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Can deep reinforcement learning algorithms be exploited as solvers for optimal trading strategies? The aim of this work is to test reinforcement learning algorithms on conceptually simple, but mathematically non-trivial, trading…

This thesis develops data-driven machine learning algorithms to managing and optimizing the next-generation highly complex cyberphysical systems, which desperately need ground-breaking control, monitoring, and decision making schemes that…

机器学习 · 计算机科学 2022-02-14 Alireza Sadeghi

For self-scheduling cascaded hydropower (S-CHP) facilities, medium-term planning is a critical step that coordinates water availability over the medium-term horizon, providing water usage guidance for their short-term operations in…

系统与控制 · 电气工程与系统科学 2025-01-10 Xianbang Chen , Yikui Liu , Neng Fan , Lei Wu

Long-term planning of a robust power system requires the understanding of changing demand patterns. Electricity demand is highly weather sensitive. Thus, the supply side variation from introducing intermittent renewable sources, juxtaposed…

机器学习 · 计算机科学 2022-09-13 Reshmi Ghosh , Michael Craig , H. Scott Matthews , Constantine Samaras , Laure Berti-Equille

Order Picker Routing is a critical issue in Warehouse Operations Management. Due to the complexity of the problem and the need for quick solutions, suboptimal algorithms are frequently employed in practice. However, Reinforcement Learning…

机器学习 · 计算机科学 2024-02-07 George Dunn , Hadi Charkhgard , Ali Eshragh , Sasan Mahmoudinazlou , Elizabeth Stojanovski

We propose a framework for applying reinforcement learning to contextual two-stage stochastic optimization and apply this framework to the problem of energy market bidding of an off-shore wind farm. Reinforcement learning could potentially…

系统与控制 · 电气工程与系统科学 2023-12-19 David Cole , Himanshu Sharma , Wei Wang

Deep reinforcement learning (DRL) has recently been adopted in a wide range of physics and engineering domains for its ability to solve decision-making problems that were previously out of reach due to a combination of non-linearity and…

Optimal execution is an important problem faced by any trader. Most solutions are based on the assumption of constant market impact, while liquidity is known to be dynamic. Moreover, models with time-varying liquidity typically assume that…

交易与市场微观结构 · 定量金融 2024-02-21 Andrea Macrì , Fabrizio Lillo

Semiconductor manufacturing is a notoriously complex and costly multi-step process involving a long sequence of operations on expensive and quantity-limited equipment. Recent chip shortages and their impacts have highlighted the importance…

Reinforcement learning can interact with the environment and is suitable for applications in decision control systems. Therefore, we used the reinforcement learning method to establish a foreign exchange transaction, avoiding the…

机器学习 · 计算机科学 2020-06-05 Yun-Cheng Tsai , Chun-Chieh Wang

Some applications of deep learning require not only to provide accurate results but also to quantify the amount of confidence in their prediction. The management of an electric power grid is one of these cases: to avoid risky scenarios,…

机器学习 · 计算机科学 2023-08-25 Michele Guerra , Simone Scardapane , Filippo Maria Bianchi

Electrical power systems are increasing in size, complexity, as well as dynamics due to the growing integration of renewable energy resources, which have sporadic power generation. This necessitates the development of near real-time power…

机器学习 · 计算机科学 2023-03-02 Ognjen Kundacina , Gorana Gojic , Mile Mitrovic , Dragisa Miskovic , Dejan Vukobratovic

Buildings sector is one of the major consumers of energy in the United States. The buildings HVAC (Heating, Ventilation, and Air Conditioning) systems, whose functionality is to maintain thermal comfort and indoor air quality (IAQ), account…

系统与控制 · 电气工程与系统科学 2021-03-24 Chi Zhang , Sanmukh R. Kuppannagari , Rajgopal Kannan , Viktor K. Prasanna

This paper describes the application of reinforcement learning (RL) to multi-product inventory management in supply chains. The problem description and solution are both adapted from a real-world business solution. The novelty of this…

Reinforcement learning (RL) is a promising approach for optimizing HVAC control. RL offers a framework for improving system performance, reducing energy consumption, and enhancing cost efficiency. We benchmark two popular classical and deep…

机器学习 · 计算机科学 2023-08-11 Marshall Wang , John Willes , Thomas Jiralerspong , Matin Moezzi

With large-scale integration of renewable generation and distributed energy resources, modern power systems are confronted with new operational challenges, such as growing complexity, increasing uncertainty, and aggravating volatility.…

机器学习 · 计算机科学 2022-02-28 Xin Chen , Guannan Qu , Yujie Tang , Steven Low , Na Li

Recent techniques in dynamical scheduling and resource management have found applications in warehouse environments due to their ability to organize and prioritize tasks in a higher temporal resolution. The rise of deep reinforcement…

机器学习 · 计算机科学 2022-03-08 Stelios Stavroulakis , Biswa Sengupta

This paper presents a capacity-constrained incentive-based demand response approach for residential smart grids. It aims to maintain electricity grid capacity limits and prevent congestion by financially incentivising end users to reduce or…

机器学习 · 计算机科学 2026-02-19 Shafagh Abband Pashaki , Sepehr Maleki , Amir Badiee

Deep Reinforcement learning is a branch of unsupervised learning in which an agent learns to act based on environment state in order to maximize its total reward. Deep reinforcement learning provides good opportunity to model the complexity…

统计金融 · 定量金融 2021-08-05 Zhaolu Dong , Shan Huang , Simiao Ma , Yining Qian

Imagine a patient in critical condition. What and when should be measured to forecast detrimental events, especially under the budget constraints? We answer this question by deep reinforcement learning (RL) that jointly minimizes the…

机器学习 · 计算机科学 2019-06-11 Chun-Hao Chang , Mingjie Mai , Anna Goldenberg