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This scientific research paper presents an innovative approach based on deep reinforcement learning (DRL) to solve the algorithmic trading problem of determining the optimal trading position at any point in time during a trading activity in…

交易与市场微观结构 · 定量金融 2022-06-06 Thibaut Théate , Damien Ernst

We present a novel definition of the reinforcement learning state, actions and reward function that allows a deep Q-network (DQN) to learn to control an optimization hyperparameter. Using Q-learning with experience replay, we train two DQNs…

最优化与控制 · 数学 2016-06-21 Samantha Hansen

A deep learning approach to reinforcement learning led to a general learner able to train on visual input to play a variety of arcade games at the human and superhuman levels. Its creators at the Google DeepMind's team called the approach:…

机器学习 · 计算机科学 2015-12-08 Ivan Sorokin , Alexey Seleznev , Mikhail Pavlov , Aleksandr Fedorov , Anastasiia Ignateva

We utilize hybrid quantum deep reinforcement learning to learn navigation tasks for a simple, wheeled robot in simulated environments of increasing complexity. For this, we train parameterized quantum circuits (PQCs) with two different…

机器人学 · 计算机科学 2024-06-25 Hans Hohenfeld , Dirk Heimann , Felix Wiebe , Frank Kirchner

In deep reinforcement learning (RL), adversarial attacks can trick an agent into unwanted states and disrupt training. We propose a system called Robust Student-DQN (RS-DQN), which permits online robustness training alongside Q networks,…

机器学习 · 计算机科学 2019-11-25 Marc Fischer , Matthew Mirman , Steven Stalder , Martin Vechev

Deep Q-Networks (DQN) is one of the most well-known methods of deep reinforcement learning, which uses deep learning to approximate the action-value function. Solving numerous Deep reinforcement learning challenges such as moving targets…

机器学习 · 计算机科学 2020-08-18 S. Amirreza Badran , Mansoor Rezghi

Over the past decade, remarkable progress has been made in adopting deep neural networks to enhance the performance of conventional reinforcement learning. A notable milestone was the development of Deep Q-Networks (DQN), which achieved…

系统与控制 · 电气工程与系统科学 2025-07-14 Klinsmann Agyei , Pouria Sarhadi , Daniel Polani

The widespread use of knowledge graphs in various fields has brought about a challenge in effectively integrating and updating information within them. When it comes to incorporating contexts, conventional methods often rely on rules or…

人工智能 · 计算机科学 2024-04-22 Ngoc Quach , Qi Wang , Zijun Gao , Qifeng Sun , Bo Guan , Lillian Floyd

Deep Q-Network (DQN) based multi-agent systems (MAS) for reinforcement learning (RL) use various schemes where in the agents have to learn and communicate. The learning is however specific to each agent and communication may be…

机器学习 · 计算机科学 2020-08-11 Abdul Mueed Hafiz , Ghulam Mohiuddin Bhat

Despite recent advances in improving the sample-efficiency of reinforcement learning (RL) algorithms, designing an RL algorithm that can be practically deployed in real-world environments remains a challenge. In this paper, we present…

机器人学 · 计算机科学 2024-07-11 Younggyo Seo , Jafar Uruç , Stephen James

Discrete-action algorithms have been central to numerous recent successes of deep reinforcement learning. However, applying these algorithms to high-dimensional action tasks requires tackling the combinatorial increase of the number of…

机器学习 · 计算机科学 2019-01-28 Arash Tavakoli , Fabio Pardo , Petar Kormushev

Among the many variants of RL, an important class of problems is where the state and action spaces are continuous -- autonomous robots, autonomous vehicles, optimal control are all examples of such problems that can lend themselves…

人工智能 · 计算机科学 2024-10-16 Rajesh Mangannavar , Gopalakrishnan Srinivasaraghavan

Spectrum sharing among users is a fundamental problem in the management of any wireless network. In this paper, we discuss the problem of distributed spectrum collaboration without central management under general unknown channels. Since…

信号处理 · 电气工程与系统科学 2021-04-07 Pranav M. Pawar , Amir Leshem

Deep reinforcement learning (DRL) has been shown to be successful in many application domains. Combining recurrent neural networks (RNNs) and DRL further enables DRL to be applicable in non-Markovian environments by capturing temporal…

机器学习 · 计算机科学 2020-10-13 Hao-Hsuan Chang , Lingjia Liu , Yang Yi

In this paper, we propose a principled deep reinforcement learning (RL) approach that is able to accelerate the convergence rate of general deep neural networks (DNNs). With our approach, a deep RL agent (synonym for optimizer in this work)…

机器学习 · 计算机科学 2017-07-14 Jie Fu

In many real world applications, reinforcement learning agents have to optimize multiple objectives while following certain rules or satisfying a list of constraints. Classical methods based on reward shaping, i.e. a weighted combination of…

机器学习 · 计算机科学 2020-09-15 Gabriel Kalweit , Maria Huegle , Moritz Werling , Joschka Boedecker

Deep Q-Network (DQN) marked a major milestone for reinforcement learning, demonstrating for the first time that human-level control policies could be learned directly from raw visual inputs via reward maximization. Even years after its…

机器学习 · 计算机科学 2021-11-03 Brett Daley , Christopher Amato

In this paper, dynamic non-cooperative coexistence between a cognitive pulsed radar and a nearby communications system is addressed by applying nonlinear value function approximation via deep reinforcement learning (Deep RL) to develop a…

信号处理 · 电气工程与系统科学 2020-08-28 Charles E. Thornton , Mark A. Kozy , R. Michael Buehrer , Anthony F. Martone , Kelly D. Sherbondy

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)…

人工智能 · 计算机科学 2017-10-12 Hongjia Li , Tianshu Wei , Ao Ren , Qi Zhu , Yanzhi Wang

This study addresses the challenge of optimal power allocation in stochastic wireless networks by employing a Deep Reinforcement Learning (DRL) framework. Specifically, we design a Deep Q-Network (DQN) agent capable of learning adaptive…

网络与互联网体系结构 · 计算机科学 2026-01-09 Marie Diane Iradukunda , Chabi F. Elégbédé , Yaé Ulrich Gaba