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In many reinforcement learning applications, the underlying environment reward and transition functions are explicitly known differentiable functions. This enables us to use recent research which applies machine learning tools to stochastic…

Portfolio Management · Quantitative Finance 2022-04-08 Thibault Jaisson

How can a robot safely navigate around people with complex motion patterns? Deep Reinforcement Learning (DRL) in simulation holds some promise, but much prior work relies on simulators that fail to capture the nuances of real human motion.…

Robotics · Computer Science 2025-02-17 James R. Han , Hugues Thomas , Jian Zhang , Nicholas Rhinehart , Timothy D. Barfoot

This paper addresses a critical challenge in the high-speed passenger railway industry: designing effective dynamic pricing strategies in the context of competing and cooperating operators. To address this, a multi-agent reinforcement…

Probabilistic inference in high-dimensional state-space models is computationally challenging. For many spatiotemporal systems, however, prior knowledge about the dependency structure of state variables is available. We leverage this…

Machine Learning · Computer Science 2024-08-09 Fiona Lippert , Bart Kranstauber , E. Emiel van Loon , Patrick Forré

Dynamic hedging is the practice of periodically transacting financial instruments to offset the risk caused by an investment or a liability. Dynamic hedging optimization can be framed as a sequential decision problem; thus, Reinforcement…

Computational Finance · Quantitative Finance 2024-02-26 Andrei Neagu , Frédéric Godin , Clarence Simard , Leila Kosseim

We revisit the estimation bias in policy gradients for the discounted episodic Markov decision process (MDP) from Deep Reinforcement Learning (DRL) perspective. The objective is formulated theoretically as the expected returns discounted…

Machine Learning · Computer Science 2023-02-13 Haoxuan Pan , Deheng Ye , Xiaoming Duan , Qiang Fu , Wei Yang , Jianping He , Mingfei Sun

Collaborative edge computing uses edge nodes in different locations to execute tasks, necessitating dynamic task offloading decisions to maintain low latency and high reliability, especially under unpredictable node failures. Although deep…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-05-08 Hao Guo , Kaixiang Xv , Ziwu Ge , Lei Yang

While a powerful and promising approach, deep reinforcement learning (DRL) still suffers from sample inefficiency, which can be notably improved by resorting to more sophisticated techniques to address the exploration-exploitation dilemma.…

Machine Learning · Computer Science 2024-09-10 Jianshu Hu , Paul Weng , Yutong Ban

The paper investigates the problems of quickest change detection in Markov models and hidden Markov models (HMMs). Sequential observations are taken from a (hidden) Markov model. At some unknown time, an event occurs in the system and…

Signal Processing · Electrical Eng. & Systems 2023-11-09 Qi Zhang , Zhongchang Sun , Luis C. Herrera , Shaofeng Zou

This paper presents a distributed beamforming framework for a constellation of airborne platform stations (APSs) in a massive Multiple-Input and Multiple-Output (MIMO) non-terrestrial network (NTN) that targets the downlink sum-rate…

Signal Processing · Electrical Eng. & Systems 2026-01-01 Hesam Khoshkbari , Georges Kaddoum , Omid Abbasi , Bassant Selim , Halim Yanikomeroglu

Multi-uncertainties from power sources and loads have brought significant challenges to the stable demand supply of various resources at islands. To address these challenges, a comprehensive scheduling framework is proposed by introducing a…

Systems and Control · Electrical Eng. & Systems 2023-01-02 Yang Li , Fanjin Bu , Yuanzheng Li , Chao Long

Natural hazards such as hurricanes and floods damage power grid equipment, forcing operators to replan restoration repeatedly as new information becomes available. This paper develops a deep reinforcement learning (DRL) dispatcher that…

Systems and Control · Electrical Eng. & Systems 2026-01-16 Farshad Amani , Faezeh Ardali , Amin Kargarian

The recent breakthroughs of deep reinforcement learning (DRL) technique in Alpha Go and playing Atari have set a good example in handling large state and actions spaces of complicated control problems. The DRL technique is comprised of (i)…

Artificial Intelligence · Computer Science 2017-10-12 Hongjia Li , Tianshu Wei , Ao Ren , Qi Zhu , Yanzhi Wang

Accurate prediction of nonstationary multivariate time series remains a critical challenge in complex industrial systems such as iron ore sintering. In practice, pronounced concept drift compounded by significant label verification latency…

Machine Learning · Computer Science 2026-04-13 Yumeng Zhao , Shengxiang Yang , Xianpeng Wang

This paper presents the first deep reinforcement learning (DRL) framework to estimate the optimal Dynamic Treatment Regimes from observational medical data. This framework is more flexible and adaptive for high dimensional action and state…

Artificial Intelligence · Computer Science 2018-01-30 Ning Liu , Ying Liu , Brent Logan , Zhiyuan Xu , Jian Tang , Yanzhi Wang

Deep reinforcement learning (DRL) algorithms have proven effective in robot navigation, especially in unknown environments, by directly mapping perception inputs into robot control commands. However, most existing methods ignore the local…

Robotics · Computer Science 2023-07-06 Yu'an Chen , Ruosong Ye , Ziyang Tao , Hongjian Liu , Guangda Chen , Jie Peng , Jun Ma , Yu Zhang , Jianmin Ji , Yanyong Zhang

Development of autonomous cyber system defense strategies and action recommendations in the real-world is challenging, and includes characterizing system state uncertainties and attack-defense dynamics. We propose a data-driven deep…

Machine Learning · Computer Science 2023-02-06 Ashutosh Dutta , Samrat Chatterjee , Arnab Bhattacharya , Mahantesh Halappanavar

Deep reinforcement learning (DRL) may explore infeasible actions during training and execution. Existing approaches assume a symbol grounding function that maps high-dimensional states to consistent symbolic representations and a manually…

Artificial Intelligence · Computer Science 2026-02-12 Shuai Han , Mehdi Dastani , Shihan Wang

There is much interest in the Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM) as a natural Bayesian nonparametric extension of the traditional HMM. However, in many settings the HDP-HMM's strict Markovian constraints are…

Machine Learning · Computer Science 2012-03-19 Matthew J. Johnson , Alan Willsky

Deep reinforcement learning (DRL) has reached super human levels in complex tasks like game solving (Go and autonomous driving). However, it remains an open question whether DRL can reach human level in applications to financial problems…

Portfolio Management · Quantitative Finance 2020-11-10 Eric Benhamou , David Saltiel , Jean-Jacques Ohana , Jamal Atif
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