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Double Q-learning is a classical control algorithm that mitigates the maximization bias of Q-learning. To do so, it explicitly trains two independent action-value functions and uses them to decouple action-selection and action-evaluation…

Machine Learning · Computer Science 2026-05-18 Prabhat Nagarajan , Martha White , Marlos C. Machado

In this paper, a novel training paradigm inspired by quantum computation is proposed for deep reinforcement learning (DRL) with experience replay. In contrast to traditional experience replay mechanism in DRL, the proposed deep…

Machine Learning · Computer Science 2021-01-07 Qing Wei , Hailan Ma , Chunlin Chen , Daoyi Dong

Deep reinforcement learning (DRL) has reached super human levels in complex tasks like game solving (Go and autonomous driving). However, it remains an open question whether DRL can reach human level in applications to financial problems…

Portfolio Management · Quantitative Finance 2020-11-10 Eric Benhamou , David Saltiel , Jean-Jacques Ohana , Jamal Atif

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

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…

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

The Internet of Things (IoT) extends the Internet connectivity into billions of IoT devices around the world, where the IoT devices collect and share information to reflect status of the physical world. The Autonomous Control System (ACS),…

Machine Learning · Computer Science 2020-04-14 Lei Lei , Yue Tan , Kan Zheng , Shiwen Liu , Kuan Zhang , Xuemin , Shen

As a model-free algorithm, deep reinforcement learning (DRL) agent learns and makes decisions by interacting with the environment in an unsupervised way. In recent years, DRL algorithms have been widely applied by scholars for portfolio…

Portfolio Management · Quantitative Finance 2024-02-27 Ruoyu Sun , Angelos Stefanidis , Zhengyong Jiang , Jionglong Su

The use of Deep Reinforcement Learning (DRL) schemes has increased dramatically since their first introduction in 2015. Though uses in many different applications are being found, they still have a problem with the lack of interpretability.…

Machine Learning · Computer Science 2023-03-09 Thomas Hickling , Abdelhafid Zenati , Nabil Aouf , Phillippa Spencer

Software testing activities scrutinize the artifacts and the behavior of a software product to find possible defects and ensure that the product meets its expected requirements. Recently, Deep Reinforcement Learning (DRL) has been…

Software Engineering · Computer Science 2023-06-30 Paulina Stevia Nouwou Mindom , Amin Nikanjam , Foutse Khomh

The problem of portfolio management represents an important and challenging class of dynamic decision making problems, where rebalancing decisions need to be made over time with the consideration of many factors such as investors…

Portfolio Management · Quantitative Finance 2021-09-29 Saeed Marzban , Erick Delage , Jonathan Yumeng Li , Jeremie Desgagne-Bouchard , Carl Dussault

This paper explores the application of deep Q-learning to hedging at-the-money options on the S\&P~500 index. We develop an agent based on the Twin Delayed Deep Deterministic Policy Gradient (TD3) algorithm, trained to simulate hedging…

Computational Finance · Quantitative Finance 2025-10-13 Zofia Bracha , Paweł Sakowski , Jakub Michańków

Reinforcement Learning (RL) is a popular machine learning paradigm where intelligent agents interact with the environment to fulfill a long-term goal. Driven by the resurgence of deep learning, Deep RL (DRL) has witnessed great success over…

Machine Learning · Computer Science 2025-09-01 Yunpeng Qing , Shunyu Liu , Jie Song , Yang Zhou , Kaixuan Chen , Huiqiong Wang , Mingli Song

Strategic mining attacks, such as selfish mining, exploit blockchain consensus protocols by deviating from honest behavior to maximize rewards. Markov Decision Process (MDP) analysis faces scalability challenges in modern digital economics,…

Machine Learning · Computer Science 2025-02-26 Jichen Li , Lijia Xie , Hanting Huang , Bo Zhou , Binfeng Song , Wanying Zeng , Xiaotie Deng , Xiao Zhang

Algorithmic trading or Financial robots have been conquering the stock markets with their ability to fathom complex statistical trading strategies. But with the recent development of deep learning technologies, these strategies are becoming…

Portfolio Management · Quantitative Finance 2024-05-06 Ashish Anil Pawar , Vishnureddy Prashant Muskawar , Ritesh Tiku

Taking advantage of their data-driven and model-free features, Deep Reinforcement Learning (DRL) algorithms have the potential to deal with the increasing level of uncertainty due to the introduction of renewable-based generation. To deal…

Systems and Control · Electrical Eng. & Systems 2022-08-02 Hou Shengren , Edgar Mauricio Salazar , Pedro P. Vergara , Peter Palensky

Deep Reinforcement Learning (DRL) and Evolution Strategies (ESs) have surpassed human-level control in many sequential decision-making problems, yet many open challenges still exist. To get insights into the strengths and weaknesses of DRL…

On-chain data (metrics) of blockchain networks, akin to company fundamentals, provide crucial and comprehensive insights into the networks. Despite their informative nature, on-chain data have not been utilized in reinforcement learning…

Portfolio Management · Quantitative Finance 2023-07-06 Zhenhan Huang , Fumihide Tanaka

Purpose : Because functional MRI (fMRI) data sets are in general small, we sought a data efficient approach to resting state fMRI classification of autism spectrum disorder (ASD) versus neurotypical (NT) controls. We hypothesized that a…

Neurons and Cognition · Quantitative Biology 2022-06-23 Joseph Stember , Danielle Stember , Luca Pasquini , Jenabi Merhnaz , Andrei Holodny , Hrithwik Shalu

Deep Reinforcement Learning (DRL) solutions are becoming pervasive at the edge of the network as they enable autonomous decision-making in a dynamic environment. However, to be able to adapt to the ever-changing environment, the DRL…

Networking and Internet Architecture · Computer Science 2022-05-31 Jernej Hribar , Ivana Dusparic