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Deep Reinforcement Learning (DRL) suffers from uncertainties and inaccuracies in the observation signal in realworld applications. Adversarial attack is an effective method for evaluating the robustness of DRL agents. However, existing…

机器学习 · 计算机科学 2025-01-09 Tianyang Duan , Zongyuan Zhang , Zheng Lin , Yue Gao , Ling Xiong , Yong Cui , Hongbin Liang , Xianhao Chen , Heming Cui , Dong Huang

In this paper, we implement three state-of-art continuous reinforcement learning algorithms, Deep Deterministic Policy Gradient (DDPG), Proximal Policy Optimization (PPO) and Policy Gradient (PG)in portfolio management. All of them are…

投资组合管理 · 定量金融 2018-11-20 Zhipeng Liang , Hao Chen , Junhao Zhu , Kangkang Jiang , Yanran Li

Network slicing is a promising technology that allows mobile network operators to efficiently serve various emerging use cases in 5G. It is challenging to optimize the utilization of network infrastructures while guaranteeing the…

网络与互联网体系结构 · 计算机科学 2021-10-12 Qiang Liu , Nakjung Choi , Tao Han

Dynamic resource allocation plays a critical role in the next generation of intelligent wireless communication systems. Machine learning has been leveraged as a powerful tool to make strides in this domain. In most cases, the progress has…

机器学习 · 计算机科学 2022-04-12 Jithin Jagannath , Kian Hamedani , Collin Farquhar , Keyvan Ramezanpour , Anu Jagannath

This paper applies machine learning to optimize the transmission policy of cognitive radio inspired non-orthogonal multiple access (CR-NOMA) networks, where time-division multiple access (TDMA) is used to serve multiple primary users and an…

信息论 · 计算机科学 2021-04-14 Zhiguo Ding , Robert Schober , H. Vincent Poor

We investigate the applicability of deep reinforcement learning algorithms to the adaptive initial access beam alignment problem for mmWave communications using the state-of-the-art proximal policy optimization algorithm as an example. In…

信息论 · 计算机科学 2023-02-20 Daniel Tandler , Sebastian Dörner , Marc Gauger , Stephan ten Brink

This paper presents a robust reinforcement learning algorithm called robust deterministic policy gradient (RDPG), which reformulates the H-infinity control problem as a two-player zero-sum dynamic game between a user and an adversary. The…

机器人学 · 计算机科学 2025-12-04 Taeho Lee , Donghwan Lee

The volatility fitting is one of the core problems in the equity derivatives business. Through a set of deterministic rules, the degrees of freedom in the implied volatility surface encoding (parametrization, density, diffusion) are…

计算金融 · 定量金融 2024-10-16 Emmanuel Gnabeyeu , Omar Karkar , Imad Idboufous

In urban environments, supply resources have to be constantly matched to the "right" locations (where customer demand is present) so as to improve quality of life. For instance, ambulances have to be matched to base stations regularly so as…

机器学习 · 计算机科学 2021-02-25 Abhinav Bhatia , Pradeep Varakantham , Akshat Kumar

Wireless systems resource allocation refers to perpetual and challenging nonconvex constrained optimization tasks, which are especially timely in modern communications and networking setups involving multiple users with heterogeneous…

系统与控制 · 电气工程与系统科学 2021-09-28 Hassaan Hashmi , Dionysios S. Kalogerias

Many currently deployed Reinforcement Learning agents work in an environment shared with humans, be them co-workers, users or clients. It is desirable that these agents adjust to people's preferences, learn faster thanks to their help, and…

机器学习 · 计算机科学 2018-08-14 Hélène Plisnier , Denis Steckelmacher , Tim Brys , Diederik M. Roijers , Ann Nowé

Efficient network slicing is vital to deal with the highly variable and dynamic characteristics of network traffic generated by a varied range of applications. The problem is made more challenging with the advent of new technologies such as…

网络与互联网体系结构 · 计算机科学 2019-08-12 Jaehoon Koo , Veena B. Mendiratta , Muntasir Raihan Rahman , Anwar Walid

Millions of battery-powered sensors deployed for monitoring purposes in a multitude of scenarios, e.g., agriculture, smart cities, industry, etc., require energy-efficient solutions to prolong their lifetime. When these sensors observe a…

机器学习 · 计算机科学 2021-09-30 Jernej Hribar , Andrei Marinescu , Alessandro Chiumento , Luiz A. DaSilva

The model-driven power allocation (PA) algorithms in the wireless cellular networks with interfering multiple-access channel (IMAC) have been investigated for decades. Nowadays, the data-driven model-free machine learning-based approaches…

信息论 · 计算机科学 2018-12-10 Fan Meng , Peng Chen , Lenan Wu

Large transformer models trained on diverse datasets have shown a remarkable ability to learn in-context, achieving high few-shot performance on tasks they were not explicitly trained to solve. In this paper, we study the in-context…

机器学习 · 计算机科学 2023-06-27 Jonathan N. Lee , Annie Xie , Aldo Pacchiano , Yash Chandak , Chelsea Finn , Ofir Nachum , Emma Brunskill

This paper presents a novel deep reinforcement learning-based resource allocation technique for the multi-agent environment presented by a cognitive radio network that coexists through underlay dynamic spectrum access (DSA) with a primary…

网络与互联网体系结构 · 计算机科学 2020-03-09 Ankita Tondwalkar , Dr Andres Kwasinski

Network slicing (NwS) is one of the main technologies in the fifth-generation of mobile communication and beyond (5G+). One of the important challenges in the NwS is information uncertainty which mainly involves demand and channel state…

信号处理 · 电气工程与系统科学 2022-02-11 Amir Gharehgoli , Ali Nouruzi , Nader Mokari , Paeiz Azmi , Mohamad Reza Javan , Eduard A. Jorswieck

This paper tackles the challenge of learning non-Markovian optimal execution strategies in dynamic financial markets. We introduce a novel actor-critic algorithm based on Deep Deterministic Policy Gradient (DDPG) to address this issue, with…

机器学习 · 计算机科学 2024-10-18 Alessandro Micheli , Mélodie Monod

We revisit residual algorithms in both model-free and model-based reinforcement learning settings. We propose the bidirectional target network technique to stabilize residual algorithms, yielding a residual version of DDPG that…

机器学习 · 计算机科学 2020-01-27 Shangtong Zhang , Wendelin Boehmer , Shimon Whiteson

Network slicing is a key technology in 5G communications system. Its purpose is to dynamically and efficiently allocate resources for diversified services with distinct requirements over a common underlying physical infrastructure. Therein,…

机器学习 · 计算机科学 2019-11-21 Yuxiu Hua , Rongpeng Li , Zhifeng Zhao , Xianfu Chen , Honggang Zhang