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相关论文: Reinforcement Learning for Fair Dynamic Pricing

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We develop a portfolio allocation framework that leverages deep learning techniques to address challenges arising from high-dimensional, non-stationary, and low-signal-to-noise market information. Our approach includes a dynamic embedding…

投资组合管理 · 定量金融 2025-01-31 Jinghai He , Cheng Hua , Chunyang Zhou , Zeyu Zheng

The increasing penetration of renewable generations, along with the deregulation and marketization of power industry, promotes the transformation of power market operation paradigms. The optimal bidding strategy and dispatching methodology…

机器学习 · 计算机科学 2023-05-15 Ziqing Zhu , Ze Hu , Ka Wing Chan , Siqi Bu , Bin Zhou , Shiwei Xia

With the increasing power of computers and the rapid development of self-learning methodologies such as machine learning and artificial intelligence, the problem of constructing an automatic Financial Trading Systems (FTFs) becomes an…

交易与市场微观结构 · 定量金融 2019-08-29 Haoqian Li , Thomas Lau

We introduce a deep reinforcement learning (DRL) approach for solving management problems including inventory management, dynamic pricing, and recommendation. This DRL approach has the potential to lead to a large management model based on…

人工智能 · 计算机科学 2024-03-04 Jinyang Jiang , Xiaotian Liu , Tao Ren , Qinghao Wang , Yi Zheng , Yufu Du , Yijie Peng , Cheng Zhang

Finding meaningful and accurate dense rewards is a fundamental task in the field of reinforcement learning (RL) that enables agents to explore environments more efficiently. In traditional RL settings, agents learn optimal policies through…

人工智能 · 计算机科学 2025-12-05 Shuyuan Zhang

Dynamic pricing is commonly used to regulate congestion in shared service systems. This paper is motivated by the fact that in the presence of users with varying price sensitivity (responsiveness), conventional monotonic pricing can lead to…

系统与控制 · 电气工程与系统科学 2026-03-24 Yingqing Chen , Anni Li , Christos G. Cassandras , Homayoun Hamedmoghadam , Fabian Wirth , Robert Shorten

Inverse reinforcement learning (IRL) infers a reward function from demonstrations, allowing for policy improvement and generalization. However, despite much recent interest in IRL, little work has been done to understand the minimum set of…

机器学习 · 计算机科学 2019-08-19 Daniel S. Brown , Scott Niekum

Reinforcement learning (RL) involves sequential decision making in uncertain environments. The aim of the decision-making agent is to maximize the benefit of acting in its environment over an extended period of time. Finding an optimal…

人工智能 · 计算机科学 2007-05-23 Istvan Szita , Balint Takacs , Andras Lorincz

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…

交易与市场微观结构 · 定量金融 2024-06-13 Sven Goluža , Tomislav Kovačević , Tessa Bauman , Zvonko Kostanjčar

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…

机器学习 · 计算机科学 2023-06-16 Lucien Werner , Peeyush Kumar

This paper presents a method for load balancing and dynamic pricing in electric vehicle (EV) charging networks, utilizing reinforcement learning (RL) to enhance network performance. The proposed framework integrates a pre-trained graph…

系统与控制 · 电气工程与系统科学 2025-03-11 Hesam Mosalli , Saba Sanami , Yu Yang , Hen-Geul Yeh , Amir G. Aghdam

In this paper, we address the issue of fairness in preference-based reinforcement learning (PbRL) in the presence of multiple objectives. The main objective is to design control policies that can optimize multiple objectives while treating…

机器学习 · 计算机科学 2023-09-04 Umer Siddique , Abhinav Sinha , Yongcan Cao

Assigning resources in business processes execution is a repetitive task that can be effectively automated. However, different automation methods may give varying results that may not be optimal. Proper resource allocation is crucial as it…

机器学习 · 计算机科学 2021-04-02 Kamil Żbikowski , Michał Ostapowicz , Piotr Gawrysiak

In recent years, unmanned aerial vehicle (UAV) related technology has expanded knowledge in the area, bringing to light new problems and challenges that require solutions. Furthermore, because the technology allows processes usually carried…

人工智能 · 计算机科学 2022-12-08 Cristian Millán-Arias , Ruben Contreras , Francisco Cruz , Bruno Fernandes

Network slicing is born as an emerging business to operators, by allowing them to sell the customized slices to various tenants at different prices. In order to provide better-performing and cost-efficient services, network slicing involves…

网络与互联网体系结构 · 计算机科学 2018-11-22 Rongpeng Li , Zhifeng Zhao , Qi Sun , Chi-Lin I , Chenyang Yang , Xianfu Chen , Minjian Zhao , Honggang Zhang

The problem of reinforcement learning is considered where the environment or the model undergoes a change. An algorithm is proposed that an agent can apply in such a problem to achieve the optimal long-time discounted reward. The algorithm…

系统与控制 · 电气工程与系统科学 2023-04-25 Wuxia Chen , Taposh Banerjee , Jemin George , Carl Busart

Optimal execution is a sequential decision-making problem for cost-saving in algorithmic trading. Studies have found that reinforcement learning (RL) can help decide the order-splitting sizes. However, a problem remains unsolved: how to…

交易与市场微观结构 · 定量金融 2022-07-25 Feiyang Pan , Tongzhe Zhang , Ling Luo , Jia He , Shuoling Liu

Fairness and robustness play vital roles in trustworthy machine learning. Observing safety-critical needs in various annotation-expensive vision applications, we introduce a novel learning framework, Fair Robust Active Learning (FRAL),…

机器学习 · 计算机科学 2022-11-18 Tsung-Han Wu , Hung-Ting Su , Shang-Tse Chen , Winston H. Hsu

The sequential nature of decision-making in financial asset trading aligns naturally with the reinforcement learning (RL) framework, making RL a common approach in this domain. However, the low signal-to-noise ratio in financial markets…

机器学习 · 计算机科学 2024-11-14 Sven Goluža , Tomislav Kovačević , Stjepan Begušić , Zvonko Kostanjčar

This research focuses on enhancing reinforcement learning (RL) algorithms by integrating penalty functions to guide agents in avoiding unwanted actions while optimizing rewards. The goal is to improve the learning process by ensuring that…

机器学习 · 计算机科学 2025-04-07 Sai Gana Sandeep Pula , Sathish A. P. Kumar , Sumit Jha , Arvind Ramanathan