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This paper introduces a deep reinforcement learning (RL) framework for optimizing the operations of power plants pairing renewable energy with storage. The objective is to maximize revenue from energy markets while minimizing storage…

Machine Learning · Computer Science 2023-06-16 Lucien Werner , Peeyush Kumar

Deep Reinforcement Learning (RL) has shown great success in learning complex control policies for a variety of applications in robotics. However, in most such cases, the hardware of the robot has been considered immutable, modeled as part…

Robotics · Computer Science 2020-11-10 Tianjian Chen , Zhanpeng He , Matei Ciocarlie

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

Reinforcement learning (RL) struggles to scale to large, combinatorial action spaces common in many real-world problems. This paper introduces a novel framework for training discrete diffusion models as highly effective policies in these…

Machine Learning · Computer Science 2026-05-21 Haitong Ma , Ofir Nabati , Aviv Rosenberg , Bo Dai , Oran Lang , Craig Boutilier , Na Li , Shie Mannor , Lior Shani , Guy Tenneholtz

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 algorithms that learn policies by trial-and-error must learn from limited amounts of data collected by actively interacting with the environment. While many prior works have shown that proper regularization…

Machine Learning · Computer Science 2023-04-21 Qiyang Li , Aviral Kumar , Ilya Kostrikov , Sergey Levine

While researchers in the asset management industry have mostly focused on techniques based on financial and risk planning techniques like Markowitz efficient frontier, minimum variance, maximum diversification or equal risk parity, in…

Machine Learning · Computer Science 2020-10-20 Eric Benhamou , David Saltiel , Sandrine Ungari , Abhishek Mukhopadhyay

The focus of this work is to enumerate the various approaches and algorithms that center around application of reinforcement learning in robotic ma- ]]nipulation tasks. Earlier methods utilized specialized policy representations and human…

Robotics · Computer Science 2017-02-01 Smruti Amarjyoti

Emerging data-driven approaches, such as deep reinforcement learning (DRL), aim at on-the-field learning of powertrain control policies that optimize fuel economy and other performance metrics. Indeed, they have shown great potential in…

Systems and Control · Electrical Eng. & Systems 2024-04-30 Lindsey Kerbel , Beshah Ayalew , Andrej Ivanco

This paper proposes a fully dynamic Deep Reinforcement Learning (DRL) method for rebalancing dockless bike-sharing systems, overcoming the limitations of periodic, system-wide interventions. We model the service through a graph-based…

Systems and Control · Electrical Eng. & Systems 2026-05-15 Edoardo Scarpel , Alberto Pettena , Matteo Cederle , Federico Chiariotti , Marco Fabris , Gian Antonio Susto

Since deep neural networks' resurgence, reinforcement learning has gradually strengthened and surpassed humans in many conventional games. However, it is not easy to copy these accomplishments to autonomous driving because state spaces are…

Robotics · Computer Science 2023-02-14 B. Udugama

With the development of deep representation learning, the domain of reinforcement learning (RL) has become a powerful learning framework now capable of learning complex policies in high dimensional environments. This review summarises deep…

Machine Learning · Computer Science 2021-01-26 B Ravi Kiran , Ibrahim Sobh , Victor Talpaert , Patrick Mannion , Ahmad A. Al Sallab , Senthil Yogamani , Patrick Pérez

Reinforcement learning from expert demonstrations has long remained a challenging research problem, and existing state-of-the-art methods using behavioral cloning plus further RL training often suffer from poor generalization, low sample…

Machine Learning · Computer Science 2025-05-07 Borui Wang , Kathleen McKeown , Rex Ying

This article proposes a model-based deep reinforcement learning (DRL) method to design emergency control strategies for short-term voltage stability problems in power systems. Recent advances show promising results in model-free DRL-based…

Systems and Control · Electrical Eng. & Systems 2022-12-07 Ramij R. Hossain , Tianzhixi Yin , Yan Du , Renke Huang , Jie Tan , Wenhao Yu , Yuan Liu , Qiuhua Huang

The common purpose of applying reinforcement learning (RL) to asset management is the maximization of profit. The extrinsic reward function used to learn an optimal strategy typically does not take into account any other preferences or…

Machine Learning · Computer Science 2022-09-16 Charl Maree , Christian W. Omlin

Deep Reinforcement Learning approaches to Online Portfolio Selection have grown in popularity in recent years. The sensitive nature of training Reinforcement Learning agents implies a need for extensive efforts in market representation,…

Machine Learning · Computer Science 2024-01-17 Marc Velay , Bich-Liên Doan , Arpad Rimmel , Fabrice Popineau , Fabrice Daniel

Offline reinforcement learning (RL) extends the paradigm of classical RL algorithms to purely learning from static datasets, without interacting with the underlying environment during the learning process. A key challenge of offline RL is…

Machine Learning · Computer Science 2022-06-16 Shentao Yang , Yihao Feng , Shujian Zhang , Mingyuan Zhou

This research paper delves into the application of Deep Reinforcement Learning (DRL) in asset-class agnostic portfolio optimization, integrating industry-grade methodologies with quantitative finance. At the heart of this integration is our…

Artificial Intelligence · Computer Science 2024-03-14 Philip Ndikum , Serge Ndikum

Owe to the recent advancements in Artificial Intelligence especially deep learning, many data-driven decision support systems have been implemented to facilitate medical doctors in delivering personalized care. We focus on the deep…

Machine Learning · Computer Science 2019-07-24 Siqi Liu , Kee Yuan Ngiam , Mengling Feng

Deep Reinforcement Learning (DRL) has become an appealing solution to algorithmic trading such as high frequency trading of stocks and cyptocurrencies. However, DRL have been shown to be susceptible to adversarial attacks. It follows that…

Machine Learning · Computer Science 2020-10-24 Yaser Faghan , Nancirose Piazza , Vahid Behzadan , Ali Fathi