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This paper presents a deep reinforcement learning (DRL) framework for dynamic portfolio optimization under market uncertainty and risk. The proposed model integrates a Sharpe ratio-based reward function with direct risk control mechanisms,…

投资组合管理 · 定量金融 2025-11-17 Emmanuel Lwele , Sabuni Emmanuel , Sitali Gabriel Sitali

Deep Deterministic Policy Gradient (DDPG) has been proved to be a successful reinforcement learning (RL) algorithm for continuous control tasks. However, DDPG still suffers from data insufficiency and training inefficiency, especially in…

机器学习 · 计算机科学 2019-03-05 Zhizheng Zhang , Jiale Chen , Zhibo Chen , Weiping Li

This study compares Deep Reinforcement Learning (DRL) and Model Predictive Control (MPC) for Adaptive Cruise Control (ACC) design in car-following scenarios. A first-order system is used as the Control-Oriented Model (COM) to approximate…

系统与控制 · 电气工程与系统科学 2020-08-04 Yuan Lin , John McPhee , Nasser L. Azad

This paper studies a deep deterministic policy gradient (DDPG) based actor critic (AC) reinforcement learning (RL) technique to control a linear discrete-time system with a quadratic control cost while ensuring a constraint on the…

系统与控制 · 电气工程与系统科学 2023-12-22 Arunava Naha , Subhrakanti Dey

A multi-agent deep reinforcement learning (DRL)-based model is presented in this study to reconstruct flow fields from noisy data. A combination of the reinforcement learning with pixel-wise rewards (PixelRL), physical constraints…

流体动力学 · 物理学 2023-09-28 Mustafa Z. Yousif , Meng Zhang , Yifan Yang , Haifeng Zhou , Linqi Yu , HeeChang Lim

Reinforcement learning has steadily improved and outperform human in lots of traditional games since the resurgence of deep neural network. However, these success is not easy to be copied to autonomous driving because the state spaces in…

计算机视觉与模式识别 · 计算机科学 2019-05-21 Sen Wang , Daoyuan Jia , Xinshuo Weng

In this paper, two novel practical methods of Reinforcement Learning from Demonstration (RLfD) are developed and applied to automatic berthing control systems for Unmanned Surface Vessel. A new expert data generation method, called Model…

系统与控制 · 电气工程与系统科学 2022-02-25 Haoran Zhang , Chenkun Yin , Yanxin Zhang , Shangtai Jin , Zhenxuan Li

The potential of artificial upwelling (AU) as a means of lifting nutrient-rich bottom water to the surface, stimulating seaweed growth, and consequently enhancing ocean carbon sequestration, has been gaining increasing attention in recent…

机器学习 · 计算机科学 2024-05-01 Yiyuan Zhang , Wei Fan

This study proposes a framework for human-like autonomous car-following planning based on deep reinforcement learning (deep RL). Historical driving data are fed into a simulation environment where an RL agent learns from trial and error…

机器学习 · 计算机科学 2019-01-04 Meixin Zhu , Xuesong Wang , Yinhai Wang

Model-based Vol/VAR optimization method is widely used to eliminate voltage violations and reduce network losses. However, the parameters of active distribution networks(ADNs) are not onsite identified, so significant errors may be involved…

系统与控制 · 电气工程与系统科学 2020-05-25 Haotian Liu , Wenchuan Wu

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

Embodied agents, such as robots and virtual characters, must continuously select actions to execute tasks effectively, solving complex sequential decision-making problems. Given the difficulty of designing such controllers manually,…

机器人学 · 计算机科学 2026-05-18 Pedro Santana

We present a novel algorithm (DeepMNavigate) for global multi-agent navigation in dense scenarios using deep reinforcement learning (DRL). Our approach uses local and global information for each robot from motion information maps. We use a…

多智能体系统 · 计算机科学 2020-07-30 Qingyang Tan , Tingxiang Fan , Jia Pan , Dinesh Manocha

Deep reinforcement learning (RL) algorithms can learn complex policies to optimize agent operation over time. RL algorithms have shown promising results in solving complicated problems in recent years. However, their application on…

机器学习 · 计算机科学 2021-09-29 Hamed Khorasgani , Haiyan Wang , Chetan Gupta , Susumu Serita

Creating safe paths in unknown and uncertain environments is a challenging aspect of leader-follower formation control. In this architecture, the leader moves toward the target by taking optimal actions, and followers should also avoid…

机器人学 · 计算机科学 2024-02-28 Behnaz Hadi , Alireza Khosravi , Pouria Sarhadi

We propose a novel benchmark environment for Safe Reinforcement Learning focusing on aquatic navigation. Aquatic navigation is an extremely challenging task due to the non-stationary environment and the uncertainties of the robotic…

机器学习 · 计算机科学 2021-12-21 Enrico Marchesini , Davide Corsi , Alessandro Farinelli

Reinforcement learning (RL)-based driver assistance systems seek to improve fuel consumption via continual improvement of powertrain control actions considering experiential data from the field. However, the need to explore diverse…

机器人学 · 计算机科学 2023-01-04 Habtamu Hailemichael , Beshah Ayalew , Lindsey Kerbel , Andrej Ivanco , Keith Loiselle

Machine learning and specifically reinforcement learning (RL) has been extremely successful in helping us to understand neural decision making processes. However, RL's role in understanding other neural processes especially motor learning…

神经元与认知 · 定量生物学 2022-08-29 Michele Garibbo , Casimir Ludwig , Nathan Lepora , Laurence Aitchison

The real power of artificial intelligence appears in reinforcement learning, which is computationally and physically more sophisticated due to its dynamic nature. Rotation and injection are some of the proven ways in active flow control for…

流体动力学 · 物理学 2024-01-02 Kamyar Dobakhti , Jafar Ghazanfarian

This paper develops a Deep Reinforcement Learning (DRL)-agent for navigation and control of autonomous surface vessels (ASV) on inland waterways. Spatial restrictions due to waterway geometry and the resulting challenges, such as high flow…

机器学习 · 计算机科学 2023-04-04 Niklas Paulig , Ostap Okhrin