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In this paper, we introduce a novel reinforcement learning framework for optimal trade execution in a limit order book. We formulate the trade execution problem as a dynamic allocation task whose objective is the optimal placement of market…

交易与市场微观结构 · 定量金融 2026-01-28 Patrick Cheridito , Moritz Weiss

Reinforcement Learning (RL), a subfield of Artificial Intelligence (AI), focuses on training agents to make decisions by interacting with their environment to maximize cumulative rewards. This paper provides an overview of RL, covering its…

人工智能 · 计算机科学 2024-12-04 Majid Ghasemi , Dariush Ebrahimi

We present an end-to-end framework for the Assignment Problem with multiple tasks mapped to a group of workers, using reinforcement learning while preserving many constraints. Tasks and workers have time constraints and there is a cost…

人工智能 · 计算机科学 2021-06-08 Sharmin Pathan , Vyom Shrivastava

We study inventory control policies for pharmaceutical supply chains, addressing challenges such as perishability, yield uncertainty, and non-stationary demand, combined with batching constraints, lead times, and lost sales. Collaborating…

人工智能 · 计算机科学 2025-01-22 Francesco Stranieri , Chaaben Kouki , Willem van Jaarsveld , Fabio Stella

Many traditional algorithms for solving combinatorial optimization problems involve using hand-crafted heuristics that sequentially construct a solution. Such heuristics are designed by domain experts and may often be suboptimal due to the…

机器学习 · 计算机科学 2020-12-25 Nina Mazyavkina , Sergey Sviridov , Sergei Ivanov , Evgeny Burnaev

In e-commerce markets, on time delivery is of great importance to customer satisfaction. In this paper, we present a Deep Reinforcement Learning (DRL) approach for deciding how and when orders should be batched and picked in a warehouse to…

机器学习 · 计算机科学 2021-10-13 Bram Cals , Yingqian Zhang , Remco Dijkman , Claudy van Dorst

This paper investigates the so-called reward-balancing methods, a novel class of algorithms for solving discounted-return reinforcement learning (RL) problems. These methods consist of iteratively adjusting the reward function to transform…

最优化与控制 · 数学 2026-04-23 Simone Baroncini , Bahman Gharesifard , Giuseppe Notarstefano

We study a class of constrained reinforcement learning (RL) problems in which multiple constraint specifications are not identified before training. It is challenging to identify appropriate constraint specifications due to the undefined…

最优化与控制 · 数学 2024-01-02 Dongsheng Ding , Zhengyan Huan , Alejandro Ribeiro

Strategic aggregation of electric vehicle batteries as energy reservoirs can optimize power grid demand, benefiting smart and connected communities, especially large office buildings that offer workplace charging. This involves optimizing…

Reinforcement learning (RL) faces substantial challenges when applied to real-life problems, primarily stemming from the scarcity of available data due to limited interactions with the environment. This limitation is exacerbated by the fact…

神经与进化计算 · 计算机科学 2024-04-10 Cristiano Capone , Paolo Muratore

Reinforcement learning (RL) combines a control problem with statistical estimation: The system dynamics are not known to the agent, but can be learned through experience. A recent line of research casts `RL as inference' and suggests a…

机器学习 · 计算机科学 2020-11-05 Brendan O'Donoghue , Ian Osband , Catalin Ionescu

Many healthcare decisions involve navigating through a multitude of treatment options in a sequential and iterative manner to find an optimal treatment pathway with the goal of an optimal patient outcome. Such optimization problems may be…

机器学习 · 计算机科学 2021-03-10 Elsa Riachi , Muhammad Mamdani , Michael Fralick , Frank Rudzicz

Reinforcement Learning has emerged as a promising framework for developing adaptive and data-driven strategies, enabling market makers to optimize decision-making policies based on interactions with the limit order book environment. This…

交易与市场微观结构 · 定量金融 2026-02-17 Rafael Zimmer , Oswaldo Luiz do Valle Costa

This paper presents a novel approach to multi-agent reinforcement learning (RL) for linear systems with convex polytopic constraints. Existing work on RL has demonstrated the use of model predictive control (MPC) as a function approximator…

系统与控制 · 电气工程与系统科学 2025-01-06 Samuel Mallick , Filippo Airaldi , Azita Dabiri , Bart De Schutter

Recent advances in both machine learning and Internet-of-Things have attracted attention to automatic Activity Recognition, where users wear a device with sensors and their outputs are mapped to a predefined set of activities. However, few…

机器学习 · 计算机科学 2019-08-20 Taku Yamagata , Raúl Santos-Rodríguez , Ryan McConville , Atis Elsts

Reinforcement learning (RL) is a goal-oriented learning solution that has proven to be successful for Neural Architecture Search (NAS) on the CIFAR and ImageNet datasets. However, a limitation of this approach is its high computational…

神经与进化计算 · 计算机科学 2019-12-04 J. Gomez Robles , J. Vanschoren

Many real-world applications require an agent to make robust and deliberate decisions with multimodal information (e.g., robots with multi-sensory inputs). However, it is very challenging to train the agent via reinforcement learning (RL)…

机器学习 · 计算机科学 2023-02-21 Jinming Ma , Feng Wu , Yingfeng Chen , Xianpeng Ji , Yu Ding

Booking control problems are sequential decision-making problems that occur in the domain of revenue management. More precisely, freight booking control focuses on the problem of deciding to accept or reject bookings: given a limited…

最优化与控制 · 数学 2023-04-06 Justin Dumouchelle , Emma Frejinger , Andrea Lodi

Conversational shopping agents represent a critical consumer-facing application of Large Language Model (LLM)-powered agents, yet how to effectively apply post-training Reinforcement Learning (RL) to optimize such agents remains…

信息检索 · 计算机科学 2026-03-09 Yiruo Cheng , Kelong Mao , Tianhao Li , Jiejun Tan , Ji-Rong Wen , Zhicheng Dou

As computing power is becoming the core productivity of the digital economy era, the concept of Computing and Network Convergence (CNC), under which network and computing resources can be dynamically scheduled and allocated according to…

网络与互联网体系结构 · 计算机科学 2022-09-23 Aidong Yang , Mohan Wu , Boquan Cheng , Xiaozhou Ye , Ye Ouyang