Related papers: Natural-gas storage modelling by deep reinforcemen…

Model-free deep reinforcement learning (RL) algorithms have been demonstrated on a range of challenging decision making and control tasks. However, these methods typically suffer from two major challenges: very high sample complexity and…

Optimally scheduling multi-energy flow is an effective method to utilize renewable energy sources (RES) and improve the stability and economy of integrated energy systems (IES). However, the stable demand-supply of IES faces challenges from…

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…

Agricultural products are often subject to seasonal fluctuations in production and demand. Predicting and managing inventory levels in response to these variations can be challenging, leading to either excess inventory or stockouts.…

This paper considers the problem of real-time control and learning in dynamic systems subjected to parametric uncertainties. We propose a combination of a Reinforcement Learning (RL) based policy in the outer loop suitably chosen to ensure…

In the trial-and-error mechanism of reinforcement learning (RL), a notorious contradiction arises when we expect to learn a safe policy: how to learn a safe policy without enough data and prior model about the dangerous region? Existing…

Standard supervised training for deepfake detection treats all samples with uniform importance, which can be suboptimal for learning robust and generalizable features. In this work, we propose a novel Tutor-Student Reinforcement Learning…

We analyze a fixed-point algorithm for reinforcement learning (RL) of optimal portfolio mean-variance preferences in the setting of multivariate generalized autoregressive conditional-heteroskedasticity (MGARCH) with a small penalty on…

This paper implements deep reinforcement learning (DRL) with a safety filter for spacecraft reorientation control with a single pointing keep-out zone. A new state space representation is designed which includes a compact representation of…

Modern deep reinforcement learning (DRL) methods have made significant advances in handling continuous action spaces. However, real-world control systems, especially those requiring precise and reliable performance, often demand…

While most current research in Reinforcement Learning (RL) focuses on improving the performance of the algorithms in controlled environments, the use of RL under constraints like those met in the video game industry is rarely studied.…

We present a new approach to formulating and solving heterogeneous agent models with aggregate risk. We replace the cross-sectional distribution with low-dimensional prices as state variables and let agents learn equilibrium price dynamics…

Natural gas demand is a crucial factor for predicting natural gas prices and thus has a direct influence on the power system. However, existing methods face challenges in assessing the impact of shocks, such as the outbreak of the…

Advances in Reinforcement Learning (RL) span a wide variety of applications which motivate development in this area. While application tasks serve as suitable benchmarks for real world problems, RL is seldomly used in practical scenarios…

Safe exploration remains a fundamental challenge in reinforcement learning (RL), limiting the deployment of RL agents in the real world. We propose Sampling-Based Safe Reinforcement Learning (SBSRL), a model-based RL algorithm that…

Operational constraint violations may occur when deep reinforcement learning (DRL) agents interact with real-world active distribution systems to learn their optimal policies during training. This letter presents a universal…

Reinforcement Learning (RL) applied to financial problems has been the subject of a lively area of research. The use of RL for optimal trading strategies that exploit latent information in the market is, to the best of our knowledge, not…

A deep reinforcement learning (DRL) agent observes its states through observations, which may contain natural measurement errors or adversarial noises. Since the observations deviate from the true states, they can mislead the agent into…

Smart contract-based automation of financial derivatives offers substantial efficiency gains, but its real-world adoption is constrained by the complexity of translating financial specifications into gas-efficient executable code. In…

Deep reinforcement learning (DRL) has been successfully used to solve various robotic manipulation tasks. However, most of the existing works do not address the issue of control stability. This is in sharp contrast to the control theory…