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The optimal asset allocation between risky and risk-free assets is a persistent challenge due to the inherent volatility in financial markets. Conventional methods rely on strict distributional assumptions or non-additive reward ratios,…

投资组合管理 · 定量金融 2026-01-06 Rongwei Liu , Jin Zheng , John Cartlidge

Wireless networks used for Internet of Things (IoT) are expected to largely involve cloud-based computing and processing. Softwarised and centralised signal processing and network switching in the cloud enables flexible network control and…

人工智能 · 计算机科学 2020-10-13 Beiran Chen , Yi Zhang , George Iosifidis , Mingming Liu

Reinforcement Learning (RL) has gained substantial attention across diverse application domains and theoretical investigations. Existing literature on RL theory largely focuses on risk-neutral settings where the decision-maker learns to…

机器学习 · 计算机科学 2024-12-24 Zhengqi Wu , Renyuan Xu

The emerging cryptocurrency market has lately received great attention for asset allocation due to its decentralization uniqueness. However, its volatility and brand new trading mode have made it challenging to devising an acceptable…

机器学习 · 计算机科学 2021-10-19 Fengrui Liu , Yang Li , Baitong Li , Jiaxin Li , Huiyang Xie

State of the art methods for target tracking with sensor management (or controlled sensing) are model-based and are obtained through solutions to Partially Observable Markov Decision Process (POMDP) formulations. In this paper a…

信号处理 · 电气工程与系统科学 2024-07-22 Adarsh M. Subramaniam , Argyrios Gerogiannis , James Z. Hare , Venugopal V. Veeravalli

Constrained decision-making is essential for designing safe policies in real-world control systems, yet simulated environments often fail to capture real-world adversities. We consider the problem of learning a policy that will maximize the…

机器学习 · 计算机科学 2026-02-10 Sourav Ganguly , Kishan Panaganti , Arnob Ghosh , Adam Wierman

Resource allocation plays a critical role in minimizing cycle time and improving the efficiency of business processes. Recently, Deep Reinforcement Learning (DRL) has emerged as a powerful technique to optimize resource allocation policies…

机器学习 · 计算机科学 2025-09-03 Jeroen Middelhuis , Zaharah Bukhsh , Ivo Adan , Remco Dijkman

A tenet of reinforcement learning is that the agent always observes rewards. However, this is not true in many realistic settings, e.g., a human observer may not always be available to provide rewards, sensors may be limited or…

机器学习 · 计算机科学 2026-03-24 Alireza Kazemipour , Simone Parisi , Matthew E. Taylor , Michael Bowling

We study the reinforcement learning (RL) problem in a constrained Markov decision process (CMDP), where an agent explores the environment to maximize the expected cumulative reward while satisfying a single constraint on the expected total…

Non-stationary domains, where unforeseen changes happen, present a challenge for agents to find an optimal policy for a sequential decision making problem. This work investigates a solution to this problem that combines Markov Decision…

人工智能 · 计算机科学 2017-05-04 Leonardo A. Ferreira , Reinaldo A. C. Bianchi , Paulo E. Santos , Ramon Lopez de Mantaras

Reinforcement learning (RL) is one of the most important branches of AI. Due to its capacity for self-adaption and decision-making in dynamic environments, reinforcement learning has been widely applied in multiple areas, such as…

机器学习 · 计算机科学 2023-01-03 Yunjiao Lei , Dayong Ye , Sheng Shen , Yulei Sui , Tianqing Zhu , Wanlei Zhou

In this paper, we consider reinforcement learning of Markov Decision Processes (MDP) with peak constraints, where an agent chooses a policy to optimize an objective and at the same time satisfy additional constraints. The agent has to take…

最优化与控制 · 数学 2019-12-09 Ather Gattami

This paper addresses the problem of learning control policies for mobile robots, modeled as unknown Markov Decision Processes (MDPs), that are tasked with temporal logic missions, such as sequencing, coverage, or surveillance. The MDP…

机器人学 · 计算机科学 2022-07-13 Yiannis Kantaros

Efficient data transfers over high-speed, long-distance shared networks require proper utilization of available network bandwidth. Using parallel TCP streams enables an application to utilize network parallelism and can improve transfer…

网络与互联网体系结构 · 计算机科学 2022-12-02 Hasibul Jamil , Elvis Rodrigues , Jacob Goldverg , Tevfik Kosar

Offline reinforcement-learning (RL) algorithms learn to make decisions using a given, fixed training dataset without online data collection. This problem setting is captivating because it holds the promise of utilizing previously collected…

机器学习 · 计算机科学 2022-12-07 Dan Elbaz , Gal Novik , Oren Salzman

We consider the Markov Decision Process (MDP) of selecting a subset of items at each step, termed the Select-MDP (S-MDP). The large state and action spaces of S-MDPs make them intractable to solve with typical reinforcement learning (RL)…

机器学习 · 计算机科学 2019-09-10 Hyungseok Song , Hyeryung Jang , Hai H. Tran , Se-eun Yoon , Kyunghwan Son , Donggyu Yun , Hyoju Chung , Yung Yi

One key challenge for multi-task Reinforcement learning (RL) in practice is the absence of task indicators. Robust RL has been applied to deal with task ambiguity, but may result in over-conservative policies. To balance the worst-case…

机器学习 · 计算机科学 2022-10-25 Mengdi Xu , Peide Huang , Yaru Niu , Visak Kumar , Jielin Qiu , Chao Fang , Kuan-Hui Lee , Xuewei Qi , Henry Lam , Bo Li , Ding Zhao

Multi-Agent Deep Reinforcement Learning (MDRL) is a promising research area in which agents learn complex behaviors in cooperative or competitive environments. However, MDRL comes with several challenges that hinder its usability, including…

机器学习 · 计算机科学 2025-01-22 Ahmed Alagha , Jamal Bentahar , Hadi Otrok , Shakti Singh , Rabeb Mizouni

Network slicing (NS) is a promising technology that supports diverse requirements for next-generation low-latency wireless communication networks. However, the tampering attack is a rising issue of jeopardizing NS service-provisioning. To…

信号处理 · 电气工程与系统科学 2024-03-18 Xin Hao , Phee Lep Yeoh , Changyang She , Yao Yu , Branka Vucetic , Yonghui Li

Prescriptive Process Monitoring is a prominent problem in Process Mining, which consists in identifying a set of actions to be recommended with the goal of optimising a target measure of interest or Key Performance Indicator (KPI). One…