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A general control policy framework based on deep reinforcement learning (DRL) is introduced for closed-loop decision making in subsurface flow settings. Traditional closed-loop modeling workflows in this context involve the repeated…

计算物理 · 物理学 2023-02-15 Yusuf Nasir , Louis J. Durlofsky

To maximize the economic benefits of geothermal energy production, it is essential to optimize geothermal reservoir management strategies, in which geologic uncertainty should be considered. In this work, we propose a closed-loop…

机器学习 · 计算机科学 2022-04-20 Nanzhe Wang , Haibin Chang , Xiangzhao Kong , Martin O. Saar , Dongxiao Zhang

Dams impact downstream river dynamics through flow regulation and disruption of upstream-downstream linkages. However, current dam operation is far from satisfactory due to the inability to respond the complicated and uncertain dynamics of…

Due to complexity and dynamics of construction work, resource, and cash flows, poor management of them usually leads to time and cost overruns, bankruptcy, even project failure. Existing approaches in construction failed to achieve optimal…

人工智能 · 计算机科学 2023-08-17 Can Jiang , Xin Li , Jia-Rui Lin , Ming Liu , Zhiliang Ma

Reinforcement learning (RL) is a promising tool to solve robust optimal well control problems where the model parameters are highly uncertain, and the system is partially observable in practice. However, RL of robust control policies often…

机器学习 · 计算机科学 2022-07-14 Atish Dixit , Ahmed H. ElSheikh

Changes in demand, various hydrological inputs, and environmental stressors are among the issues that water managers and policymakers face on a regular basis. These concerns have sparked interest in applying different techniques to…

机器学习 · 计算机科学 2024-03-08 Sadegh Sadeghi Tabas , Vidya Samadi

Due to shortage of water resources and increasing water demands, the joint operation of multireservoir systems for balancing power generation, ecological protection, and the residential water supply has become a critical issue in hydropower…

机器学习 · 计算机科学 2024-07-19 Rixin Wu , Ran Wang , Jie Hao , Qiang Wu , Ping Wang

The application of Deep Reinforcement Learning (DRL) to inventory management is an emerging field. However, traditional DRL algorithms, originally developed for diverse domains such as game-playing and robotics, may not be well-suited for…

We present a deep reinforcement learning-based artificial intelligence agent that could provide optimized development plans given a basic description of the reservoir and rock/fluid properties with minimal computational cost. This…

机器学习 · 计算机科学 2022-07-22 Yusuf Nasir , Jincong He , Chaoshun Hu , Shusei Tanaka , Kainan Wang , XianHuan Wen

Infrastructure asset management is essential for sustaining the performance of public infrastructure such as road networks, bridges, and utility networks. Traditional maintenance and rehabilitation planning methods often face scalability…

最优化与控制 · 数学 2025-07-28 Amir Fard , Arnold X. -X. Yuan

Closed-loop management of geological CO2 storage requires control policies that adapt to uncertain reservoir behavior while relying on observations that are realistically available during operation. This work formulates CO2 injection and…

机器学习 · 计算机科学 2026-05-05 Sofianos Panagiotis Fotias , Vassilis Gaganis

Dynamic portfolio optimization is the process of sequentially allocating wealth to a collection of assets in some consecutive trading periods, based on investors' return-risk profile. Automating this process with machine learning remains a…

机器学习 · 计算机科学 2019-01-28 Pengqian Yu , Joon Sern Lee , Ilya Kulyatin , Zekun Shi , Sakyasingha Dasgupta

To the best of our knowledge, the application of deep learning in the field of quantitative risk management is still a relatively recent phenomenon. This article presents the key notions of Deep Asset Liability Management (Deep~ALM) for a…

风险管理 · 定量金融 2020-09-11 Thomas Krabichler , Josef Teichmann

Portfolio management is the art and science in fiance that concerns continuous reallocation of funds and assets across financial instruments to meet the desired returns to risk profile. Deep reinforcement learning (RL) has gained increasing…

投资组合管理 · 定量金融 2023-10-30 Yinheng Li , Junhao Wang , Yijie Cao

Cost-effective asset management is an area of interest across several industries. Specifically, this paper develops a deep reinforcement learning (DRL) solution to automatically determine an optimal rehabilitation policy for continuously…

机器学习 · 计算机科学 2023-04-19 Zaharah A. Bukhsh , Nils Jansen , Hajo Molegraaf

For self-scheduling cascaded hydropower (S-CHP) facilities, medium-term planning is a critical step that coordinates water availability over the medium-term horizon, providing water usage guidance for their short-term operations in…

系统与控制 · 电气工程与系统科学 2025-01-10 Xianbang Chen , Yikui Liu , Neng Fan , Lei Wu

In this work, we study how to efficiently apply reinforcement learning (RL) for solving large-scale stochastic optimization problems by leveraging intervention models. The key of the proposed methodology is to better explore the solution…

机器学习 · 计算机科学 2026-01-13 Defeng Liu , Ying Liu , Carson Eisenach

Budget planning and maintenance optimization are crucial for infrastructure asset management, ensuring cost-effectiveness and sustainability. However, the complexity arising from combinatorial action spaces, diverse asset deterioration,…

人工智能 · 计算机科学 2025-07-28 Amir Fard , Arnold X. -X. Yuan

Effective cross-functional coordination is essential for enhancing firm-wide profitability, particularly in the face of growing organizational complexity and scale. Recent advances in artificial intelligence, especially in reinforcement…

人工智能 · 计算机科学 2025-10-07 Jinyang Jiang , Jinhui Han , Yijie Peng , Ying Zhang

With the rapid development of artificial intelligence, data-driven methods effectively overcome limitations in traditional portfolio optimization. Conventional models primarily employ long-only mechanisms, excluding highly correlated assets…

计算金融 · 定量金融 2025-03-18 Gang Huang , Xiaohua Zhou , Qingyang Song
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