相关论文: DeepScalper: A Risk-Aware Reinforcement Learning F…

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…

Recent studies have shown that deep reinforcement learning agents are vulnerable to small adversarial perturbations on the agent's inputs, which raises concerns about deploying such agents in the real world. To address this issue, we…

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…

Several applications in the scientific simulation of physical systems can be formulated as control/optimization problems. The computational models for such systems generally contain hyperparameters, which control solution fidelity and…

Reinforcement Learning (RL) is an important machine learning paradigm for solving sequential decision-making problems. Recent years have witnessed remarkable progress in this field due to the rapid development of deep neural networks.…

Deep Reinforcement Learning (RL) has considerably advanced over the past decade. At the same time, state-of-the-art RL algorithms require a large computational budget in terms of training time to converge. Recent work has started to…

Recent studies reveal that a well-trained deep reinforcement learning (RL) policy can be particularly vulnerable to adversarial perturbations on input observations. Therefore, it is crucial to train RL agents that are robust against any…

Tradable credit schemes (TCS) are an increasingly studied alternative to congestion pricing, given their revenue neutrality and ability to address issues of equity through the initial credit allocation. Modeling TCS to aid future design and…

We present a deep reinforcement learning (deep RL) algorithm that consists of learning-based motion planning and imitation to tackle challenging control problems. Deep RL has been an effective tool for solving many high-dimensional…

Deep reinforcement learning (DRL) has been widely studied in the portfolio management task. However, it is challenging to understand a DRL-based trading strategy because of the black-box nature of deep neural networks. In this paper, we…

Reinforcement learning (RL) is a powerful machine learning technique that enables an intelligent agent to learn an optimal policy that maximizes the cumulative rewards in sequential decision making. Most of methods in the existing…

Portfolio management via reinforcement learning is at the forefront of fintech research, which explores how to optimally reallocate a fund into different financial assets over the long term by trial-and-error. Existing methods are…

Finding meaningful and accurate dense rewards is a fundamental task in the field of reinforcement learning (RL) that enables agents to explore environments more efficiently. In traditional RL settings, agents learn optimal policies through…

The exponential growth of data-intensive applications has placed unprecedented demands on modern storage systems, necessitating dynamic and efficient optimization strategies. Traditional heuristics employed for storage performance…

Safe Reinforcement Learning (RL) plays an important role in applying RL algorithms to safety-critical real-world applications, addressing the trade-off between maximizing rewards and adhering to safety constraints. This work introduces a…

Reinforcement learning (RL) algorithms have been around for decades and employed to solve various sequential decision-making problems. These algorithms however have faced great challenges when dealing with high-dimensional environments. The…

Reinforcement learning (RL) has proven to be well-performed and general-purpose in the inventory control (IC). However, further improvement of RL algorithms in the IC domain is impeded due to two limitations of online experience. First,…

Deep reinforcement learning (DRL) has revolutionized quantitative trading (Q-trading) by achieving decent performance without significant human expert knowledge. Despite its achievements, we observe that the current state-of-the-art DRL…

Reinforcement learning can interact with the environment and is suitable for applications in decision control systems. Therefore, we used the reinforcement learning method to establish a foreign exchange transaction, avoiding the…

The rapid changes in the finance industry due to the increasing amount of data have revolutionized the techniques on data processing and data analysis and brought new theoretical and computational challenges. In contrast to classical…