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Finding optimal bidding strategies for generation units in electricity markets would result in higher profit. However, it is a challenging problem due to the system uncertainty which is due to the unknown other generation units' strategies.…

Artificial Intelligence · Computer Science 2022-08-15 Pegah Rokhforoz , Olga Fink

The security of Deep Reinforcement Learning (Deep RL) algorithms deployed in real life applications are of a primary concern. In particular, the robustness of RL agents in cyber-physical systems against adversarial attacks are especially…

Machine Learning · Computer Science 2019-07-01 Xian Yeow Lee , Aaron Havens , Girish Chowdhary , Soumik Sarkar

To improve the system performance towards the Shannon limit, advanced radio resource management mechanisms play a fundamental role. In particular, scheduling should receive much attention, because it allocates radio resources among…

Machine Learning · Computer Science 2021-03-23 Jian Wang , Chen Xu , Rong Li , Yiqun Ge , Jun Wang

Portfolio optimization is essential for balancing risk and return in financial decision-making. Deep Reinforcement Learning (DRL) has stood out as a cutting-edge tool for portfolio optimization that learns dynamic asset allocation using…

Machine Learning · Computer Science 2025-09-16 Himanshu Choudhary , Arishi Orra , Manoj Thakur

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

In this paper, dynamic non-cooperative coexistence between a cognitive pulsed radar and a nearby communications system is addressed by applying nonlinear value function approximation via deep reinforcement learning (Deep RL) to develop a…

Signal Processing · Electrical Eng. & Systems 2020-08-28 Charles E. Thornton , Mark A. Kozy , R. Michael Buehrer , Anthony F. Martone , Kelly D. Sherbondy

We present an approach for reconfiguration of dynamic visual sensor networks with deep reinforcement learning (RL). Our RL agent uses a modified asynchronous advantage actor-critic framework and the recently proposed Relational Network…

Machine Learning · Computer Science 2018-08-14 Paul Jasek , Bernard Abayowa

Deep Reinforcement Learning (RL) agents are susceptible to adversarial noise in their observations that can mislead their policies and decrease their performance. However, an adversary may be interested not only in decreasing the reward,…

Machine Learning · Computer Science 2022-12-13 Dennis Gross , Thiago D. Simao , Nils Jansen , Guillermo A. Perez

Trading markets represent a real-world financial application to deploy reinforcement learning agents, however, they carry hard fundamental challenges such as high variance and costly exploration. Moreover, markets are inherently a…

Machine Learning · Computer Science 2021-07-20 Yue Gao , Kry Yik Chau Lui , Pablo Hernandez-Leal

In-Context Reinforcement Learning (ICRL) is a frontier paradigm to solve Reinforcement Learning (RL) problems in the foundation model era. While ICRL capabilities have been demonstrated in transformers through task-specific training, the…

Machine Learning · Computer Science 2025-06-10 Fanzeng Xia , Hao Liu , Yisong Yue , Tongxin Li

Artificial Intelligence (AI) and Machine Learning (ML) are transforming the domain of Quantitative Trading (QT) through the deployment of advanced algorithms capable of sifting through extensive financial datasets to pinpoint lucrative…

Trading and Market Microstructure · Quantitative Finance 2023-12-27 Maochun Xu , Zixun Lan , Zheng Tao , Jiawei Du , Zongao Ye

Transmission switching is a well-established approach primarily applied to minimize operational costs through strategic network reconfiguration. However, exclusive focus on cost reduction can compromise system reliability. While…

Systems and Control · Electrical Eng. & Systems 2025-07-17 Ding Lin , Jianhui Wang , Tianqiao Zhao , Meng Yue

Unfair stock trading strategies have been shown to be one of the most negative perceptions that customers can have concerning trading and may result in long-term losses for a company. Investment banks usually place trading orders for…

Trading and Market Microstructure · Quantitative Finance 2020-01-06 Wenhang Bao

Many challenging real-world problems require the deployment of ensembles multiple complementary learning models to reach acceptable performance levels. While effective, applying the entire ensemble to every sample is costly and often…

Cryptography and Security · Computer Science 2022-09-20 Orel Lavie , Asaf Shabtai , Gilad Katz

Advanced algorithms based on Deep Reinforcement Learning (DRL) have been able to become a reliable tool for the Forex market traders and provide a suitable strategy for maximizing profit and reducing trading risk. These tools try to find…

Computational Engineering, Finance, and Science · Computer Science 2024-11-05 Sahar Arabha , Davoud Sarani , Parviz Rashidi-Khazaee

Reinforcement learning (RL) algorithms have become indispensable tools in artificial intelligence, empowering agents to acquire optimal decision-making policies through interactions with their environment and feedback mechanisms. This study…

Machine Learning · Computer Science 2024-03-28 Ergon Cugler de Moraes Silva

Many real-world applications can be formulated as multi-agent cooperation problems, such as network packet routing and coordination of autonomous vehicles. The emergence of deep reinforcement learning (DRL) provides a promising approach for…

Multiagent Systems · Computer Science 2022-06-28 Zhixuan Liang , Jiannong Cao , Shan Jiang , Divya Saxena , Huafeng Xu

The recent growth of emergent network applications (e.g., satellite networks, vehicular networks) is increasing the complexity of managing modern communication networks. As a result, the community proposed the Digital Twin Networks (DTN) as…

Networking and Internet Architecture · Computer Science 2022-02-02 Carlos Güemes-Palau , Paul Almasan , Shihan Xiao , Xiangle Cheng , Xiang Shi , Pere Barlet-Ros , Albert Cabellos-Aparicio

Model-based offline reinforcement learning (RL) has emerged as a promising approach for recommender systems, enabling effective policy learning by interacting with frozen world models. However, the reward functions in these world models,…

Information Retrieval · Computer Science 2025-05-13 Yi Zhang , Ruihong Qiu , Xuwei Xu , Jiajun Liu , Sen Wang

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