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This paper introduces a novel agent-based approach for enhancing existing portfolio strategies using Proximal Policy Optimization (PPO). Rather than focusing solely on traditional portfolio construction, our approach aims to improve an…

Portfolio Management · Quantitative Finance 2025-02-06 Daniil Karzanov , Rubén Garzón , Mikhail Terekhov , Caglar Gulcehre , Thomas Raffinot , Marcin Detyniecki

In this paper, multi-agent reinforcement learning is used to control a hybrid energy storage system working collaboratively to reduce the energy costs of a microgrid through maximising the value of renewable energy and trading. The agents…

Multiagent Systems · Computer Science 2021-12-07 Daniel J. B. Harrold , Jun Cao , Zhong Fan

The management of radio frequency spectrum is undergoing a paradigm shift from static, centralized command-and-control models to dynamic, market-driven approaches. However, the realization of Dynamic Spectrum Management has been hindered by…

Networking and Internet Architecture · Computer Science 2026-04-15 Anas Abognah , Otman Basir

Problem definition: Supply chains are constantly evolving networks. Reinforcement learning is increasingly proposed as a solution to provide optimal control of these networks. Academic/practical: However, learning in continuously varying…

Systems and Control · Electrical Eng. & Systems 2023-12-27 Wan Wang , Haiyan Wang , Adam J. Sobey

This study presents a real-time energy management framework for hybrid community microgrids integrating photovoltaic, wind, battery energy storage systems, diesel generators, and grid interconnection. The proposed approach formulates the…

Systems and Control · Electrical Eng. & Systems 2025-07-01 Moslem Uddin , Huadong Mo , Daoyi Dong

This study presents a Reinforcement Learning (RL)-based portfolio management model tailored for high-risk environments, addressing the limitations of traditional RL models and exploiting market opportunities through two-sided transactions…

Portfolio Management · Quantitative Finance 2024-08-13 Ali Habibnia , Mahdi Soltanzadeh

The energy market encompasses the behavior of energy supply and trading within a platform system. By utilizing centralized or distributed trading, energy can be effectively managed and distributed across different regions, thereby achieving…

Networking and Internet Architecture · Computer Science 2024-04-08 Tianqi Jiang , Haoxiang Luo , Kun Yang , Gang Sun , Hongfang Yu , Qi Huang , Athanasios V. Vasilakos

Uncertainties in renewable generation and demand dynamics challenge day-ahead scheduling. To enhance renewable penetration and maintain intra-day balance, we develop a multi-agent reinforcement learning framework for self-interested…

Multiagent Systems · Computer Science 2026-04-13 Junhao Ren , Honglin Gao , Lan Zhao , Qiyu Kang , Gaoxi Xiao , Yajuan Sun

Personal IoT data is a new economic asset that individuals can trade to generate revenue on the emerging data marketplaces. Typically, marketplaces are centralized systems that raise concerns of privacy, single point of failure, little…

Cryptography and Security · Computer Science 2020-09-15 Pooja Gupta , Volkan Dedeoglu , Kamran Najeebullah , Salil S. Kanhere , Raja Jurdak

In this paper, reinforcement learning is applied to the problem of optimizing market making. A multi-agent reinforcement learning framework is used to optimally place limit orders that lead to successful trades. The framework consists of…

Trading and Market Microstructure · Quantitative Finance 2018-12-27 Yagna Patel

We consider the problem of using multiple agents to harvest data from a collection of sensor nodes (targets) scattered across a two-dimensional environment. These targets transmit their data to the agents that move in the space above them,…

Systems and Control · Electrical Eng. & Systems 2025-08-25 Shili Wu , Yancheng Zhu , Aniruddha Datta , Sean B. Andersson

The emerging cryptocurrency market has lately received great attention for asset allocation due to its decentralization uniqueness. However, its volatility and brand new trading mode have made it challenging to devising an acceptable…

Machine Learning · Computer Science 2021-10-19 Fengrui Liu , Yang Li , Baitong Li , Jiaxin Li , Huiyang Xie

Energy consumption in mobile communication networks has become a significant challenge due to its direct impact on Capital Expenditure (CAPEX) and Operational Expenditure (OPEX). The introduction of Open RAN (O-RAN) enables…

Networking and Internet Architecture · Computer Science 2025-04-22 Rawlings Ntassah , Gian Michele Dell'Aera , Fabrizio Granelli

The development of renewable energy generation empowers microgrids to generate electricity to supply itself and to trade the surplus on energy markets. To minimize the overall cost, a microgrid must determine how to schedule its energy…

Systems and Control · Electrical Eng. & Systems 2020-07-10 Guanyu Gao , Yonggang Wen , Xiaohu Wu , Ran Wang

Dynamic portfolio optimization is the process of sequentially allocating wealth to a collection of assets in some consecutive trading periods, based on investors' return-risk profile. Automating this process with machine learning remains a…

Machine Learning · Computer Science 2019-01-28 Pengqian Yu , Joon Sern Lee , Ilya Kulyatin , Zekun Shi , Sakyasingha Dasgupta

This paper presents a comprehensive approach to automated energy billing that leverages IoT-based smart meters, blockchain technology, and the Prophet time series forecasting model. The proposed system facilitates real-time power…

Cryptography and Security · Computer Science 2025-07-08 Ajesh Thangaraj Nadar , Soham Chandane , Gabriel Nixon Raj , Nihar Mahesh Pasi , Yash Arvind Patil

The power grid is rapidly transforming, and while recent grid innovations increased the utilization of advanced control methods, the next-generation grid demands technologies that enable the integration of distributed energy resources…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Shen Wang , Ahmad F. Taha , Jianhui Wang , Karla Kvaternik , Adam Hahn

With the booming of smart grid, The ubiquitously deployed smart meters constitutes an energy internet of things. This paper develops a novel blockchain-based transactive energy management system for IoT-aided smart homes. We consider a…

Systems and Control · Electrical Eng. & Systems 2021-03-11 Qing Yang , Hao Wang

In this paper, we present the use of Model Predictive Control (MPC) based on Reinforcement Learning (RL) to find the optimal policy for a multi-agent battery storage system. A time-varying prediction of the power price and production-demand…

Systems and Control · Electrical Eng. & Systems 2021-06-08 A. Bahari Kordabad , W. Cai , S. Gros

The current electricity networks were not initially designed for the high integration of variable generation technologies. They suffer significant losses due to the combustion of fossil fuels, the long-distance transmission, and…

Multiagent Systems · Computer Science 2022-01-14 Guilherme Vieira , Jie Zhang