相关论文: Deep reinforcement learning for time series: playi…

Though robustness of networks to random attacks has been widely studied, intentional destruction by an intelligent agent is not tractable with previous methods. Here we devise a single-player game on a lattice that mimics the logic of an…

Reinforcement learning methods typically use Deep Neural Networks to approximate the value functions and policies underlying a Markov Decision Process. Unfortunately, DNN-based RL suffers from a lack of explainability of the resulting…

Reinforcement learning is a model-free optimal control method that optimizes a control policy through direct interaction with the environment. For reaching tasks that end in regulation, popular discrete-action methods are not well suited…

Reinforcement learning can interact with the environment and is suitable for applications in decision control systems. Therefore, we used the reinforcement learning method to establish a foreign exchange transaction, avoiding the…

Reinforcement learning is a powerful approach for training an optimal policy to solve complex problems in a given system. This project aims to demonstrate the application of reinforcement learning in stochastic process environments with…

Within the context of video games the notion of perfectly rational agents can be undesirable as it leads to uninteresting situations, where humans face tough adversarial decision makers. Current frameworks for stochastic games and…

In this paper, we explore the use of multi-agent deep learning as well as learning to cooperate principles to meet stringent service level agreements, in terms of throughput and end-to-end delay, for a set of classified network flows. We…

This study enhances a Deep Q-Network (DQN) trading model by incorporating advanced techniques like Prioritized Experience Replay, Regularized Q-Learning, Noisy Networks, Dueling, and Double DQN. Extensive tests on assets like BTC/USD and…

Q-learning with neural network function approximation (neural Q-learning for short) is among the most prevalent deep reinforcement learning algorithms. Despite its empirical success, the non-asymptotic convergence rate of neural Q-learning…

Deep reinforcement learning algorithms often use two networks for value function optimization: an online network, and a target network that tracks the online network with some delay. Using two separate networks enables the agent to hedge…

Reinforcement Learning (RL) is an area of machine learning figuring out how agents take actions in an unknown environment to maximize its rewards. Unlike classical Markov Decision Process (MDP) in which agent has full knowledge of its…

Stock portfolio optimization is the process of constant re-distribution of money to a pool of various stocks. In this paper, we will formulate the problem such that we can apply Reinforcement Learning for the task properly. To maintain a…

Multi-agent reinforcement learning (MARL) has become a significant research topic due to its ability to facilitate learning in complex environments. In multi-agent tasks, the state-action value, commonly referred to as the Q-value, can vary…

We present the first massively distributed architecture for deep reinforcement learning. This architecture uses four main components: parallel actors that generate new behaviour; parallel learners that are trained from stored experience; a…

Green Security Games with real-time information (GSG-I) add the real-time information about the agents' movement to the typical GSG formulation. Prior works on GSG-I have used deep reinforcement learning (DRL) to learn the best policy for…

Quantum machine learning has the potential for a transformative impact across industry sectors and in particular in finance. In our work we look at the problem of hedging where deep reinforcement learning offers a powerful framework for…

Reinforcement learning has been successful both empirically and theoretically in single-agent settings, but extending these results to multi-agent reinforcement learning in general-sum Markov games remains challenging. This paper studies…

Reinforcement learning (RL) is a subfield of machine learning that has been used in many fields, such as robotics, gaming, and autonomous systems. There has been growing interest in using RL for quantitative trading, where the goal is to…

We study multi-agent reinforcement learning (MARL) in infinite-horizon discounted zero-sum Markov games. We focus on the practical but challenging setting of decentralized MARL, where agents make decisions without coordination by a…

In this thesis, we develop a comprehensive account of the expressive power, modelling efficiency, and performance advantages of so-called trading agents (i.e., Deep Soft Recurrent Q-Network (DSRQN) and Mixture of Score Machines (MSM)),…