中文
相关论文

相关论文: Bridging the gap between Markowitz planning and de…

200 篇论文

As a model-free algorithm, deep reinforcement learning (DRL) agent learns and makes decisions by interacting with the environment in an unsupervised way. In recent years, DRL algorithms have been widely applied by scholars for portfolio…

投资组合管理 · 定量金融 2024-02-27 Ruoyu Sun , Angelos Stefanidis , Zhengyong Jiang , Jionglong Su

Reinforcement learning is a machine learning approach concerned with solving dynamic optimization problems in an almost model-free way by maximizing a reward function in state and action spaces. This property makes it an exciting area of…

投资组合管理 · 定量金融 2020-10-12 Miquel Noguer i Alonso , Sonam Srivastava

Dynamic portfolio optimization is the process of sequentially allocating wealth to a collection of assets in some consecutive trading periods, based on investors' return-risk profile. Automating this process with machine learning remains a…

机器学习 · 计算机科学 2019-01-28 Pengqian Yu , Joon Sern Lee , Ilya Kulyatin , Zekun Shi , Sakyasingha Dasgupta

Aligning generative diffusion models with human preferences via reinforcement learning (RL) is critical yet challenging. Most existing algorithms are often vulnerable to reward hacking, such as quality degradation, over-stylization, or…

Deep reinforcement learning (DRL) has been used to learn effective heuristics for solving complex combinatorial optimisation problem via policy networks and have demonstrated promising performance. Existing works have focused on solving…

机器学习 · 计算机科学 2020-12-25 Nasrin Sultana , Jeffrey Chan , A. K. Qin , Tabinda Sarwar

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

Software testing activities scrutinize the artifacts and the behavior of a software product to find possible defects and ensure that the product meets its expected requirements. Recently, Deep Reinforcement Learning (DRL) has been…

软件工程 · 计算机科学 2023-06-30 Paulina Stevia Nouwou Mindom , Amin Nikanjam , Foutse Khomh

Deep reinforcement learning (DRL) has achieved significant breakthroughs in various tasks. However, most DRL algorithms suffer a problem of generalizing the learned policy which makes the learning performance largely affected even by minor…

机器学习 · 计算机科学 2019-07-11 Zhengyao Jiang , Shan Luo

Deep Reinforcement Learning (DRL) aims to create intelligent agents that can learn to solve complex problems efficiently in a real-world environment. Typically, two learning goals: adaptation and generalization are used for baselining DRL…

机器学习 · 计算机科学 2022-02-18 Pamul Yadav , Ashutosh Mishra , Junyong Lee , Shiho Kim

Developing an automated driving system capable of navigating complex traffic environments remains a formidable challenge. Unlike rule-based or supervised learning-based methods, Deep Reinforcement Learning (DRL) based controllers eliminate…

机器学习 · 计算机科学 2025-01-28 Zhihao Zhang , Ekim Yurtsever , Keith A. Redmill

Since deep neural networks' resurgence, reinforcement learning has gradually strengthened and surpassed humans in many conventional games. However, it is not easy to copy these accomplishments to autonomous driving because state spaces are…

机器人学 · 计算机科学 2023-02-14 B. Udugama

In scheduling problems common in the industry and various real-world scenarios, responding in real-time to disruptive events is essential. Recent methods propose the use of deep reinforcement learning (DRL) to learn policies capable of…

人工智能 · 计算机科学 2024-01-31 Imanol Echeverria , Maialen Murua , Roberto Santana

Deep reinforcement learning (DRL) has been successfully used to design forwarding strategies for multi-hop mobile wireless networks. While such strategies can be used directly for networks with varied connectivity and dynamic conditions,…

网络与互联网体系结构 · 计算机科学 2025-09-30 Cheonjin Park , Victoria Manfredi , Xiaolan Zhang , Chengyi Liu , Alicia P Wolfe , Dongjin Song , Sarah Tasneem , Bing Wang

Deep Reinforcement Learning (DRL) has emerged as an efficient approach to resource allocation due to its strong capability in handling complex decision-making tasks. However, only limited research has explored the training of DRL models…

机器学习 · 计算机科学 2025-09-23 Aohan Li , Miyu Tsuzuki

Portfolio management is a fundamental problem in finance. It involves periodic reallocations of assets to maximize the expected returns within an appropriate level of risk exposure. Deep reinforcement learning (RL) has been considered a…

计算金融 · 定量金融 2022-10-05 Hui Niu , Siyuan Li , Jian Li

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

This report investigates the application of deep reinforcement learning (DRL) algorithms for dynamic resource allocation in wireless communication systems. An environment that includes a base station, multiple antennas, and user equipment…

分布式、并行与集群计算 · 计算机科学 2025-03-14 Shubham Malhotra , Fnu Yashu , Muhammad Saqib , Dipkumar Mehta , Jagdish Jangid , Sachin Dixit

Deep reinforcement learning (DRL) has made great achievements since proposed. Generally, DRL agents receive high-dimensional inputs at each step, and make actions according to deep-neural-network-based policies. This learning mechanism…

多智能体系统 · 计算机科学 2019-12-30 Kun Shao , Zhentao Tang , Yuanheng Zhu , Nannan Li , Dongbin Zhao

Training a deep neural network to maximize a target objective has become the standard recipe for successful machine learning over the last decade. These networks can be optimized with supervised learning, if the target objective is…

机器学习 · 计算机科学 2025-05-12 Bernhard Jaeger , Andreas Geiger

Network slicing is born as an emerging business to operators, by allowing them to sell the customized slices to various tenants at different prices. In order to provide better-performing and cost-efficient services, network slicing involves…

网络与互联网体系结构 · 计算机科学 2018-11-22 Rongpeng Li , Zhifeng Zhao , Qi Sun , Chi-Lin I , Chenyang Yang , Xianfu Chen , Minjian Zhao , Honggang Zhang