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Deep reinforcement learning (DRL) has proven extremely useful in a large variety of application domains. However, even successful DRL-based software can exhibit highly undesirable behavior. This is due to DRL training being based on…

机器学习 · 计算机科学 2023-09-12 Ophir M. Carmel , Guy Katz

We demonstrate that deep reinforcement learning (deep RL) provides a highly effective strategy for the control and self-tuning of optical systems. Deep RL integrates the two leading machine learning architectures of deep neural networks and…

信号处理 · 电气工程与系统科学 2020-06-11 Chang Sun , Eurika Kaiser , Steven L. Brunton , J. Nathan Kutz

Many real-world sequential decision making problems are partially observable by nature, and the environment model is typically unknown. Consequently, there is great need for reinforcement learning methods that can tackle such problems given…

机器学习 · 计算机科学 2018-06-08 Maximilian Igl , Luisa Zintgraf , Tuan Anh Le , Frank Wood , Shimon Whiteson

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

Unfair stock trading strategies have been shown to be one of the most negative perceptions that customers can have concerning trading and may result in long-term losses for a company. Investment banks usually place trading orders for…

交易与市场微观结构 · 定量金融 2020-01-06 Wenhang Bao

Federal Energy Regulatory Commission (FERC) Orders 841 and 2222 have recommended that distributed energy resources (DERs) should participate in energy and reserve markets; therefore, a mechanism needs to be developed to facilitate DERs'…

系统与控制 · 电气工程与系统科学 2023-05-09 Mukesh Gautam , Rakib Hossain , Mohammad MansourLakouraj , Narayan Bhusal , Mohammed Benidris , Hanif Livani

Deep reinforcement learning (RL) is an optimization-driven framework for producing control strategies for general dynamical systems without explicit reliance on process models. Good results have been reported in simulation. Here we…

系统与控制 · 电气工程与系统科学 2022-01-14 Nathan P. Lawrence , Michael G. Forbes , Philip D. Loewen , Daniel G. McClement , Johan U. Backstrom , R. Bhushan Gopaluni

Deep Reinforcement Learning (DRL) has been successfully used to solve different challenges, e.g. complex board and computer games, recently. However, solving real-world robotics tasks with DRL seems to be a more difficult challenge. The…

机器人学 · 计算机科学 2020-10-08 Péter Almási , Róbert Moni , Bálint Gyires-Tóth

Deep reinforcement learning (DRL) has been proven its efficiency in capturing users' dynamic interests in recent literature. However, training a DRL agent is challenging, because of the sparse environment in recommender systems (RS), DRL…

信息检索 · 计算机科学 2022-09-20 Xiaocong Chen , Siyu Wang , Lina Yao , Lianyong Qi , Yong Li

This article develops a deep reinforcement learning (Deep-RL) framework for dynamic pricing on managed lanes with multiple access locations and heterogeneity in travelers' value of time, origin, and destination. This framework relaxes…

系统与控制 · 电气工程与系统科学 2021-01-28 Venktesh Pandey , Evana Wang , Stephen D. Boyles

We investigate the mechanisms by which medium-frequency trading agents are adversely selected by opportunistic high-frequency traders. We use reinforcement learning (RL) within a Hawkes Limit Order Book (LOB) model in order to replicate the…

交易与市场微观结构 · 定量金融 2025-11-03 Ali Raza Jafree , Konark Jain , Nick Firoozye

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 use of machine learning in algorithmic trading systems is increasingly common. In a typical set-up, supervised learning is used to predict the future prices of assets, and those predictions drive a simple trading and execution strategy.…

机器学习 · 计算机科学 2023-07-19 Vikram Duvvur , Aashay Mehta , Edward Sun , Bo Wu , Ken Yew Chan , Jeff Schneider

This paper presents a novel risk-sensitive trading agent combining reinforcement learning and large language models (LLMs). We extend the Conditional Value-at-Risk Proximal Policy Optimization (CPPO) algorithm, by adding risk assessment and…

交易与市场微观结构 · 定量金融 2025-02-12 Mostapha Benhenda

To improve the system performance towards the Shannon limit, advanced radio resource management mechanisms play a fundamental role. In particular, scheduling should receive much attention, because it allocates radio resources among…

机器学习 · 计算机科学 2021-03-23 Jian Wang , Chen Xu , Rong Li , Yiqun Ge , Jun Wang

New forms of on-demand transportation such as ride-hailing and connected autonomous vehicles are proliferating, yet are a challenging use case for electric vehicles (EV). This paper explores the feasibility of using deep reinforcement…

系统与控制 · 电气工程与系统科学 2019-12-10 Jacob F. Pettit , Ruben Glatt , Jonathan R. Donadee , Brenden K. Petersen

The rising demand for electricity and its essential nature in today's world calls for intelligent home energy management (HEM) systems that can reduce energy usage. This involves scheduling of loads from peak hours of the day when energy…

信号处理 · 电气工程与系统科学 2020-12-30 Alwyn Mathew , Abhijit Roy , Jimson Mathew

This paper explores the application of a reinforcement learning (RL) framework using the Q-Learning algorithm to enhance dynamic pricing strategies in the retail sector. Unlike traditional pricing methods, which often rely on static demand…

机器学习 · 计算机科学 2024-11-28 Mohit Apte , Ketan Kale , Pranav Datar , Pratiksha Deshmukh

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

Artificial Intelligence (AI) and Machine Learning (ML) are transforming the domain of Quantitative Trading (QT) through the deployment of advanced algorithms capable of sifting through extensive financial datasets to pinpoint lucrative…

交易与市场微观结构 · 定量金融 2023-12-27 Maochun Xu , Zixun Lan , Zheng Tao , Jiawei Du , Zongao Ye