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Deep Reinforcement Learning (DRL) techniques have received significant attention in control and decision-making algorithms. Most applications involve complex decision-making systems, justified by the algorithms' computational power and…

Systems and Control · Electrical Eng. & Systems 2024-02-28 Fatemeh Tavakkoli , Pouria Sarhadi , Benoit Clement , Wasif Naeem

Recent deep reinforcement learning (DRL) successes rely on end-to-end learning from fixed-size observational inputs (e.g. image, state-variables). However, many challenging and interesting problems in decision making involve observations or…

Machine Learning · Computer Science 2022-06-08 Vince Jankovics , Michael Garcia Ortiz , Eduardo Alonso

Deep reinforcement learning (DRL) is a well-suited approach to financial decision-making, where an agent makes decisions based on its trading strategy developed from market observations. Existing DRL intraday trading strategies mainly use…

Trading and Market Microstructure · Quantitative Finance 2024-06-13 Sven Goluža , Tomislav Kovačević , Tessa Bauman , Zvonko Kostanjčar

Many challenging real-world problems require the deployment of ensembles multiple complementary learning models to reach acceptable performance levels. While effective, applying the entire ensemble to every sample is costly and often…

Cryptography and Security · Computer Science 2022-09-20 Orel Lavie , Asaf Shabtai , Gilad Katz

This paper presents a framework to tackle combinatorial optimization problems using neural networks and reinforcement learning. We focus on the traveling salesman problem (TSP) and train a recurrent network that, given a set of city…

Artificial Intelligence · Computer Science 2017-01-16 Irwan Bello , Hieu Pham , Quoc V. Le , Mohammad Norouzi , Samy Bengio

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…

Trading and Market Microstructure · Quantitative Finance 2025-11-04 Andrea Macrì , Sebastian Jaimungal , Fabrizio Lillo

Reinforcement learning (RL) has been recognized as a powerful tool for robot control tasks. RL typically employs reward functions to define task objectives and guide agent learning. However, since the reward function serves the dual purpose…

Machine Learning · Computer Science 2025-12-10 Zhao Yu , Xiuping Wu , Liangjun Ke

Traditional economic models often rely on fixed assumptions about market dynamics, limiting their ability to capture the complexities and stochastic nature of real-world scenarios. However, reality is more complex and includes noise, making…

In contrast to the human ability to continuously acquire knowledge, agents struggle with the stability-plasticity dilemma in deep reinforcement learning (DRL), which refers to the trade-off between retaining existing skills (stability) and…

Artificial Intelligence · Computer Science 2025-04-14 Jiahua Lan , Sen Zhang , Haixia Pan , Ruijun Liu , Li Shen , Dacheng Tao

High Power Laser's (HPL) optimal performance is essential for the success of a wide variety of experimental tasks related to light-matter interactions. Traditionally, HPL parameters are optimised in an automated fashion relying on black-box…

The endeavor of artificial intelligence (AI) is to design autonomous agents capable of achieving complex tasks. Namely, reinforcement learning (RL) proposes a theoretical background to learn optimal behaviors. In practice, RL algorithms…

Machine Learning · Computer Science 2022-09-27 Firas Jarboui , Ahmed Akakzia

This work presents solutions to the Traveling Salesperson Problem with precedence constraints (TSPPC) using Deep Reinforcement Learning (DRL) by adapting recent approaches that work well for regular TSPs. Common to these approaches is the…

Machine Learning · Computer Science 2022-09-20 Christian Löwens , Inaam Ashraf , Alexander Gembus , Genesis Cuizon , Jonas K. Falkner , Lars Schmidt-Thieme

Dynamic Algorithm Configuration (DAC) studies the efficient identification of control policies for parameterized optimization algorithms. Numerous studies leverage Reinforcement Learning (RL) to address DAC challenges; however, applying RL…

Machine Learning · Computer Science 2026-04-03 Tai Nguyen , Phong Le , André Biedenkapp , Carola Doerr , Nguyen Dang

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

Deep reinforcement learning (DRL) frameworks are increasingly used to solve high-dimensional continuous control tasks in robotics. However, due to the lack of sample efficiency, applying DRL for online learning is still practically…

Robotics · Computer Science 2024-04-30 Yu Tang Liu , Aamir Ahmad

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

Deep reinforcement learning (DRL) has achieved groundbreaking successes in a wide variety of robotic applications. A natural consequence is the adoption of this paradigm for safety-critical tasks, where human safety and expensive hardware…

Robotics · Computer Science 2022-06-22 Davide Corsi , Raz Yerushalmi , Guy Amir , Alessandro Farinelli , David Harel , Guy Katz

Deep Reinforcement Learning (DRL) has shown its promising capabilities to learn optimal policies directly from trial and error. However, learning can be hindered if the goal of the learning, defined by the reward function, is "not optimal".…

Artificial Intelligence · Computer Science 2019-10-09 Yizheng Zhang , Andre Rosendo

An important variant of the classic Traveling Salesman Problem (TSP) is the Dynamic TSP, in which a system with dynamic constraints is tasked with visiting a set of n target locations (in any order) in the shortest amount of time. Such…

Robotics · Computer Science 2023-02-02 Aviv Adler , Oren Gal , Sertac Karaman

Reinforcement learning (RL) has been successfully applied to solve the problem of finding obstacle-free paths for autonomous agents operating in stochastic and uncertain environments. However, when the underlying stochastic dynamics of the…

Machine Learning · Computer Science 2024-10-29 Sheryl Paul , Jyotirmoy V. Deshmukh
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