相关论文: Deep Reinforcement Learning for Optimal Stopping w…

Crop production management is essential for optimizing yield and minimizing a field's environmental impact to crop fields, yet it remains challenging due to the complex and stochastic processes involved. Recently, researchers have turned to…

Off-policy deep reinforcement learning (RL) typically leverages replay buffers for reusing past experiences during learning. This can help improve sample efficiency when the collected data is informative and aligned with the learning…

We present a novel definition of the reinforcement learning state, actions and reward function that allows a deep Q-network (DQN) to learn to control an optimization hyperparameter. Using Q-learning with experience replay, we train two DQNs…

In this paper we study simulation based optimization algorithms for solving discrete time optimal stopping problems. This type of algorithms became popular among practioneers working in the area of quantitative finance. Using large…

As power systems are undergoing a significant transformation with more uncertainties, less inertia and closer to operation limits, there is increasing risk of large outages. Thus, there is an imperative need to enhance grid emergency…

A sudden roadblock on highways due to many reasons such as road maintenance, accidents, and car repair is a common situation we encounter almost daily. Autonomous Vehicles (AVs) equipped with sensors that can acquire vehicle dynamics such…

This paper demonstrates that continual relearning of control policies using incremental deep reinforcement learning (RL) can improve policy learning for non-stationary processes. We demonstrate this approach for a data-driven 'smart…

In this work, we address the problem of determining reliable policies in reinforcement learning (RL), with a focus on optimization under uncertainty and the need for performance guarantees. While classical RL algorithms aim at maximizing…

Deep reinforcement learning (DRL) has been envisioned to have a competitive edge in quantitative finance. However, there is a steep development curve for quantitative traders to obtain an agent that automatically positions to win in the…

Researchers have demonstrated that Deep Reinforcement Learning (DRL) is a powerful tool for finding policies that perform well on complex robotic systems. However, these policies are often unpredictable and can induce highly variable…

Behavior constrained policy optimization has been demonstrated to be a successful paradigm for tackling Offline Reinforcement Learning. By exploiting historical transitions, a policy is trained to maximize a learned value function while…

The problem of how to take the right actions to make profits in sequential process continues to be difficult due to the quick dynamics and a significant amount of uncertainty in many application scenarios. In such complicated environments,…

Various algorithms for reinforcement learning (RL) exhibit dramatic variation in their convergence rates as a function of problem structure. Such problem-dependent behavior is not captured by worst-case analyses and has accordingly inspired…

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…

Several real-world scenarios, such as remote control and sensing, are comprised of action and observation delays. The presence of delays degrades the performance of reinforcement learning (RL) algorithms, often to such an extent that…

Optimal stopping is the problem of determining when to stop a stochastic system in order to maximize reward, which is of practical importance in domains such as finance, operations management and healthcare. Existing methods for…

We study deep reinforcement learning (RL) algorithms with delayed rewards. In many real-world tasks, instant rewards are often not readily accessible or even defined immediately after the agent performs actions. In this work, we first…

By reusing data throughout training, off-policy deep reinforcement learning algorithms offer improved sample efficiency relative to on-policy approaches. For continuous action spaces, the most popular methods for off-policy learning include…

The optimal asset allocation between risky and risk-free assets is a persistent challenge due to the inherent volatility in financial markets. Conventional methods rely on strict distributional assumptions or non-additive reward ratios,…

Reinforcement learning (RL) is attracting attention as an effective way to solve sequential optimization problems that involve high dimensional state/action space and stochastic uncertainties. Many such problems involve constraints…