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Reinforcement learning (RL) excels in various applications but struggles in dynamic environments where the underlying Markov decision process evolves. Continual reinforcement learning (CRL) enables RL agents to continually learn and adapt…

机器学习 · 计算机科学 2025-12-23 Xue Yang , Michael Schukat , Junlin Lu , Patrick Mannion , Karl Mason , Enda Howley

Reinforcement learning (RL) based investment strategies have been widely adopted in portfolio management (PM) in recent years. Nevertheless, most RL-based approaches may often emphasize on pursuing returns while ignoring the risks of the…

投资组合管理 · 定量金融 2023-06-13 Zhenglong Li , Hejun Huang , Vincent Tam

With the development of deep learning, Dynamic Portfolio Optimization (DPO) problem has received a lot of attention in recent years, not only in the field of finance but also in the field of deep learning. Some advanced research in recent…

计算工程、金融与科学 · 计算机科学 2025-01-16 Runsheng Lin , Zihan Xing , Mingze Ma , Raymond S. T. Lee

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

In recent years, Artificial Neural Networks (ANNs) and Deep Learning have become increasingly popular across a wide range of scientific and technical fields, including Fluid Mechanics. While it will take time to fully grasp the…

流体动力学 · 物理学 2020-01-09 Jean Rabault , Feng Ren , Wei Zhang , Hui Tang , Hui Xu

Deep reinforcement learning (DRL) has recently shown its success in tackling complex combinatorial optimization problems. When these problems are extended to multiobjective ones, it becomes difficult for the existing DRL approaches to…

人工智能 · 计算机科学 2022-02-15 Zizhen Zhang , Zhiyuan Wu , Hang Zhang , Jiahai Wang

The paper explores the use of Deep Reinforcement Learning (DRL) in stock market trading, focusing on two algorithms: Double Deep Q-Network (DDQN) and Proximal Policy Optimization (PPO) and compares them with Buy and Hold benchmark. It…

交易与市场微观结构 · 定量金融 2025-06-06 Jędrzej Maskiewicz , Paweł Sakowski

Many existing traffic signal controllers are either simple adaptive controllers based on sensors placed around traffic intersections, or optimized by traffic engineers on a fixed schedule. Optimizing traffic controllers is time consuming…

系统与控制 · 电气工程与系统科学 2019-11-15 Kai Liang Tan , Subhadipto Poddar , Anuj Sharma , Soumik Sarkar

Next generation wireless networks are expected to be extremely complex due to their massive heterogeneity in terms of the types of network architectures they incorporate, the types and numbers of smart IoT devices they serve, and the types…

信号处理 · 电气工程与系统科学 2022-03-14 Abdulmalik Alwarafy , Mohamed Abdallah , Bekir Sait Ciftler , Ala Al-Fuqaha , Mounir Hamdi

Typical deep reinforcement learning (DRL) agents for dynamic portfolio optimization learn the factors influencing portfolio return and risk by analyzing the output values of the reward function while adjusting portfolio weights within the…

机器学习 · 计算机科学 2025-04-17 Ruoyu Sun , Angelos Stefanidis , Zhengyong Jiang , Jionglong Su

Deep Reinforcement Learning (DRL) connects the classic Reinforcement Learning algorithms with Deep Neural Networks. A problem in DRL is that CNNs are black-boxes and it is hard to understand the decision-making process of agents. In order…

机器学习 · 计算机科学 2020-12-03 Matthias Rosynski , Frank Kirchner , Matias Valdenegro-Toro

Exploiting unmanned aerial vehicles (UAVs) to execute tasks is gaining growing popularity recently. To solve the underlying task scheduling problem, the deep reinforcement learning (DRL) based methods demonstrate notable advantage over the…

机器学习 · 计算机科学 2023-06-07 Xiao Mao , Zhiguang Cao , Mingfeng Fan , Guohua Wu , Witold Pedrycz

Deep Reinforcement Learning (DRL) techniques have been successfully applied for solving complex decision-making and control tasks in multiple fields including robotics, autonomous driving, healthcare and natural language processing. The…

分布式、并行与集群计算 · 计算机科学 2024-08-07 Amanda Jayanetti , Saman Halgamuge , Rajkumar Buyya

General game testing relies on the use of human play testers, play test scripting, and prior knowledge of areas of interest to produce relevant test data. Using deep reinforcement learning (DRL), we introduce a self-learning mechanism to…

机器学习 · 计算机科学 2021-03-31 Joakim Bergdahl , Camilo Gordillo , Konrad Tollmar , Linus Gisslén

Deep reinforcement learning (DRL) has achieved groundbreaking successes in a wide variety of robotic applications. A natural consequence is the adoption of this paradigm for safety-critical tasks, where human safety and expensive hardware…

机器人学 · 计算机科学 2022-06-22 Davide Corsi , Raz Yerushalmi , Guy Amir , Alessandro Farinelli , David Harel , Guy Katz

Deep Reinforcement Learning (DRL) and Evolution Strategies (ESs) have surpassed human-level control in many sequential decision-making problems, yet many open challenges still exist. To get insights into the strengths and weaknesses of DRL…

Recently, deep reinforcement learning (DRL)-based approach has shown promisein solving complex decision and control problems in power engineering domain.In this paper, we present an in-depth analysis of DRL-based voltage control fromaspects…

人工智能 · 计算机科学 2020-12-25 Xiren Zhou , Siqi Wang , Ruisheng Diao , Desong Bian , Jiahui Duan , Di Shi

The scale of Internet-connected systems has increased considerably, and these systems are being exposed to cyber attacks more than ever. The complexity and dynamics of cyber attacks require protecting mechanisms to be responsive, adaptive,…

密码学与安全 · 计算机科学 2021-11-03 Thanh Thi Nguyen , Vijay Janapa Reddi

Deep reinforcement learning (DRL) has recently emerged as a promising tool for Dynamic Algorithm Configuration (DAC), enabling evolutionary algorithms to adapt their parameters online rather than relying on static tuned configurations.…

最优化与控制 · 数学 2026-04-03 Andrea Mencaroni , Robbert Reijnen , Yingqian Zhang , Dieter Claeys

We are interested in the optimal scheduling of a collection of multi-component application jobs in an edge computing system that consists of geo-distributed edge computing nodes connected through a wide area network. The scheduling and…

分布式、并行与集群计算 · 计算机科学 2020-01-24 Zhi Cao , Honggang Zhang , Yu Cao , Benyuan Liu
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