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This paper presents a Quantum Reinforcement Learning (QRL) solution to the dynamic portfolio optimization problem based on Variational Quantum Circuits. The implemented QRL approaches are quantum analogues of the classical…

Machine Learning · Computer Science 2026-01-29 Vincent Gurgul , Ying Chen , Stefan Lessmann

This scientific research paper presents an innovative approach based on deep reinforcement learning (DRL) to solve the algorithmic trading problem of determining the optimal trading position at any point in time during a trading activity in…

Trading and Market Microstructure · Quantitative Finance 2022-06-06 Thibaut Théate , Damien Ernst

The exponential growth of data-intensive applications has placed unprecedented demands on modern storage systems, necessitating dynamic and efficient optimization strategies. Traditional heuristics employed for storage performance…

Operating Systems · Computer Science 2025-08-25 Chiyu Cheng , Chang Zhou , Yang Zhao

In this paper, we introduce a new set of reinforcement learning (RL) tasks in Minecraft (a flexible 3D world). We then use these tasks to systematically compare and contrast existing deep reinforcement learning (DRL) architectures with our…

Artificial Intelligence · Computer Science 2016-05-31 Junhyuk Oh , Valliappa Chockalingam , Satinder Singh , Honglak Lee

Skin-friction drag induced by wall-bounded turbulent flows accounts for a substantial fraction of energy consumption across commercial aerospace, wind energy, and marine transport. Its active reduction is one of the highest-value targets in…

Fluid Dynamics · Physics 2026-05-15 Atharva Mahajan , Abhijeet Vishwasrao , Yuning Wang , Ricardo Vinuesa

Deep reinforcement learning (DRL) has emerged as a promising approach for robotic control, but its realworld deployment remains challenging due to its vulnerability to environmental perturbations. Existing white-box adversarial attack…

Machine Learning · Computer Science 2025-03-28 Zongyuan Zhang , Tianyang Duan , Zheng Lin , Dong Huang , Zihan Fang , Zekai Sun , Ling Xiong , Hongbin Liang , Heming Cui , Yong Cui , Yue Gao

Recently, deep reinforcement learning (DRL)-based approach has shown promisein solving complex decision and control problems in power engineering domain.In this paper, we present an in-depth analysis of DRL-based voltage control fromaspects…

Artificial Intelligence · Computer Science 2020-12-25 Xiren Zhou , Siqi Wang , Ruisheng Diao , Desong Bian , Jiahui Duan , Di Shi

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

This paper proposes a novel multiple-input multiple-output (MIMO) symbol detector that incorporates a deep reinforcement learning (DRL) agent into the Monte Carlo tree search (MCTS) detection algorithm. We first describe how the MCTS…

Signal Processing · Electrical Eng. & Systems 2021-02-02 Tz-Wei Mo , Ronald Y. Chang , Te-Yi Kan

Optimal Order Execution is a well-established problem in finance that pertains to the flawless execution of a trade (buy or sell) for a given volume within a specified time frame. This problem revolves around optimizing returns while…

Computational Finance · Quantitative Finance 2026-01-13 Khabbab Zakaria , Jayapaulraj Jerinsh , Andreas Maier , Patrick Krauss , Stefano Pasquali , Dhagash Mehta

In this paper, a deep reinforcement learning (DRL) method is proposed to address the problem of UAV navigation in an unknown environment. However, DRL algorithms are limited by the data efficiency problem as they typically require a huge…

Robotics · Computer Science 2020-08-07 Lei He , Nabil Aouf , James F. Whidborne , Bifeng Song

Deep reinforcement learning (DRL) is a booming area of artificial intelligence. Many practical applications of DRL naturally involve more than one collaborative learners, making it important to study DRL in a multi-agent context. Previous…

Machine Learning · Computer Science 2019-10-22 Gang Chen

The optimal asset allocation between risky and risk-free assets is a persistent challenge due to the inherent volatility in financial markets. Conventional methods rely on strict distributional assumptions or non-additive reward ratios,…

Portfolio Management · Quantitative Finance 2026-01-06 Rongwei Liu , Jin Zheng , John Cartlidge

Action-constrained reinforcement learning (ACRL) is a generic framework for learning control policies with zero action constraint violation, which is required by various safety-critical and resource-constrained applications. The existing…

Machine Learning · Computer Science 2025-03-18 Wei Hung , Shao-Hua Sun , Ping-Chun Hsieh

In this paper, we implement three state-of-art continuous reinforcement learning algorithms, Deep Deterministic Policy Gradient (DDPG), Proximal Policy Optimization (PPO) and Policy Gradient (PG)in portfolio management. All of them are…

Portfolio Management · Quantitative Finance 2018-11-20 Zhipeng Liang , Hao Chen , Junhao Zhu , Kangkang Jiang , Yanran Li

The dynamic allocation of spectrum in 5G / 6G networks is critical to efficient resource utilization. However, applying traditional deep reinforcement learning (DRL) is often infeasible due to its immense sample complexity and the safety…

Machine Learning · Computer Science 2026-03-02 Oluwaseyi Giwa , Tobi Awodunmila , Muhammad Ahmed Mohsin , Ahsan Bilal , Muhammad Ali Jamshed

High-frequency trading (HFT) that executes algorithmic trading in short time scales, has recently occupied the majority of cryptocurrency market. Besides traditional quantitative trading methods, reinforcement learning (RL) has become…

Machine Learning · Computer Science 2024-06-21 Chuqiao Zong , Chaojie Wang , Molei Qin , Lei Feng , Xinrun Wang , Bo An

In deep Reinforcement Learning (RL), the learning rate critically influences both stability and performance, yet its optimal value shifts during training as the environment and policy evolve. Standard decay schedulers assume monotonic…

Machine Learning · Computer Science 2025-10-09 Henrique Donâncio , Antoine Barrier , Leah F. South , Florence Forbes

Considering grant-free transmissions in low-power IoT networks with unknown time-frequency distribution of interference, we address the problem of Dynamic Resource Configuration (DRC), which amounts to a Markov decision process.…

Information Theory · Computer Science 2021-06-08 Yang Huang , Caiyong Hao , Yijie Mao , Fuhui Zhou

This paper proposes a Deep Reinforcement Learning algorithm for financial portfolio trading based on Deep Q-learning. The algorithm is capable of trading high-dimensional portfolios from cross-sectional datasets of any size which may…

Portfolio Management · Quantitative Finance 2021-12-10 Uta Pigorsch , Sebastian Schäfer