Related papers: MIGT: Memory Instance Gated Transformer Framework …
In today's forex market traders increasingly turn to algorithmic trading, leveraging computers to seek more profits. Deep learning techniques as cutting-edge advancements in machine learning, capable of identifying patterns in financial…
Transformer models have achieved remarkable empirical successes, largely due to their in-context learning capabilities. Inspired by this, we explore training an autoregressive transformer for in-context reinforcement learning (ICRL). In…
Standard deep reinforcement learning (DRL) aims to maximize expected reward, considering collected experiences equally in formulating a policy. This differs from human decision-making, where gains and losses are valued differently and…
Over the past decades, researchers have been pushing the limits of Deep Reinforcement Learning (DRL). Although DRL has attracted substantial interest from practitioners, many are blocked by having to search through a plethora of available…
Beam management is an important technique to improve signal strength and reduce interference in wireless communication systems. Recently, there has been increasing interest in using diverse sensing modalities for beam management. However,…
Plastic injection molding remains essential to modern manufacturing. However, optimizing process parameters to balance product quality and profitability under dynamic environmental and economic conditions remains a persistent challenge.…
Research in quantitative finance has demonstrated that reinforcement learning (RL) methods have delivered promising outcomes in the context of hedging financial portfolios. For example, hedging a portfolio of European options using RL…
We investigate the ability of transformers to perform in-context reinforcement learning (ICRL), where a model must infer and execute learning algorithms from trajectory data without parameter updates. We show that a linear self-attention…
A differential dynamic programming (DDP)-based framework for inverse reinforcement learning (IRL) is introduced to recover the parameters in the cost function, system dynamics, and constraints from demonstrations. Different from existing…
In dynamic programming (DP) and reinforcement learning (RL), an agent learns to act optimally in terms of expected long-term return by sequentially interacting with its environment modeled by a Markov decision process (MDP). More generally…
Order picking is a pivotal operation in warehouses that directly impacts overall efficiency and profitability. This study addresses the dynamic order picking problem, a significant concern in modern warehouse management, where real-time…
Restoring critical loads after extreme events demands adaptive control to maintain distribution-grid resilience, yet uncertainty in renewable generation, limited dispatchable resources, and nonlinear dynamics make effective restoration…
The recent mean field game (MFG) formalism has enabled the application of inverse reinforcement learning (IRL) methods in large-scale multi-agent systems, with the goal of inferring reward signals that can explain demonstrated behaviours of…
We proposed a new Portfolio Management method termed as Robust Log-Optimal Strategy (RLOS), which ameliorates the General Log-Optimal Strategy (GLOS) by approximating the traditional objective function with quadratic Taylor expansion. It…
Reinforcement learning has been increasingly applied in monitoring applications because of its ability to learn from previous experiences and can make adaptive decisions. However, existing machine learning-based health monitoring…
Legged robots must adapt their gait to navigate unpredictable environments, a challenge that animals master with ease. However, most deep reinforcement learning (DRL) approaches to quadruped locomotion rely on a fixed gait, limiting…
In the era of Industry 4.0 and smart manufacturing, process systems engineering must adapt to digital transformation. While reinforcement learning offers a model-free approach to process control, its applications are limited by the…
Inefficient traffic signal control methods may cause numerous problems, such as traffic congestion and waste of energy. Reinforcement learning (RL) is a trending data-driven approach for adaptive traffic signal control in complex urban…
Distributional reinforcement learning (DRL) is a recent reinforcement learning framework whose success has been supported by various empirical studies. It relies on the key idea of replacing the expected return with the return distribution,…
Timely delivery of delay-sensitive information over dynamic, heterogeneous networks is increasingly essential for a range of interactive applications, such as industrial automation, self-driving vehicles, and augmented reality. However,…