Related papers: Financial Decision Making using Reinforcement Lear…
A reinforcement learning (RL) framework is introduced for the efficient synthesis of quantum circuits that generate specified target quantum states from a fixed initial state, addressing a central challenge in both the Noisy…
In this work, we study how to efficiently apply reinforcement learning (RL) for solving large-scale stochastic optimization problems by leveraging intervention models. The key of the proposed methodology is to better explore the solution…
We consider two data driven approaches, Reinforcement Learning (RL) and Deep Trajectory-based Stochastic Optimal Control (DTSOC) for hedging a European call option without and with transaction cost according to a quadratic hedging P&L…
Energy arbitrage is one of the most profitable sources of income for battery operators, generating revenues by buying and selling electricity at different prices. Forecasting these revenues is challenging due to the inherent uncertainty of…
Can machine learning help us make better decisions about a changing planet? In this paper, we illustrate and discuss the potential of a promising corner of machine learning known as _reinforcement learning_ (RL) to help tackle the most…
We study reinforcement learning for revenue management with delayed feedback, where a substantial fraction of value is determined by customer cancellations and modifications observed days after booking. We propose…
Reinforcement learning (RL) is a powerful framework for decision-making in uncertain environments, but it often requires large amounts of data to learn an optimal policy. We address this challenge by incorporating prior model knowledge to…
Many sequential decision-making problems that are currently automated, such as those in manufacturing or recommender systems, operate in an environment where there is either little uncertainty, or zero risk of catastrophe. As companies and…
Offline reinforcement learning (RL) tries to learn the near-optimal policy with recorded offline experience without online exploration. Current offline RL research includes: 1) generative modeling, i.e., approximating a policy using fixed…
Effective cross-functional coordination is essential for enhancing firm-wide profitability, particularly in the face of growing organizational complexity and scale. Recent advances in artificial intelligence, especially in reinforcement…
Reinforcement learning (RL) has shown promise in solving various combinatorial optimization problems. However, conventional RL faces challenges when dealing with complex, real-world constraints, especially when action space feasibility is…
Radiologists highly desire fully automated AI for radiology report generation (R2G), yet existing approaches fall short in clinical utility. Reinforcement learning (RL) holds potential to address these shortcomings, but its adoption in this…
We study continuous-time reinforcement learning (RL) for stochastic control in which system dynamics are governed by jump-diffusion processes. We formulate an entropy-regularized exploratory control problem with stochastic policies to…
Modular, distributed and multi-core architectures are currently considered a promising approach for scalability of quantum computing systems. The integration of multiple Quantum Processing Units necessitates classical and quantum-coherent…
Dynamic resource allocation in mobile wireless networks involves complex, time-varying optimization problems, motivating the adoption of deep reinforcement learning (DRL). However, most existing works rely on pre-trained policies,…
We study reinforcement learning (RL) problems in which agents observe the reward or transition realizations at their current state before deciding which action to take. Such observations are available in many applications, including…
We study the problem of learning optimal behavior from sub-optimal datasets for goal-conditioned offline reinforcement learning under sparse rewards, invertible actions and deterministic transitions. To mitigate the effects of…
Interest in reinforcement learning (RL) for large-scale systems, comprising extensive populations of intelligent agents interacting with heterogeneous environments, has surged significantly across diverse scientific domains in recent years.…
Climate change will cause an increase in the frequency and severity of flood events, prompting the need for cohesive adaptation policymaking. Designing effective adaptation policies, however, depends on managing the uncertainty of long-term…
Deep reinforcement learning (DRL) techniques have become increasingly used in various fields for decision-making processes. However, a challenge that often arises is the trade-off between both the computational efficiency of the…