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相关论文: Deep Q-Network for Stochastic Process Environments

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Linear dynamical systems that obey stochastic differential equations are canonical models. While optimal control of known systems has a rich literature, the problem is technically hard under model uncertainty and there are hardly any…

系统与控制 · 电气工程与系统科学 2023-06-09 Mohamad Kazem Shirani Faradonbeh , Mohamad Sadegh Shirani Faradonbeh

Most artificial intelligence models have limiting ability to solve new tasks faster, without forgetting previously acquired knowledge. The recently emerging paradigm of continual learning aims to solve this issue, in which the model learns…

机器学习 · 计算机科学 2018-06-01 Ju Xu , Zhanxing Zhu

Reinforcement learning (RL) has emerged as a powerful paradigm for solving decision-making problems in dynamic environments. In this research, we explore the application of Double DQN (DDQN) and Dueling Network Architectures, to financial…

机器学习 · 计算机科学 2025-04-17 Bruno Giorgio

Model predictive control (MPC) is an effective method for controlling robotic systems, particularly autonomous aerial vehicles such as quadcopters. However, application of MPC can be computationally demanding, and typically requires…

机器学习 · 计算机科学 2016-02-17 Tianhao Zhang , Gregory Kahn , Sergey Levine , Pieter Abbeel

Reinforcement learning (RL) is an innovative approach to financial decision making, offering specialized solutions to complex investment problems where traditional methods fail. This review analyzes 167 articles from 2017--2025, focusing on…

计算金融 · 定量金融 2025-12-12 Mohammad Rezoanul Hoque , Md Meftahul Ferdaus , M. Kabir Hassan

With economic development, the complexity of infrastructure has increased drastically. Similarly, with the shift from fossil fuels to renewable sources of energy, there is a dire need for such systems that not only predict and forecast with…

人工智能 · 计算机科学 2024-12-04 Hallah Shahid Butt , Benjamin Schäfer

A convenient approach to optimally solving combinatorial optimization tasks is the Branch-and-Bound method. Its branching heuristic can be learned to solve a large set of similar tasks. The promising results here are achieved by the…

机器学习 · 计算机科学 2026-05-22 D. Sorokin , A. Kostin , L. Savchenko , G. Gusev , A. V. Savchenko

We present a novel definition of the reinforcement learning state, actions and reward function that allows a deep Q-network (DQN) to learn to control an optimization hyperparameter. Using Q-learning with experience replay, we train two DQNs…

最优化与控制 · 数学 2016-06-21 Samantha Hansen

An effective way to achieve intelligence is to simulate various intelligent behaviors in the human brain. In recent years, bio-inspired learning methods have emerged, and they are different from the classical mathematical programming…

人工智能 · 计算机科学 2019-04-01 Jieneng Chen , Jingye Chen , Ruiming Zhang , Xiaobin Hu

An automatic program that generates constant profit from the financial market is lucrative for every market practitioner. Recent advance in deep reinforcement learning provides a framework toward end-to-end training of such trading agent.…

交易与市场微观结构 · 定量金融 2018-07-10 Chien Yi Huang

The powerful learning ability of deep neural networks enables reinforcement learning agents to learn competent control policies directly from continuous environments. In theory, to achieve stable performance, neural networks assume i.i.d.…

机器学习 · 计算机科学 2022-09-02 Tiantian Zhang , Xueqian Wang , Bin Liang , Bo Yuan

Deep reinforcement learning is an increasingly popular technique for synthesising policies to control an agent's interaction with its environment. There is also growing interest in formally verifying that such policies are correct and…

人工智能 · 计算机科学 2022-06-02 Edoardo Bacci , David Parker

Recent research has turned to Reinforcement Learning (RL) to solve challenging decision problems, as an alternative to hand-tuned heuristics. RL can learn good policies without the need for modeling the environment's dynamics. Despite this…

机器学习 · 计算机科学 2023-01-30 Pouya Hamadanian , Malte Schwarzkopf , Siddartha Sen , Mohammad Alizadeh

Algorithmic trading or Financial robots have been conquering the stock markets with their ability to fathom complex statistical trading strategies. But with the recent development of deep learning technologies, these strategies are becoming…

投资组合管理 · 定量金融 2024-05-06 Ashish Anil Pawar , Vishnureddy Prashant Muskawar , Ritesh Tiku

In this paper, we propose a novel Reinforcement Learning approach for solving the Active Information Acquisition problem, which requires an agent to choose a sequence of actions in order to acquire information about a process of interest…

机器学习 · 计算机科学 2019-10-25 Heejin Jeong , Brent Schlotfeldt , Hamed Hassani , Manfred Morari , Daniel D. Lee , George J. Pappas

We propose a distributed deep learning model to successfully learn control policies directly from high-dimensional sensory input using reinforcement learning. The model is based on the deep Q-network, a convolutional neural network trained…

机器学习 · 计算机科学 2015-10-16 Hao Yi Ong , Kevin Chavez , Augustus Hong

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…

计算工程、金融与科学 · 计算机科学 2025-02-07 Zhiming Li , Junzhe Jiang , Yushi Cao , Aixin Cui , Bozhi Wu , Bo Li , Yang Liu , Danny Dongning Sun

In this paper, the implementation of two Reinforcement learnings namely, Q Learning and Deep Q Network(DQN) on a Self Balancing Robot Gazebo model has been discussed. The goal of the experiments is to make the robot model learn the best…

机器人学 · 计算机科学 2018-07-24 MD Muhaimin Rahman , SM Hasanur Rashid , M. M Hossain

This paper presents a Double Deep Q-Network algorithm for trading single assets, namely the E-mini S&P 500 continuous futures contract. We use a proven setup as the foundation for our environment with multiple extensions. The features of…

机器学习 · 计算机科学 2022-06-30 Frensi Zejnullahu , Maurice Moser , Joerg Osterrieder

Efficient maintenance has always been essential for the successful application of engineering systems. However, the challenges to be overcome in the implementation of Industry 4.0 necessitate new paradigms of maintenance optimization.…

机器学习 · 计算机科学 2025-05-28 Alberto Pliego Marugán , Jesús M. Pinar-Pérez , Fausto Pedro García Márquez
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