Related papers: Deep Reinforcement Learning Algorithms for Option …
Deep Reinforcement Learning (DRL) has become a powerful strategy to solve complex decision making problems based on Deep Neural Networks (DNNs). However, it is highly data demanding, so unfeasible in physical systems for most applications.…
Recent advances in Reinforcement Learning, grounded on combining classical theoretical results with Deep Learning paradigm, led to breakthroughs in many artificial intelligence tasks and gave birth to Deep Reinforcement Learning (DRL) as a…
DRL agents circumvent the issue of classic models in the sense that they do not make assumptions like the financial returns being normally distributed and are able to deal with any information like the ESG score if they are configured to…
Routing is one of the key functions for stable operation of network infrastructure. Nowadays, the rapid growth of network traffic volume and changing of service requirements call for more intelligent routing methods than before. Towards…
Deep Reinforcement Learning (DRL) is used here for decentralized decision-making and longitudinal control for high-speed on-ramp merging. The DRL environment state includes the states of five vehicles: the merging vehicle, along with two…
Machine scheduling aims to optimize job assignments to machines while adhering to manufacturing rules and job specifications. This optimization leads to reduced operational costs, improved customer demand fulfillment, and enhanced…
Deep Reinforcement Learning (DRL) has made considerable advances in simulated and physical robot control tasks, especially when problems admit a fully observed Markov Decision Process (MDP) formulation. When observations only partially…
In domains such as finance, healthcare, and robotics, managing worst-case scenarios is critical, as failure to do so can lead to catastrophic outcomes. Distributional Reinforcement Learning (DRL) provides a natural framework to incorporate…
Deep Reinforcement Learning (DRL) suffers from uncertainties and inaccuracies in the observation signal in realworld applications. Adversarial attack is an effective method for evaluating the robustness of DRL agents. However, existing…
In the past few years, Deep Reinforcement Learning (DRL) has become a valuable solution to automatically learn efficient resource management strategies in complex networks. In many scenarios, the learning task is performed in the Cloud,…
In recent years significant progress has been made in dealing with challenging problems using reinforcement learning.Despite its great success, reinforcement learning still faces challenge in continuous control tasks. Conventional methods…
This paper proposes a two-phase deep reinforcement learning approach, for hedging variable annuity contracts with both GMMB and GMDB riders, which can address model miscalibration in Black-Scholes financial and constant force of mortality…
Deep Reinforcement Learning (DRL) aims to create intelligent agents that can learn to solve complex problems efficiently in a real-world environment. Typically, two learning goals: adaptation and generalization are used for baselining DRL…
Meta Reinforcement Learning (RL) methods focus on automating the design of RL algorithms that generalize to a wide range of environments. The framework introduced in (Anonymous, 2020) addresses the problem by representing different RL…
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…
Portfolio management issues have been extensively studied in the field of artificial intelligence in recent years, but existing deep learning-based quantitative trading methods have some areas where they could be improved. First of all, the…
Our work focuses on deep learning (DL) portfolio optimization, tackling challenges in long-only, multi-asset strategies across market cycles. We propose training models with limited regime data using pre-training techniques and leveraging…
Collaborative edge computing uses edge nodes in different locations to execute tasks, necessitating dynamic task offloading decisions to maintain low latency and high reliability, especially under unpredictable node failures. Although deep…
Deep reinforcement learning (DRL) has recently shown its success in tackling complex combinatorial optimization problems. When these problems are extended to multiobjective ones, it becomes difficult for the existing DRL approaches to…
Deep reinforcement learning (RL) algorithms can learn complex policies to optimize agent operation over time. RL algorithms have shown promising results in solving complicated problems in recent years. However, their application on…