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This paper addresses a multi-echelon inventory management problem with a complex network topology where deriving optimal ordering decisions is difficult. Deep reinforcement learning (DRL) has recently shown potential in solving such…

Machine Learning · Computer Science 2024-01-30 Liqiang Cheng , Jun Luo , Weiwei Fan , Yidong Zhang , Yuan Li

Remote state estimation of large-scale distributed dynamic processes plays an important role in Industry 4.0 applications. In this paper, by leveraging the theoretical results of structural properties of optimal scheduling policies, we…

Information Theory · Computer Science 2024-10-28 Jiazheng Chen , Wanchun Liu , Daniel E. Quevedo , Yonghui Li , Branka Vucetic

Cost-effective asset management is an area of interest across several industries. Specifically, this paper develops a deep reinforcement learning (DRL) solution to automatically determine an optimal rehabilitation policy for continuously…

Machine Learning · Computer Science 2023-04-19 Zaharah A. Bukhsh , Nils Jansen , Hajo Molegraaf

We present a Reinforcement Learning (RL) based framework for optimizing long-term discounted reward problems with large combinatorial action space and state dependent constraints. These characteristics are common to many operations…

Machine Learning · Computer Science 2025-01-09 Pavithra Harsha , Ashish Jagmohan , Jayant Kalagnanam , Brian Quanz , Divya Singhvi

Industrial systems demand reliable predictive maintenance strategies to enhance operational efficiency and reduce downtime. This paper introduces an integrated framework that leverages the capabilities of the Transformer model-based neural…

Machine Learning · Computer Science 2024-08-06 Yang Zhao , Jiaxi Yang , Wenbo Wang , Helin Yang , Dusit Niyato

Deep reinforcement learning (DRL) has been used to learn effective heuristics for solving complex combinatorial optimisation problem via policy networks and have demonstrated promising performance. Existing works have focused on solving…

Machine Learning · Computer Science 2020-12-25 Nasrin Sultana , Jeffrey Chan , A. K. Qin , Tabinda Sarwar

With the rapid development of artificial intelligence, data-driven methods effectively overcome limitations in traditional portfolio optimization. Conventional models primarily employ long-only mechanisms, excluding highly correlated assets…

Computational Finance · Quantitative Finance 2025-03-18 Gang Huang , Xiaohua Zhou , Qingyang Song

Data processing and analytics are fundamental and pervasive. Algorithms play a vital role in data processing and analytics where many algorithm designs have incorporated heuristics and general rules from human knowledge and experience to…

Machine Learning · Computer Science 2022-02-07 Qingpeng Cai , Can Cui , Yiyuan Xiong , Wei Wang , Zhongle Xie , Meihui Zhang

A general control policy framework based on deep reinforcement learning (DRL) is introduced for closed-loop decision making in subsurface flow settings. Traditional closed-loop modeling workflows in this context involve the repeated…

Computational Physics · Physics 2023-02-15 Yusuf Nasir , Louis J. Durlofsky

The traveling purchaser problem (TPP) is an important combinatorial optimization problem with broad applications. Due to the coupling between routing and purchasing, existing works on TPPs commonly address route construction and purchase…

Optimization and Control · Mathematics 2025-07-03 Haofeng Yuan , Rongping Zhu , Wanlu Yang , Shiji Song , Keyou You , Wei Fan , C. L. Philip Chen

Deep Reinforcement Learning (DRL) has become a popular method for solving control problems in power systems. Conventional DRL encourages the agent to explore various policies encoded in a neural network (NN) with the goal of maximizing the…

Systems and Control · Electrical Eng. & Systems 2024-10-28 Tong Wu , Anna Scaglione , Daniel Arnold

Deep reinforcement learning (DRL) has emerged as a powerful framework for solving sequential decision-making problems, achieving remarkable success in a wide range of applications, including game AI, autonomous driving, biomedicine, and…

Machine Learning · Computer Science 2025-05-14 Yinghan Sun , Hongxi Wang , Hua Chen , Wei Zhang

In this paper, a deep reinforcement learning (DRL) method is proposed to address the problem of UAV navigation in an unknown environment. However, DRL algorithms are limited by the data efficiency problem as they typically require a huge…

Robotics · Computer Science 2020-08-07 Lei He , Nabil Aouf , James F. Whidborne , Bifeng Song

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 recently emerged as a promising tool for Dynamic Algorithm Configuration (DAC), enabling evolutionary algorithms to adapt their parameters online rather than relying on static tuned configurations.…

Optimization and Control · Mathematics 2026-04-03 Andrea Mencaroni , Robbert Reijnen , Yingqian Zhang , Dieter Claeys

Deep Reinforcement Learning (DRL) has emerged as an efficient approach to resource allocation due to its strong capability in handling complex decision-making tasks. However, only limited research has explored the training of DRL models…

Machine Learning · Computer Science 2025-09-23 Aohan Li , Miyu Tsuzuki

The popularity of deep reinforcement learning (DRL) methods in economics have been exponentially increased. DRL through a wide range of capabilities from reinforcement learning (RL) and deep learning (DL) for handling sophisticated dynamic…

Statistical Finance · Quantitative Finance 2020-04-06 Amir Mosavi , Pedram Ghamisi , Yaser Faghan , Puhong Duan

The optimal dispatch of energy storage systems (ESSs) presents formidable challenges due to the uncertainty introduced by fluctuations in dynamic prices, demand consumption, and renewable-based energy generation. By exploiting the…

Systems and Control · Electrical Eng. & Systems 2023-07-27 Shengren Hou , Edgar Mauricio Salazar Duque , Peter Palensky , Pedro P. Vergara

Deep reinforcement learning (DRL) is an emerging methodology that is transforming the way many complicated transportation decision-making problems are tackled. Researchers have been increasingly turning to this powerful learning-based…

Machine Learning · Computer Science 2020-10-14 Nahid Parvez Farazi , Tanvir Ahamed , Limon Barua , Bo Zou

Deep reinforcement learning (DRL) has been widely studied in the portfolio management task. However, it is challenging to understand a DRL-based trading strategy because of the black-box nature of deep neural networks. In this paper, we…

Portfolio Management · Quantitative Finance 2021-12-21 Mao Guan , Xiao-Yang Liu