English
Related papers

Related papers: Deep Reinforcement Learning Algorithms for Option …

200 papers

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.…

Machine Learning · Computer Science 2018-10-02 Rodrigo Pérez-Dattari , Carlos Celemin , Javier Ruiz-del-Solar , Jens Kober

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…

Machine Learning · Computer Science 2019-07-09 Sergey Ivanov , Alexander D'yakonov

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…

Portfolio Management · Quantitative Finance 2025-12-23 M. Coronado-Vaca

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…

Networking and Internet Architecture · Computer Science 2020-03-30 Jiawei Wu , Jianxue Li , Yang Xiao , Jun Liu

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…

Systems and Control · Electrical Eng. & Systems 2020-05-19 Yuan Lin , John McPhee , Nasser L. Azad

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…

Robotics · Computer Science 2026-03-24 Lingheng Meng , Rob Gorbet , Michael Burke , Dana Kulić

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…

Machine Learning · Computer Science 2026-02-13 Mehrdad Moghimi , Hyejin Ku

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…

Machine Learning · Computer Science 2025-01-09 Tianyang Duan , Zongyuan Zhang , Zheng Lin , Yue Gao , Ling Xiong , Yong Cui , Hongbin Liang , Xianhao Chen , Heming Cui , Dong Huang

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,…

Networking and Internet Architecture · Computer Science 2022-12-01 Seyyidahmed Lahmer , Federico Chiariotti , Andrea Zanella

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…

Machine Learning · Computer Science 2020-02-04 Longxiang Shi , Shijian Li , Longbing Cao , Long Yang , Gang Zheng , Gang Pan

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…

Risk Management · Quantitative Finance 2022-10-04 Wing Fung Chong , Haoen Cui , Yuxuan Li

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…

Machine Learning · Computer Science 2022-02-18 Pamul Yadav , Ashutosh Mishra , Junyong Lee , Shiho Kim

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…

Machine Learning · Computer Science 2021-01-19 Juan Jose Garau Luis

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…

Machine Learning · Computer Science 2023-11-17 Jared Markowitz , Ryan W. Gardner , Ashley Llorens , Raman Arora , I-Jeng Wang

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…

Computational Finance · Quantitative Finance 2024-02-27 Qishuo Cheng , Le Yang , Jiajian Zheng , Miao Tian , Duan Xin

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…

Portfolio Management · Quantitative Finance 2026-01-14 Brandon Luo , Jim Skufca

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…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-05-08 Hao Guo , Kaixiang Xv , Ziwu Ge , Lei Yang

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…

Artificial Intelligence · Computer Science 2022-02-15 Zizhen Zhang , Zhiyuan Wu , Hang Zhang , Jiahai Wang

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…

Machine Learning · Computer Science 2021-09-29 Hamed Khorasgani , Haiyan Wang , Chetan Gupta , Susumu Serita