin Li , Li Ding , Qiao Lin , Zhen-Wei Yu

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