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This paper presents a Quantum Reinforcement Learning (QRL) solution to the dynamic portfolio optimization problem based on Variational Quantum Circuits. The implemented QRL approaches are quantum analogues of the classical…

机器学习 · 计算机科学 2026-01-29 Vincent Gurgul , Ying Chen , Stefan Lessmann

This paper presents a multi-agent Deep Reinforcement Learning (DRL) framework for autonomous control and integration of renewable energy resources into smart power grid systems. In particular, the proposed framework jointly considers demand…

Deep Reinforcement Learning (DRL) algorithms can scale to previously intractable problems. The automation of profit generation in the stock market is possible using DRL, by combining the financial assets price "prediction" step and the…

交易与市场微观结构 · 定量金融 2022-09-20 Taylan Kabbani , Ekrem Duman

This paper presents the first deep reinforcement learning (DRL) framework to estimate the optimal Dynamic Treatment Regimes from observational medical data. This framework is more flexible and adaptive for high dimensional action and state…

人工智能 · 计算机科学 2018-01-30 Ning Liu , Ying Liu , Brent Logan , Zhiyuan Xu , Jian Tang , Yanzhi Wang

Optimized control of quantum networks is essential for enabling distributed quantum applications with strict performance requirements. In near-term architectures with constrained hardware, effective control may determine the feasibility of…

To improve the system performance towards the Shannon limit, advanced radio resource management mechanisms play a fundamental role. In particular, scheduling should receive much attention, because it allocates radio resources among…

机器学习 · 计算机科学 2021-03-23 Jian Wang , Chen Xu , Rong Li , Yiqun Ge , Jun Wang

This work optimizes the highway decision making strategy of autonomous vehicles by using deep reinforcement learning (DRL). First, the highway driving environment is built, wherein the ego vehicle, surrounding vehicles, and road lanes are…

人工智能 · 计算机科学 2020-07-17 Teng Liu , Xingyu Mu , Xiaolin Tang , Bing Huang , Hong Wang , Dongpu Cao

Deep Reinforcement Learning (RL) powered by neural net approximation of the Q function has had enormous empirical success. While the theory of RL has traditionally focused on linear function approximation (or eluder dimension) approaches,…

机器学习 · 计算机科学 2021-12-28 Baihe Huang , Kaixuan Huang , Sham M. Kakade , Jason D. Lee , Qi Lei , Runzhe Wang , Jiaqi Yang

Financial trading has been widely analyzed for decades with market participants and academics always looking for advanced methods to improve trading performance. Deep reinforcement learning (DRL), a recently reinvigorated method with…

交易与市场微观结构 · 定量金融 2021-06-17 Ali Hirsa , Joerg Osterrieder , Branka Hadji-Misheva , Jan-Alexander Posth

The learning inefficiency of reinforcement learning (RL) from scratch hinders its practical application towards continuous robotic tracking control, especially for high-dimensional robots. This work proposes a data-informed residual…

系统与控制 · 电气工程与系统科学 2024-06-10 Cong Li , Fangzhou Liu , Yongchao Wang , Martin Buss

Next Generation (NextG) networks are expected to support demanding tactile internet applications such as augmented reality and connected autonomous vehicles. Whereas recent innovations bring the promise of larger link capacity, their…

机器学习 · 计算机科学 2021-12-08 Peyman Tehrani , Francesco Restuccia , Marco Levorato

Recent advancements in deep reinforcement learning (DRL) techniques have sparked its multifaceted applications in the automation sector. Managing complex decision-making problems with DRL encourages its use in the nuclear industry for tasks…

人工智能 · 计算机科学 2026-02-19 Biswajit Sadhu , Trijit Sadhu , S. Anand

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

Algorithmic stock trading has become a staple in today's financial market, the majority of trades being now fully automated. Deep Reinforcement Learning (DRL) agents proved to be to a force to be reckon with in many complex games like Chess…

机器学习 · 计算机科学 2021-06-02 Tidor-Vlad Pricope

Next-gen networks require significant evolution of management to enable automation and adaptively adjust network configuration based on traffic dynamics. The advent of software-defined networking (SDN) and programmable switches enables…

网络与互联网体系结构 · 计算机科学 2024-02-08 Akshita Abrol , Purnima Murali Mohan , Tram Truong-Huu

In this paper, a deep reinforcement learning (DRL) method is proposed to address the problem of UAV navigation in an unknown environment. However, DRL algorithms are limited by the data efficiency problem as they typically require a huge…

机器人学 · 计算机科学 2020-08-07 Lei He , Nabil Aouf , James F. Whidborne , Bifeng Song

We propose a reinforcement learning (RL) approach to model optimal exercise strategies for option-type products. We pursue the RL avenue in order to learn the optimal action-value function of the underlying stopping problem. In addition to…

证券定价 · 定量金融 2024-06-27 John Ery , Loris Michel

Deep reinforcement learning (DRL) is a machine learning-based method suited for complex and high-dimensional control problems. In this study, a real-time control system based on DRL is developed for long-term voltage stability events. The…

系统与控制 · 电气工程与系统科学 2022-07-12 Hannes Hagmar , Le Anh Tuan , Robert Eriksson

Next generation wireless networks are expected to be extremely complex due to their massive heterogeneity in terms of the types of network architectures they incorporate, the types and numbers of smart IoT devices they serve, and the types…

信号处理 · 电气工程与系统科学 2022-03-14 Abdulmalik Alwarafy , Mohamed Abdallah , Bekir Sait Ciftler , Ala Al-Fuqaha , Mounir Hamdi

Reliability quantification of deep reinforcement learning (DRL)-based control is a significant challenge for the practical application of artificial intelligence (AI) in safety-critical systems. This study proposes a method for quantifying…

系统与控制 · 电气工程与系统科学 2024-07-22 Hitoshi Yoshioka , Hirotada Hashimoto