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This paper presents a deep reinforcement learning (DRL) framework for dynamic portfolio optimization under market uncertainty and risk. The proposed model integrates a Sharpe ratio-based reward function with direct risk control mechanisms,…

Portfolio Management · Quantitative Finance 2025-11-17 Emmanuel Lwele , Sabuni Emmanuel , Sitali Gabriel Sitali

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

Reinforcement Learning (RL) is increasingly applied to large-scale decision-making problems like logistics, scheduling, and recommender systems, but existing algorithms struggle with the curse of dimensionality in such large discrete action…

Machine Learning · Computer Science 2026-05-12 Heiko Hoppe , Fabian Akkerman , Wouter van Heeswijk , Maximilian Schiffer

Deep reinforcement learning (DRL) is a very active research area. However, several technical and scientific issues require to be addressed, amongst which we can mention data inefficiency, exploration-exploitation trade-off, and multi-task…

Machine Learning · Computer Science 2020-11-24 Mohammad Reza Samsami , Hossein Alimadad

We address the problem of production planning and distribution in multi-echelon supply chains. We consider uncertain demands and lead times which makes the problem stochastic and non-linear. A Markov Decision Process formulation and a…

Machine Learning · Computer Science 2022-01-14 Julio César Alves , Geraldo Robson Mateus

Deep reinforcement learning (DRL) has achieved significant breakthroughs in various tasks. However, most DRL algorithms suffer a problem of generalizing the learned policy which makes the learning performance largely affected even by minor…

Machine Learning · Computer Science 2019-07-11 Zhengyao Jiang , Shan Luo

Reinforcement learning (RL) has become a pivotal component of large language model (LLM) post-training, and agentic RL extends this paradigm to operate as agents through multi-turn interaction and tool use. Scaling such systems exposes two…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-10-08 Zheyue Tan , Mustapha Abdullahi , Tuo Shi , Huining Yuan , Zelai Xu , Chao Yu , Boxun Li , Bo Zhao

Particle accelerator operation requires simultaneous optimization of multiple objectives. Multi-Objective Optimization (MOO) is particularly challenging due to trade-offs between the objectives. Evolutionary algorithms, such as genetic…

This study investigates how Multi-Agent Reinforcement Learning (MARL) can improve dynamic pricing strategies in supply chains, particularly in contexts where traditional ERP systems rely on static, rule-based approaches that overlook…

Machine Learning · Computer Science 2025-07-04 Thomas Hazenberg , Yao Ma , Seyed Sahand Mohammadi Ziabari , Marijn van Rijswijk

Multi-objective reinforcement learning (MORL) is the generalization of standard reinforcement learning (RL) approaches to solve sequential decision making problems that consist of several, possibly conflicting, objectives. Generally, in…

Artificial Intelligence · Computer Science 2019-10-08 Xi Chen , Ali Ghadirzadeh , Mårten Björkman , Patric Jensfelt

Transmission interface power flow adjustment is a critical measure to ensure the security and economy operation of power systems. However, conventional model-based adjustment schemes are limited by the increasing variations and…

Systems and Control · Electrical Eng. & Systems 2024-05-28 Shunyu Liu , Wei Luo , Yanzhen Zhou , Kaixuan Chen , Quan Zhang , Huating Xu , Qinglai Guo , Mingli Song

Dynamic material handling (DMH) involves the assignment of dynamically arriving material transporting tasks to suitable vehicles in real time for minimising makespan and tardiness. In real-world scenarios, historical task records are…

Neural and Evolutionary Computing · Computer Science 2025-06-23 Chengpeng Hu , Ziming Wang , Bo Yuan , Jialin Liu , Chengqi Zhang , Xin Yao

Multi-task multi-agent reinforcement learning (MT-MARL) has recently gained attention for its potential to enhance MARL's adaptability across multiple tasks. However, it is challenging for existing multi-task learning methods to handle…

Robotics · Computer Science 2025-07-10 Guobin Zhu , Rui Zhou , Wenkang Ji , Hongyin Zhang , Donglin Wang , Shiyu Zhao

Deep Reinforcement Learning (DRL) has achieved great success in solving complicated decision-making problems. Despite the successes, DRL is frequently criticized for many reasons, e.g., data inefficient, inflexible and intractable reward…

Machine Learning · Computer Science 2023-02-07 Weiqin Chen

In the field of high-performance computing (HPC), there has been recent exploration into the use of deep reinforcement learning for cluster scheduling (DRL scheduling), which has demonstrated promising outcomes. However, a significant…

Machine Learning · Computer Science 2024-03-26 Boyang Li , Zhiling Lan , Michael E. Papka

This paper investigates the multi-UAV multi-task coordination problem in infrastructure-less emergency scenarios, where UAVs collaboratively are required to jointly perform aerial image acquisition and ground-user communication. To tackle…

Networking and Internet Architecture · Computer Science 2026-05-12 Xindi Wang , Haining Li , Tao Ding , Bolin Cai

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,…

Networking and Internet Architecture · Computer Science 2025-10-14 Vincenzo Norman Vitale , Antonia Maria Tulino , Andreas F. Molisch , Jaime Llorca

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

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

Deep reinforcement learning (DRL) is a promising way to achieve human-like autonomous driving. However, the low sample efficiency and difficulty of designing reward functions for DRL would hinder its applications in practice. In light of…

Robotics · Computer Science 2021-10-29 Zhiyu Huang , Jingda Wu , Chen Lv