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In a financial market, for agents with long investment horizons or at times of severe market stress, it is often changes in the asset price that act as the trigger for transactions or shifts in investment position. This suggests the use of…

交易与市场微观结构 · 定量金融 2015-05-13 H. Lamba

Operational disruptions in retail payments can induce behavioral responses that outlast technical recovery and may amplify liquidity stress. We propose a multi-agent model linking card payment outages to trust dynamics, channel avoidance,…

计算机科学与博弈论 · 计算机科学 2026-02-19 Masoud Amouzgar

Significant progress has been made in the area of model-based reinforcement learning. State-of-the-art algorithms are now able to match the asymptotic performance of model-free methods while being significantly more data efficient. However,…

机器学习 · 计算机科学 2019-10-29 Yunzhi Zhang , Ignasi Clavera , Boren Tsai , Pieter Abbeel

Supply networks require collaboration in a competitive environment. To achieve this, nodes in the network often form symbiotic relationships as they can be adversely effected by the closure of companies in the network, especially where…

多智能体系统 · 计算机科学 2025-01-27 Wan Wang , Haiyan Wang , Adam J. Sobey

A key feature of sequential decision making under uncertainty is a need to balance between exploiting--choosing the best action according to the current knowledge, and exploring--obtaining information about values of other actions. The…

机器学习 · 计算机科学 2021-08-27 Dimitrije Markovic , Hrvoje Stojic , Sarah Schwoebel , Stefan J. Kiebel

In this thesis, we develop a comprehensive account of the expressive power, modelling efficiency, and performance advantages of so-called trading agents (i.e., Deep Soft Recurrent Q-Network (DSRQN) and Mixture of Score Machines (MSM)),…

投资组合管理 · 定量金融 2019-09-23 Angelos Filos

Foundation models are increasingly deployed in socially sensitive domains such as education, mental health, and caregiving, where failures are often cumulative and context-dependent. Existing guardrail approaches -- ranging from…

人工智能 · 计算机科学 2026-05-20 Rebecca Ramnauth , Drazen Brscic , Brian Scassellati

Reducing cycle time is a recurrent concern in the field of business process management. Depending on the process, various interventions may be triggered to reduce the cycle time of a case, for example, using a faster shipping service in an…

机器学习 · 计算机科学 2021-09-16 Zahra Dasht Bozorgi , Irene Teinemaa , Marlon Dumas , Marcello La Rosa , Artem Polyvyanyy

We study a supply chain consisting of production-inventory systems at several locations which are coupled by a common supplier. Demand of customers arrives at each production system according to a Poisson process and is lost if the local…

概率论 · 数学 2023-03-21 Sonja Otten

A promising way to improve the sample efficiency of reinforcement learning is model-based methods, in which many explorations and evaluations can happen in the learned models to save real-world samples. However, when the learned model has a…

机器学习 · 计算机科学 2022-09-14 Haoxin Lin , Yihao Sun , Jiaji Zhang , Yang Yu

Buildings sector is one of the major consumers of energy in the United States. The buildings HVAC (Heating, Ventilation, and Air Conditioning) systems, whose functionality is to maintain thermal comfort and indoor air quality (IAQ), account…

系统与控制 · 电气工程与系统科学 2021-03-24 Chi Zhang , Sanmukh R. Kuppannagari , Rajgopal Kannan , Viktor K. Prasanna

Backpropagation (BP) has been a successful optimization technique for deep learning models. However, its limitations, such as backward- and update-locking, and its biological implausibility, hinder the concurrent updating of layers and do…

机器学习 · 计算机科学 2023-12-22 Anzhe Cheng , Zhenkun Wang , Chenzhong Yin , Mingxi Cheng , Heng Ping , Xiongye Xiao , Shahin Nazarian , Paul Bogdan

In imitation learning, an agent learns how to behave in an environment with an unknown cost function by mimicking expert demonstrations. Existing imitation learning algorithms typically involve solving a sequence of planning or…

机器学习 · 计算机科学 2016-06-17 Jonathan Ho , Jayesh K. Gupta , Stefano Ermon

We investigate model-based reinforcement learning in contextual Markov decision processes (C-MDPs) in which the context is unobserved and induces confounding in the offline dataset. In such settings, conventional model-learning methods are…

机器学习 · 计算机科学 2025-12-09 Nishanth Venkatesh , Andreas A. Malikopoulos

Learning-based methods have improved locomotion skills of quadruped robots through deep reinforcement learning. However, the sim-to-real gap and low sample efficiency still limit the skill transfer. To address this issue, we propose an…

机器人学 · 计算机科学 2024-03-19 Haojie Shi , Tingguang Li , Qingxu Zhu , Jiapeng Sheng , Lei Han , Max Q. -H. Meng

Supply chain disruptions and volatile demand pose significant challenges to the UK automotive industry, which relies heavily on Just-In-Time (JIT) manufacturing. While qualitative studies highlight the potential of integrating Artificial…

机器学习 · 统计学 2025-11-11 Muhammad Shahnawaz , Adeel Safder

The simulation-to-real gap problem and the high computational burden of whole-body Model Predictive Control (whole-body MPC) continue to present challenges in generating a wide variety of movements using whole-body MPC for real humanoid…

机器人学 · 计算机科学 2024-09-16 Koji Ishihara , Hiroaki Gomi , Jun Morimoto

An asymptotic framework for optimal control of multiclass stochastic processing networks, using formal diffusion approximations under suitable temporal and spatial scaling, by Brownian control problems (BCP) and their equivalent workload…

概率论 · 数学 2015-02-10 Amarjit Budhiraja , Xin Liu , Subhamay Saha

This paper evaluates and compares the performance of model-free and model-based reinforcement learning for the attitude control of fixed-wing unmanned aerial vehicles using PID as a reference point. The comparison focuses on their ability…

机器人学 · 计算机科学 2024-09-27 David Olivares , Pierre Fournier , Pavan Vasishta , Julien Marzat

Deep model-based reinforcement learning methods offer a conceptually simple approach to the decision-making and control problem: use learning for the purpose of estimating an approximate dynamics model, and offload the rest of the work to…

机器学习 · 计算机科学 2023-07-13 Michael Janner