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Deep reinforcement learning (DRL) has proven extremely useful in a large variety of application domains. However, even successful DRL-based software can exhibit highly undesirable behavior. This is due to DRL training being based on…

Machine Learning · Computer Science 2023-09-12 Ophir M. Carmel , Guy Katz

We are interested in the optimal scheduling of a collection of multi-component application jobs in an edge computing system that consists of geo-distributed edge computing nodes connected through a wide area network. The scheduling and…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-01-24 Zhi Cao , Honggang Zhang , Yu Cao , Benyuan Liu

Deep reinforcement learning (DRL) is a well-suited approach to financial decision-making, where an agent makes decisions based on its trading strategy developed from market observations. Existing DRL intraday trading strategies mainly use…

Trading and Market Microstructure · Quantitative Finance 2024-06-13 Sven Goluža , Tomislav Kovačević , Tessa Bauman , Zvonko Kostanjčar

Hierarchical reinforcement learning (HRL) is a promising approach to extend traditional reinforcement learning (RL) methods to solve more complex tasks. Yet, the majority of current HRL methods require careful task-specific design and…

Machine Learning · Computer Science 2018-10-08 Ofir Nachum , Shixiang Gu , Honglak Lee , Sergey Levine

Deep reinforcement learning (DRL) algorithms have successfully been demonstrated on a range of challenging decision making and control tasks. One dominant component of recent deep reinforcement learning algorithms is the target network…

Machine Learning · Computer Science 2020-11-12 Lin Shao , Yifan You , Mengyuan Yan , Qingyun Sun , Jeannette Bohg

Dynamic Reinforcement Learning (Dynamic RL), proposed in this paper, directly controls system dynamics, instead of the actor (action-generating neural network) outputs at each moment, bringing about a major qualitative shift in…

Machine Learning · Computer Science 2025-02-17 Katsunari Shibata

This paper proposes a novel approach based on deep reinforcement learning (DRL) for the 2D+1 packing problem with spatial constraints. This problem is an extension of the traditional 2D packing problem, incorporating an additional…

Machine Learning · Computer Science 2025-03-25 Victor Ulisses Pugliese , Oséias F. de A. Ferreira , Fabio A. Faria

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

Deep reinforcement learning (DRL) has emerged as a powerful framework for solving sequential decision-making problems, achieving remarkable success in a wide range of applications, including game AI, autonomous driving, biomedicine, and…

Machine Learning · Computer Science 2025-05-14 Yinghan Sun , Hongxi Wang , Hua Chen , Wei Zhang

Can an asset manager plan the optimal timing for her/his hedging strategies given market conditions? The standard approach based on Markowitz or other more or less sophisticated financial rules aims to find the best portfolio allocation…

Portfolio Management · Quantitative Finance 2020-11-10 Eric Benhamou , David Saltiel , Sandrine Ungari , Abhishek Mukhopadhyay

In scheduling problems common in the industry and various real-world scenarios, responding in real-time to disruptive events is essential. Recent methods propose the use of deep reinforcement learning (DRL) to learn policies capable of…

Artificial Intelligence · Computer Science 2024-01-31 Imanol Echeverria , Maialen Murua , Roberto Santana

It is estimated that about 40%-50% of total electricity consumption in commercial buildings can be attributed to Heating, Ventilation, and Air Conditioning (HVAC) systems. Minimizing the energy cost while considering the thermal comfort of…

Machine Learning · Computer Science 2021-10-27 Vinay Hanumaiah , Sahika Genc

Decentralized combinatorial optimization in evolving multi-agent systems poses significant challenges, requiring agents to balance long-term decision-making, short-term optimized collective outcomes, while preserving autonomy of interactive…

Multiagent Systems · Computer Science 2025-09-23 Chuhao Qin , Evangelos Pournaras

In this paper, we propose a deep reinforcement learning (RL)-based precoding framework that can be used to learn an optimal precoding policy for complex multiple-input multiple-output (MIMO) precoding problems. We model the precoding…

Information Theory · Computer Science 2024-10-30 Heunchul Lee , Maksym Girnyk , Jaeseong Jeong

Deep Reinforcement Learning (DRL) has been applied to address a variety of cooperative multi-agent problems with either discrete action spaces or continuous action spaces. However, to the best of our knowledge, no previous work has ever…

Machine Learning · Computer Science 2019-06-04 Haotian Fu , Hongyao Tang , Jianye Hao , Zihan Lei , Yingfeng Chen , Changjie Fan

Deep reinforcement learning (DRL) has reached super human levels in complex tasks like game solving (Go and autonomous driving). However, it remains an open question whether DRL can reach human level in applications to financial problems…

Portfolio Management · Quantitative Finance 2020-11-10 Eric Benhamou , David Saltiel , Jean-Jacques Ohana , Jamal Atif

Recent advances in Reinforcement Learning (RL) combined with Deep Learning (DL) have demonstrated impressive performance in complex tasks, including autonomous driving. The use of RL agents in autonomous driving leads to a smooth human-like…

Artificial Intelligence · Computer Science 2021-07-30 Briti Gangopadhyay , Harshit Soora , Pallab Dasgupta

This article proposes a model-based deep reinforcement learning (DRL) method to design emergency control strategies for short-term voltage stability problems in power systems. Recent advances show promising results in model-free DRL-based…

Systems and Control · Electrical Eng. & Systems 2022-12-07 Ramij R. Hossain , Tianzhixi Yin , Yan Du , Renke Huang , Jie Tan , Wenhao Yu , Yuan Liu , Qiuhua Huang

Artificial intelligence is transforming financial investment decision-making frameworks, with deep reinforcement learning demonstrating substantial potential in robo-advisory applications. This paper addresses the limitations of traditional…

Portfolio Management · Quantitative Finance 2025-02-24 Gang Huang , Xiaohua Zhou , Qingyang Song

As rapidly growing AI computational demands accelerate the need for new hardware installation and maintenance, this work explores optimal data center resource management by balancing operational efficiency with fault tolerance through…

Artificial Intelligence · Computer Science 2025-04-02 Chang-Lin Chen , Jiayu Chen , Tian Lan , Zhaoxia Zhao , Hongbo Dong , Vaneet Aggarwal
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