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Real-time control of pumps can be an infeasible task in water distribution systems (WDSs) because the calculation to find the optimal pump speeds is resource-intensive. The computational need cannot be lowered even with the capabilities of…

人工智能 · 计算机科学 2020-10-14 Gergely Hajgató , György Paál , Bálint Gyires-Tóth

Traditional economic models often rely on fixed assumptions about market dynamics, limiting their ability to capture the complexities and stochastic nature of real-world scenarios. However, reality is more complex and includes noise, making…

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…

投资组合管理 · 定量金融 2021-12-21 Mao Guan , Xiao-Yang Liu

In this paper, we study the operational problem of connected hydro power reservoirs which involves sequential decision-making in an uncertain and dynamic environment. The problem is traditionally formulated as a stochastic dynamic program…

最优化与控制 · 数学 2022-05-17 Farzaneh Pourahmadi , Trine Krogh Boomsma

Optimal operation of chemical processes is vital for energy, resource, and cost savings in chemical engineering. The problem of optimal operation can be tackled with reinforcement learning, but traditional reinforcement learning methods…

机器学习 · 计算机科学 2025-11-21 Dean Brandner , Sergio Lucia

Deep reinforcement learning (DRL), acting as a novel and powerful paradigm for quantum optimal control, offers transformative opportunities for advancing neutral-atom quantum computing. In this work, we theoretically demonstrate a DRL-based…

量子物理 · 物理学 2026-05-07 Yue Cai , Hanlin Zhang , Keye Zhang , Jing Qian

The massive integration of renewable-based distributed energy resources (DERs) inherently increases the energy system's complexity, especially when it comes to defining its operational schedule. Deep reinforcement learning (DRL) algorithms…

系统与控制 · 电气工程与系统科学 2023-05-10 Hou Shengren , Pedro P. Vergara , Edgar Mauricio Salazar Duque , Peter Palensky

An integrated framework of computational fluid-structural dynamics (CFD-CSD) and deep reinforcement learning (deep-RL) is developed for control of a fly-scale flexible-winged flyer in complex flow. Dynamics of the flyer in complex flow is…

机器学习 · 计算机科学 2021-11-08 Seungpyo Hong , Sejin Kim , Donghyun You

The global energy landscape is undergoing a transformation towards decarbonization, sustainability, and cost-efficiency. In this transition, microgrid systems integrated with renewable energy sources (RES) and energy storage systems (ESS)…

系统与控制 · 电气工程与系统科学 2024-11-05 Fulong Yao , Wanqing Zhao , Matthew Forshaw , Yang Song

We study the dynamic portfolio selection of an investor who uses deep learning methods to forecast stock market excess returns. In a two-asset allocation problem, deep neural networks -- both feedforward and long short-term memory (LSTM)…

综合金融 · 定量金融 2026-02-16 Mykola Babiak , Jozef Barunik

Determination of inspection and maintenance policies for minimizing long-term risks and costs in deteriorating engineering environments constitutes a complex optimization problem. Major computational challenges include the (i) curse of…

人工智能 · 计算机科学 2020-07-06 C. P. Andriotis , K. G. Papakonstantinou

Distribution Matching Distillation (DMD) facilitates efficient inference by distilling multi-step diffusion models into few-step variants. Concurrently, Reinforcement Learning (RL) has emerged as a vital tool for aligning generative models…

This work reports the application of a model-free deep-reinforcement-learning-based (DRL) flow control strategy to suppress perturbations evolving in the 1-D linearised Kuramoto-Sivashinsky (KS) equation and 2-D boundary layer flows. The…

流体动力学 · 物理学 2023-01-18 Da Xu , Mengqi Zhang

This article addresses the pump-scheduling optimization problem to enhance real-time control of real-world water distribution networks (WDNs). Our primary objectives are to adhere to physical operational constraints while reducing energy…

人工智能 · 计算机科学 2023-10-17 Harsh Patel , Yuan Zhou , Alexander P Lamb , Shu Wang , Jieliang Luo

Reinforcement learning (RL) based investment strategies have been widely adopted in portfolio management (PM) in recent years. Nevertheless, most RL-based approaches may often emphasize on pursuing returns while ignoring the risks of the…

投资组合管理 · 定量金融 2023-06-13 Zhenglong Li , Hejun Huang , Vincent Tam

Multifunctionality is ubiquitous in biological neurons. Several studies have translated the concept to artificial neural networks as well. Recently, multifunctionality in reservoir computing (RC) has gained the widespread attention of…

混沌动力学 · 物理学 2025-04-18 Swarnendu Mandal , Kazuyuki Aihara

We develop neural-network active flow controllers using a deep learning PDE augmentation method (DPM). The sensitivities for optimization are computed using adjoints of the governing equations without restriction on the terms that may…

流体动力学 · 物理学 2023-07-20 Xuemin Liu , Jonathan F. MacArt

In many engineered systems, optimization is used for decision making at time-scales ranging from real-time operation to long-term planning. This process often involves solving similar optimization problems over and over again with slightly…

最优化与控制 · 数学 2019-01-18 Sidhant Misra , Line Roald , Yeesian Ng

Algorithmic trading has gained attention due to its potential for generating superior returns. This paper investigates the effectiveness of deep reinforcement learning (DRL) methods in algorithmic commodities trading. It formulates the…

交易与市场微观结构 · 定量金融 2023-09-06 Jonas Hanetho

Obtainable computational efficiency is evaluated when using an Adaptive Mesh Refinement (AMR) strategy in time accurate simulations governed by sets of conservation laws. For a variety of 1D, 2D, and 3D hydro- and magnetohydrodynamic…

天体物理学 · 物理学 2009-11-10 R. Keppens , M. Nool , G. Toth , J. P. Goedbloed