Related papers: Dual-Agent Deep Reinforcement Learning for Dynamic…

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…

Revenue-optimal auction design is a challenging problem with significant theoretical and practical implications. Sequential auction mechanisms, known for their simplicity and strong strategyproofness guarantees, are often limited by…

This paper explores the application of deep Q-learning to hedging at-the-money options on the S\&P~500 index. We develop an agent based on the Twin Delayed Deep Deterministic Policy Gradient (TD3) algorithm, trained to simulate hedging…

Deep Reinforcement Learning (DRL) is a frequently employed technique to solve scheduling problems. Although DRL agents ace at delivering viable results in short computing times, their reasoning remains opaque. We conduct a case study where…

Real-time control of pumps can be an infeasible task in water distribution systems (WDSs) because the calculation to find the optimal pump speeds is resource-intensive. The computational need cannot be lowered even with the capabilities of…

Green hydrogen has multiple use cases and is produced from renewable energy, such as solar or wind energy. It can be stored in large quantities, decoupling renewable energy generation from its use, and is therefore considered essential for…

The double descent (DD) paradox, where over-parameterized models see generalization improve past the interpolation point, remains largely unexplored in the non-stationary domain of Deep Reinforcement Learning (DRL). We present preliminary…

With the development of deep learning, Dynamic Portfolio Optimization (DPO) problem has received a lot of attention in recent years, not only in the field of finance but also in the field of deep learning. Some advanced research in recent…

We introduce a combinatorial optimization-enriched machine learning pipeline and a novel learning paradigm to solve inventory routing problems with stochastic demand and dynamic inventory updates. After each inventory update, our approach…

The popularity of deep reinforcement learning (DRL) methods in economics have been exponentially increased. DRL through a wide range of capabilities from reinforcement learning (RL) and deep learning (DL) for handling sophisticated dynamic…

The framework of deep reinforcement learning (DRL) provides a powerful and widely applicable mathematical formalization for sequential decision-making. This paper present a novel DRL framework, termed \emph{$f$-Divergence Reinforcement…

Embodied agents, such as robots and virtual characters, must continuously select actions to execute tasks effectively, solving complex sequential decision-making problems. Given the difficulty of designing such controllers manually,…

Reinforcement learning (RL) is a powerful machine learning technique that enables an intelligent agent to learn an optimal policy that maximizes the cumulative rewards in sequential decision making. Most of methods in the existing…

Adaptive Mixed-Criticality (AMC) is a fixed-priority preemptive scheduling algorithm for mixed-criticality hard real-time systems. It dominates many other scheduling algorithms for mixed-criticality systems, but does so at the cost of…

Generating asset-specific trading signals based on the financial conditions of the assets is one of the challenging problems in automated trading. Various asset trading rules are proposed experimentally based on different technical analysis…

Market makers play an important role in providing liquidity to markets by continuously quoting prices at which they are willing to buy and sell, and managing inventory risk. In this paper, we build a multi-agent simulation of a dealer…

We study an online learning problem on dynamic pricing and resource allocation, where we make joint pricing and inventory decisions to maximize the overall net profit. We consider the stochastic dependence of demands on the price, which…

Distributional reinforcement learning (RL) is a powerful framework increasingly adopted in safety-critical domains for its ability to optimize risk-sensitive objectives. However, the role of the discount factor is often overlooked, as it is…

Deep reinforcement learning (DRL) requires the collection of interventional data, which is sometimes expensive and even unethical in the real world, such as in the autonomous driving and the medical field. Offline reinforcement learning…

Network slicing enables the operator to configure virtual network instances for diverse services with specific requirements. To achieve the slice-aware radio resource scheduling, dynamic slicing resource partitioning is needed to…