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Deep reinforcement learning (DRL) is a well-suited approach to financial decision-making, where an agent makes decisions based on its trading strategy developed from market observations. Existing DRL intraday trading strategies mainly use…

交易与市场微观结构 · 定量金融 2024-06-13 Sven Goluža , Tomislav Kovačević , Tessa Bauman , Zvonko Kostanjčar

This paper proposes a lexicographic Deep Reinforcement Learning (DeepRL)-based approach to chance-constrained Markov Decision Processes, in which the controller seeks to ensure that the probability of satisfying the constraint is above a…

机器学习 · 计算机科学 2020-10-20 Alessandro Giuseppi , Antonio Pietrabissa

As a team studying the predictors of complications after lung surgery, we have encountered high missingness of data on one-lung ventilation (OLV) start and end times due to high clinical workload and cognitive overload during surgery. Such…

信号处理 · 电气工程与系统科学 2023-02-27 Zhihua Li , Alexander Nagrebetsky , Sylvia Ranjeva , Nan Bi , Dianbo Liu , Marcos F. Vidal Melo , Timothy Houle , Lijun Yin , Hao Deng

Ramp metering is the act of controlling on-going vehicles to the highway mainlines. Decades of practices of ramp metering have proved that ramp metering can decrease total travel time, mitigate shockwaves, decrease rear-end collisions by…

机器学习 · 计算机科学 2023-08-15 Diyi Liu , Lanmin Liu , Lee D Han

Closed loop quantum control uses measurement to control the dynamics of a quantum system to achieve either a desired target state or target dynamics. In the case when the quantum Hamiltonian is quadratic in ${x}$ and ${p}$, there are known…

量子物理 · 物理学 2021-11-15 Sangkha Borah , Bijita Sarma , Michael Kewming , Gerard J. Milburn , Jason Twamley

Learning an effective representation for high-dimensional data is a challenging problem in reinforcement learning (RL). Deep reinforcement learning (DRL) such as Deep Q networks (DQN) achieves remarkable success in computer games by…

机器学习 · 计算机科学 2019-05-10 Borislav Mavrin , Hengshuai Yao , Linglong Kong

Optimal stopping is the problem of deciding the right time at which to take a particular action in a stochastic system, in order to maximize an expected reward. It has many applications in areas such as finance, healthcare, and statistics.…

人工智能 · 计算机科学 2021-05-20 Abderrahim Fathan , Erick Delage

The aerodynamic design of modern civil aircraft requires a true sense of intelligence since it requires a good understanding of transonic aerodynamics and sufficient experience. Reinforcement learning is an artificial general intelligence…

计算工程、金融与科学 · 计算机科学 2021-09-21 Runze Li , Yufei Zhang , Haixin Chen

In the past couple of years, the interest of the fluid mechanics community for deep reinforcement learning (DRL) techniques has increased at fast pace, leading to a growing bibliography on the topic. While the capabilities of DRL to solve…

流体动力学 · 物理学 2022-11-30 Jonathan Viquerat , Philippe Meliga , Elie Hachem

This study showcases an experimental deployment of deep reinforcement learning (DRL) for active flow control (AFC) of vortex-induced vibrations (VIV) in a circular cylinder at a high Reynolds number (Re = 3000) using rotary actuation.…

机器学习 · 计算机科学 2025-09-30 Hussam Sababha , Bernat Font , Mohammed Daqaq

Reinforcement Learning (RL) applied in healthcare can lead to unsafe medical decisions and treatment, such as excessive dosages or abrupt changes, often due to agents overlooking common-sense constraints. Consequently, Constrained…

机器学习 · 计算机科学 2024-10-15 Nan Fang , Guiliang Liu , Wei Gong

Reinforcement learning (RL) is a powerful data-driven control method that has been largely explored in autonomous driving tasks. However, conventional RL approaches learn control policies through trial-and-error interactions with the…

机器人学 · 计算机科学 2021-11-03 Tianyu Shi , Dong Chen , Kaian Chen , Zhaojian Li

Offline-to-online reinforcement learning (RL) improves sample efficiency by leveraging pre-collected datasets prior to online interaction. A key challenge, however, is learning an accurate critic in large state--action spaces with limited…

人工智能 · 计算机科学 2026-05-21 Andrew Choi , Wei Xu

Reinforcement Learning (RL) can be used to fit a mapping from patient state to a medication regimen. Prior studies have used deterministic and value-based tabular learning to learn a propofol dose from an observed anesthetic state. Deep RL…

机器学习 · 计算机科学 2020-09-10 Gabe Schamberg , Marcus Badgeley , Emery N. Brown

The potential of artificial upwelling (AU) as a means of lifting nutrient-rich bottom water to the surface, stimulating seaweed growth, and consequently enhancing ocean carbon sequestration, has been gaining increasing attention in recent…

机器学习 · 计算机科学 2024-05-01 Yiyuan Zhang , Wei Fan

This paper presents a novel deep reinforcement learning (DRL)-based control strategy for achieving precise and robust output voltage regulation in LCC-S resonant converters, specifically designed for wireless power transfer applications.…

系统与控制 · 电气工程与系统科学 2025-05-06 Reza Safari , Mohsen Hamzeh , Nima Mahdian Dehkordi

With the growing need to reduce energy consumption and greenhouse gas emissions, Eco-driving strategies provide a significant opportunity for additional fuel savings on top of other technological solutions being pursued in the…

系统与控制 · 电气工程与系统科学 2022-12-16 Lindsey Kerbel , Beshah Ayalew , Andrej Ivanco , Keith Loiselle

In recent years, large amounts of electronic health records (EHRs) concerning chronic diseases have been collected to facilitate medical diagnosis. Modeling the dynamic properties of EHRs related to chronic diseases can be efficiently done…

机器学习 · 计算机科学 2025-02-18 Di Wang , Yao Wang , Shao-Bo Lin

Model-based Vol/VAR optimization method is widely used to eliminate voltage violations and reduce network losses. However, the parameters of active distribution networks(ADNs) are not onsite identified, so significant errors may be involved…

系统与控制 · 电气工程与系统科学 2020-05-25 Haotian Liu , Wenchuan Wu

Visual navigation is essential for many applications in robotics, from manipulation, through mobile robotics to automated driving. Deep reinforcement learning (DRL) provides an elegant map-free approach integrating image processing,…

机器人学 · 计算机科学 2020-10-22 Jonáš Kulhánek , Erik Derner , Robert Babuška
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