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We propose a reinforcement learning (RL) approach to model optimal exercise strategies for option-type products. We pursue the RL avenue in order to learn the optimal action-value function of the underlying stopping problem. In addition to…

证券定价 · 定量金融 2024-06-27 John Ery , Loris Michel

Deep Reinforcement Learning (DRL) has become a powerful methodology to solve complex decision-making problems. However, DRL has several limitations when used in real-world problems (e.g., robotics applications). For instance, long training…

机器人学 · 计算机科学 2019-08-15 Rodrigo Pérez-Dattari , Carlos Celemin , Javier Ruiz-del-Solar , Jens Kober

As travel demand increases and urban traffic condition becomes more complicated, applying multi-agent deep reinforcement learning (MARL) to traffic signal control becomes one of the hot topics. The rise of Reinforcement Learning (RL) has…

人工智能 · 计算机科学 2023-06-06 Shijie Wang , Shangbo Wang

Recent breakthroughs both in reinforcement learning and trajectory optimization have made significant advances towards real world robotic system deployment. Reinforcement learning (RL) can be applied to many problems without needing any…

机器人学 · 计算机科学 2019-10-23 Guillaume Bellegarda , Katie Byl

We introduce a reinforcement learning (RL) environment to design and benchmark control strategies aimed at reducing drag in turbulent fluid flows enclosed in a channel. The environment provides a framework for computationally-efficient,…

流体动力学 · 物理学 2023-02-09 L. Guastoni , J. Rabault , P. Schlatter , H. Azizpour , R. Vinuesa

Studies that broaden drone applications into complex tasks require a stable control framework. Recently, deep reinforcement learning (RL) algorithms have been exploited in many studies for robot control to accomplish complex tasks.…

机器人学 · 计算机科学 2022-07-08 I Made Aswin Nahrendra , Christian Tirtawardhana , Byeongho Yu , Eungchang Mason Lee , Hyun Myung

Learning how to act when there are many available actions in each state is a challenging task for Reinforcement Learning (RL) agents, especially when many of the actions are redundant or irrelevant. In such cases, it is sometimes easier to…

机器学习 · 计算机科学 2019-02-26 Tom Zahavy , Matan Haroush , Nadav Merlis , Daniel J. Mankowitz , Shie Mannor

Modern astronomical experiments are designed to achieve multiple scientific goals, from studies of galaxy evolution to cosmic acceleration. These goals require data of many different classes of night-sky objects, each of which has a…

天体物理仪器与方法 · 物理学 2023-12-01 Franco Terranova , M. Voetberg , Brian Nord , Amanda Pagul

Reinforcement learning (RL) is a promising tool to solve robust optimal well control problems where the model parameters are highly uncertain, and the system is partially observable in practice. However, RL of robust control policies often…

机器学习 · 计算机科学 2022-07-14 Atish Dixit , Ahmed H. ElSheikh

Most existing deep reinforcement learning (DRL) frameworks consider either discrete action space or continuous action space solely. Motivated by applications in computer games, we consider the scenario with discrete-continuous hybrid action…

机器学习 · 计算机科学 2018-10-16 Jiechao Xiong , Qing Wang , Zhuoran Yang , Peng Sun , Lei Han , Yang Zheng , Haobo Fu , Tong Zhang , Ji Liu , Han Liu

Reinforcement learning (RL) emerges as a promising data-driven approach for adaptive traffic signal control (ATSC) in complex urban traffic networks, with deep neural networks substantially augmenting its learning capabilities. However,…

人工智能 · 计算机科学 2025-02-25 Yuli Zhang , Shangbo Wang , Dongyao Jia , Pengfei Fan , Ruiyuan Jiang , Hankang Gu , Andy H. F. Chow

Tennis strategy optimization is a challenging sequential decision-making problem involving hierarchical scoring, stochastic outcomes, long-horizon credit assignment, physical fatigue, and adaptation to opponent skill. I present a…

机器学习 · 计算机科学 2025-12-30 Vishnu Mohan

Deep learning techniques have been widely applied, achieving state-of-the-art results in various fields of study. This survey focuses on deep learning solutions that target learning control policies for robotics applications. We carry out…

机器人学 · 计算机科学 2018-04-10 Lei Tai , Jingwei Zhang , Ming Liu , Joschka Boedecker , Wolfram Burgard

This paper addresses a multi-echelon inventory management problem with a complex network topology where deriving optimal ordering decisions is difficult. Deep reinforcement learning (DRL) has recently shown potential in solving such…

机器学习 · 计算机科学 2024-01-30 Liqiang Cheng , Jun Luo , Weiwei Fan , Yidong Zhang , Yuan Li

We propose Deep Q-Networks (DQN) with model-based exploration, an algorithm combining both model-free and model-based approaches that explores better and learns environments with sparse rewards more efficiently. DQN is a general-purpose,…

机器学习 · 计算机科学 2019-03-25 Stephen Zhen Gou , Yuyang Liu

This paper presents ModelicaGym toolbox that was developed to employ Reinforcement Learning (RL) for solving optimization and control tasks in Modelica models. The developed tool allows connecting models using Functional Mock-up Interface…

软件工程 · 计算机科学 2019-10-29 Oleh Lukianykhin , Tetiana Bogodorova

Deep reinforcement learning (DRL) has emerged as a powerful framework for solving sequential decision-making problems, achieving remarkable success in a wide range of applications, including game AI, autonomous driving, biomedicine, and…

机器学习 · 计算机科学 2025-05-14 Yinghan Sun , Hongxi Wang , Hua Chen , Wei Zhang

How to implement multi-qubit gates efficiently with high precision is essential for realizing universal fault tolerant computing. For a physical system with some external controllable parameters, it is a great challenge to control the time…

量子物理 · 物理学 2019-07-24 Zheng An , D. L. Zhou

Applications of reinforcement learning (RL) to stabilization problems of real systems are restricted since an agent needs many experiences to learn an optimal policy and may determine dangerous actions during its exploration. If we know a…

机器学习 · 计算机科学 2021-04-20 Junya Ikemoto , Toshimitsu Ushio

This paper is a study of reinforcement learning (RL) as an optimal-control strategy for control of nonlinear valves. It is evaluated against the PID (proportional-integral-derivative) strategy, using a unified framework. RL is an autonomous…

机器学习 · 计算机科学 2021-02-05 Rajesh Siraskar