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Deep reinforcement learning has recently emerged as a promising feedback control strategy for complex dynamical systems governed by partial differential equations (PDEs). When dealing with distributed, high-dimensional problems in state and…

Machine Learning · Computer Science 2025-09-23 Nicolò Botteghi , Matteo Tomasetto , Urban Fasel , Francesco Braghin , Andrea Manzoni

Robust reinforcement learning (RRL) aims at seeking a robust policy to optimize the worst case performance over an uncertainty set of Markov decision processes (MDPs). This set contains some perturbed MDPs from a nominal MDP (N-MDP) that…

Machine Learning · Computer Science 2023-11-21 Ukjo Hwang , Songnam Hong

Energy storage promotes the integration of renewables by operating with charge and discharge policies that balance an intermittent power supply. A key challenge in this emerging sector is how to optimize the operation of storage assets…

The study of Day-Ahead prices in the electricity market is one of the most popular problems in time series forecasting. Previous research has focused on employing increasingly complex learning algorithms to capture the sophisticated…

Applications · Statistics 2024-04-29 Carlos Sebastián , Carlos E. González-Guillén , Jesús Juan

This study develops and evaluates a deep reinforcement learning framework for dynamic portfolio allocation across global equity markets. The Soft Actor-Critic algorithm is used to learn continuous portfolio weights within a Markov Decision…

Portfolio Management · Quantitative Finance 2026-05-19 Kamil Kashif , Robert Ślepaczuk

We propose using regularization for Multi-Agent Reinforcement Learning rather than learning explicit cooperative structures called {\em Multi-Agent Regularized Q-learning} (MARQ). Many MARL approaches leverage centralized structures in…

Machine Learning · Computer Science 2021-09-21 Chapman Siu , Jason Traish , Richard Yi Da Xu

Multi-agent deep reinforcement learning (DRL) has emerged as a promising approach for radio resource allocation (RRA) in cellular vehicle-to-everything (C-V2X) networks. However, the multifaceted challenges inherent to multi-agent…

Multiagent Systems · Computer Science 2026-03-10 Siyuan Wang , Lei Lei , Pranav Maheshwari , Sam Bellefeuille , Kan Zheng , Dusit Niyato

We study city-scale control of electric-vehicle (EV) ride-hailing fleets where dispatch, repositioning, and charging decisions must respect charger and feeder limits under uncertain, spatially correlated demand and travel times. We…

Artificial Intelligence · Computer Science 2026-04-29 An Nguyen , Hoang Nguyen , Phuong Le , Hung Pham , Cuong Do , Laurent El Ghaoui

Multi-task multi-agent reinforcement learning (MT-MARL) has recently gained attention for its potential to enhance MARL's adaptability across multiple tasks. However, it is challenging for existing multi-task learning methods to handle…

Robotics · Computer Science 2025-07-10 Guobin Zhu , Rui Zhou , Wenkang Ji , Hongyin Zhang , Donglin Wang , Shiyu Zhao

Large language models (LLMs) have achieved impressive results in natural language understanding, yet their reasoning capabilities remain limited when operating as single agents. Multi-Agent Debate (MAD) has been proposed to address this…

Computation and Language · Computer Science 2026-03-25 Xiao Wang , Jia Wang , Yijie Wang , Pengtao Dang , Sha Cao , Chi Zhang

This work presents a Hierarchical Multi-Agent Reinforcement Learning framework for analyzing simulated air combat scenarios involving heterogeneous agents. The objective is to identify effective Courses of Action that lead to mission…

Artificial Intelligence · Computer Science 2025-05-15 Ardian Selmonaj , Oleg Szehr , Giacomo Del Rio , Alessandro Antonucci , Adrian Schneider , Michael Rüegsegger

With the growing prevalence of electric vehicles (EVs) and advancements in EV electronics, vehicle-to-grid (V2G) techniques and large-scale scheduling strategies have emerged to promote renewable energy utilization and power grid stability.…

Systems and Control · Electrical Eng. & Systems 2023-08-02 Yubao Zhang , Xin Chen , Yi Gu , Zhicheng Li , Wu Kai

The increasing integration of renewable energy sources (RESs) is transforming traditional power grid networks, which require new approaches for managing decentralized energy production and consumption. Microgrids (MGs) provide a promising…

Machine Learning · Computer Science 2025-11-19 Davide Salaorni , Federico Bianchi , Francesco Trovò , Marcello Restelli

This work proposes an uncertainty-informed bid adjustment framework for integrating variable renewable energy sources (VRES) into electricity markets. This framework adopts a bilevel model to compute the optimal VRES day-ahead bids. It aims…

Systems and Control · Electrical Eng. & Systems 2023-12-08 Dongwei Zhao , Vladimir Dvorkin , Stefanos Delikaraoglou , Alberto J. Lamadrid L. , Audun Botterud

Prosumer operators are dealing with extensive challenges to participate in short-term electricity markets while taking uncertainties into account. Challenges such as variation in demand, solar energy, wind power, and electricity prices as…

Machine Learning · Computer Science 2022-03-14 Saeed Mohammadi , Mohammad Reza Hesamzadeh

The growing integration of renewable energy sources necessitates adequate reserve capacity to maintain power balance. However, in market clearing, power companies with flexible resources may submit strategic bids to maximize profits,…

Systems and Control · Electrical Eng. & Systems 2025-06-26 Yun Xu , Yunxiao Bai , Yunyong Zhang , Peng Wang , Xuelin Wang , Jiqun Guo , Kaijun Xie , Rusheng Zhao

Most of the current game-theoretic demand-side management methods focus primarily on the scheduling of home appliances, and the related numerical experiments are analyzed under various scenarios to achieve the corresponding Nash-equilibrium…

Computers and Society · Computer Science 2019-02-26 Jun Hao

Optimal order execution is widely studied by industry practitioners and academic researchers because it determines the profitability of investment decisions and high-level trading strategies, particularly those involving large volumes of…

Trading and Market Microstructure · Quantitative Finance 2020-09-15 Michaël Karpe , Jin Fang , Zhongyao Ma , Chen Wang

In this paper, we propose a navigation algorithm oriented to multi-agent environment. This algorithm is expressed as a hierarchical framework that contains a Hidden Markov Model (HMM) and a Deep Reinforcement Learning (DRL) structure. For…

Robotics · Computer Science 2018-07-18 Wenhao Ding , Shuaijun Li , Huihuan Qian

This work leverages adaptive social learning to estimate partially observable global states in multi-agent reinforcement learning (MARL) problems. Unlike existing methods, the proposed approach enables the concurrent operation of social…

Multiagent Systems · Computer Science 2025-08-11 Ainur Zhaikhan , Malek Khammassi , Ali H. Sayed
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