中文
相关论文

相关论文: A Deep Reinforcement Learning Approach towards Pen…

200 篇论文

This paper explores the application of deep Q-learning to hedging at-the-money options on the S\&P~500 index. We develop an agent based on the Twin Delayed Deep Deterministic Policy Gradient (TD3) algorithm, trained to simulate hedging…

计算金融 · 定量金融 2025-10-13 Zofia Bracha , Paweł Sakowski , Jakub Michańków

Recent work has shown that reinforcement learning (RL) is a promising approach to control dynamical systems described by partial differential equations (PDE). This paper shows how to use RL to tackle more general PDE control problems that…

机器学习 · 计算机科学 2018-06-20 Yangchen Pan , Amir-massoud Farahmand , Martha White , Saleh Nabi , Piyush Grover , Daniel Nikovski

Real time calculation of inverse kinematics (IK) with dynamically stable configuration is of high necessity in humanoid robots as they are highly susceptible to lose balance. This paper proposes a methodology to generate joint-space…

机器人学 · 计算机科学 2018-02-01 S Phaniteja , Parijat Dewangan , Pooja Guhan , Abhishek Sarkar , K Madhava Krishna

Deep Reinforcement Learning (DRL) is a trending field of research, showing great promise in challenging problems such as playing Atari, solving Go and controlling robots. While DRL agents perform well in practice we are still lacking the…

人工智能 · 计算机科学 2016-06-17 Nir Baram , Tom Zahavy , Shie Mannor

In many real-world decision making problems, reaching an optimal decision requires taking into account a variable number of objects around the agent. Autonomous driving is a domain in which this is especially relevant, since the number of…

机器学习 · 计算机科学 2020-08-13 Maria Hügle , Gabriel Kalweit , Branka Mirchevska , Moritz Werling , Joschka Boedecker

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…

Model-free reinforcement learning has recently been shown to successfully learn navigation policies from raw sensor data. In this work, we address the problem of learning driving policies for an autonomous agent in a high-fidelity…

机器学习 · 计算机科学 2019-02-12 Qadeer Khan , Torsten Schön , Patrick Wenzel

Attitude control of fixed-wing unmanned aerial vehicles (UAVs) is a difficult control problem in part due to uncertain nonlinear dynamics, actuator constraints, and coupled longitudinal and lateral motions. Current state-of-the-art…

系统与控制 · 电气工程与系统科学 2023-04-20 Eivind Bøhn , Erlend M. Coates , Dirk Reinhardt , Tor Arne Johansen

Studies that broaden drone applications into complex tasks require a stable control framework. Recently, deep reinforcement learning (RL) algorithms have been exploited in many studies for robot control to accomplish complex tasks.…

机器人学 · 计算机科学 2022-07-08 I Made Aswin Nahrendra , Christian Tirtawardhana , Byeongho Yu , Eungchang Mason Lee , Hyun Myung

This paper proposes a reinforcement learning (RL) framework for controlling and stabilizing the Twin Rotor Aerodynamic System (TRAS) at specific pitch and azimuth angles and tracking a given trajectory. The complex dynamics and non-linear…

机器人学 · 计算机科学 2025-12-16 Zeyad Gamal , Youssef Mahran , Ayman El-Badawy

In this paper, we explore using deep reinforcement learning for problems with multiple agents. Most existing methods for deep multi-agent reinforcement learning consider only a small number of agents. When the number of agents increases,…

机器学习 · 计算机科学 2018-05-24 Arbaaz Khan , Clark Zhang , Daniel D. Lee , Vijay Kumar , Alejandro Ribeiro

This paper explores the method of achieving autonomous navigation of unmanned vehicles through Deep Reinforcement Learning (DRL). The focus is on using the Deep Deterministic Policy Gradient (DDPG) algorithm to address issues in…

机器人学 · 计算机科学 2024-07-30 Letian Xu , Jiabei Liu , Haopeng Zhao , Tianyao Zheng , Tongzhou Jiang , Lipeng Liu

This scientific research paper presents an innovative approach based on deep reinforcement learning (DRL) to solve the algorithmic trading problem of determining the optimal trading position at any point in time during a trading activity in…

交易与市场微观结构 · 定量金融 2022-06-06 Thibaut Théate , Damien Ernst

The theory of continuous-time reinforcement learning (RL) has progressed rapidly in recent years. While the ultimate objective of RL is typically to learn deterministic control policies, most existing continuous-time RL methods rely on…

机器学习 · 计算机科学 2026-03-17 Ziheng Cheng , Xin Guo , Yufei Zhang

Considering its advantages in dealing with high-dimensional visual input and learning control policies in discrete domain, Deep Q Network (DQN) could be an alternative method of traditional auto-focus means in the future. In this paper,…

计算机视觉与模式识别 · 计算机科学 2018-09-11 Xiaofan Yu , Runze Yu , Jingsong Yang , Xiaohui Duan

It is not until we become senior citizens do we recognise how much we took maintaining a simple standing posture for granted. It is truly fascinating to observe the magnitude of control the human brain exercises, in real time, to activate…

机器人学 · 计算机科学 2020-08-28 Mohammed Hossny , Julie Iskander

We propose an inverse reinforcement learning (IRL) approach using Deep Q-Networks to extract the rewards in problems with large state spaces. We evaluate the performance of this approach in a simulation-based autonomous driving scenario.…

人工智能 · 计算机科学 2017-09-22 Sahand Sharifzadeh , Ioannis Chiotellis , Rudolph Triebel , Daniel Cremers

Over the recent years, Reinforcement Learning combined with Deep Learning techniques has successfully proven to solve complex problems in various domains, including robotics, self-driving cars, and finance. In this paper, we are introducing…

机器学习 · 计算机科学 2023-09-19 Petr Bobák , Ladislav Čmolík , Martin Čadík

We introduce a control-tutored reinforcement learning (CTRL) algorithm. The idea is to enhance tabular learning algorithms by means of a control strategy with limited knowledge of the system model. By tutoring the learning process, the…

最优化与控制 · 数学 2022-04-14 Francesco De Lellis , Giovanni Russo , Mario di Bernardo

We propose a reinforcement learning strategy to control wind turbine energy generation by actively changing the rotor speed, the rotor yaw angle and the blade pitch angle. A double deep Q-learning with a prioritized experience replay agent…

机器学习 · 计算机科学 2024-02-20 Daniel Soler , Oscar Mariño , David Huergo , Martín de Frutos , Esteban Ferrer