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This scientific research paper presents an innovative approach based on deep reinforcement learning (DRL) to solve the algorithmic trading problem of determining the optimal trading position at any point in time during a trading activity in…

交易与市场微观结构 · 定量金融 2022-06-06 Thibaut Théate , Damien Ernst

Route planning is essential to mobile robot navigation problems. In recent years, deep reinforcement learning (DRL) has been applied to learning optimal planning policies in stochastic environments without prior knowledge. However, existing…

机器人学 · 计算机科学 2023-04-21 Xi Lin , Paul Szenher , John D. Martin , Brendan Englot

Urban Traffic Control (UTC) plays an essential role in Intelligent Transportation System (ITS) but remains difficult. Since model-based UTC methods may not accurately describe the complex nature of traffic dynamics in all situations,…

人工智能 · 计算机科学 2018-08-27 Yilun Lin , Xingyuan Dai , Li Li , Fei-Yue Wang

Order Picker Routing is a critical issue in Warehouse Operations Management. Due to the complexity of the problem and the need for quick solutions, suboptimal algorithms are frequently employed in practice. However, Reinforcement Learning…

机器学习 · 计算机科学 2024-02-07 George Dunn , Hadi Charkhgard , Ali Eshragh , Sasan Mahmoudinazlou , Elizabeth Stojanovski

In e-commerce markets, on time delivery is of great importance to customer satisfaction. In this paper, we present a Deep Reinforcement Learning (DRL) approach for deciding how and when orders should be batched and picked in a warehouse to…

机器学习 · 计算机科学 2021-10-13 Bram Cals , Yingqian Zhang , Remco Dijkman , Claudy van Dorst

This paper introduces a novel approach, Decision Theory-guided Deep Reinforcement Learning (DT-guided DRL), to address the inherent cold start problem in DRL. By integrating decision theory principles, DT-guided DRL enhances agents' initial…

机器学习 · 计算机科学 2024-02-12 Zelin Wan , Jin-Hee Cho , Mu Zhu , Ahmed H. Anwar , Charles Kamhoua , Munindar P. Singh

Mastering deep reinforcement learning (DRL) proves challenging in tasks featuring scant rewards. These limited rewards merely signify whether the task is partially or entirely accomplished, necessitating various exploration actions before…

机器学习 · 计算机科学 2024-04-11 Guojian Wang , Faguo Wu , Xiao Zhang

New forms of on-demand transportation such as ride-hailing and connected autonomous vehicles are proliferating, yet are a challenging use case for electric vehicles (EV). This paper explores the feasibility of using deep reinforcement…

系统与控制 · 电气工程与系统科学 2019-12-10 Jacob F. Pettit , Ruben Glatt , Jonathan R. Donadee , Brenden K. Petersen

Deep Reinforcement Learning (DRL) has been extensively used to address portfolio optimization problems. The DRL agents acquire knowledge and make decisions through unsupervised interactions with their environment without requiring explicit…

机器学习 · 计算机科学 2025-01-14 Ruoyu Sun , Yue Xi , Angelos Stefanidis , Zhengyong Jiang , Jionglong Su

Topology impacts important network performance metrics, including link utilization, throughput and latency, and is of central importance to network operators. However, due to the combinatorial nature of network topology, it is extremely…

网络与互联网体系结构 · 计算机科学 2026-03-04 Zhuoran Li , Xing Wang , Ling Pan , Lin Zhu , Zhendong Wang , Junlan Feng , Chao Deng , Longbo Huang

Deep reinforcement learning (DRL) has become a popular approach in traffic signal control (TSC) due to its ability to learn adaptive policies from complex traffic environments. Within DRL-based TSC methods, two primary control paradigms are…

机器学习 · 计算机科学 2025-09-04 Hankang Gu , Yuli Zhang , Chengming Wang , Ruiyuan Jiang , Ziheng Qiao , Pengfei Fan , Dongyao Jia

Inventory Routing Problem (IRP) is a crucial challenge in supply chain management as it involves optimizing efficient route selection while considering the uncertainty of inventory demand planning. To solve IRPs, usually a two-stage…

机器学习 · 计算机科学 2024-01-02 MD Shafikul Islam , Azmine Toushik Wasi

Deep Reinforcement Learning (DRL) has become a popular method for solving control problems in power systems. Conventional DRL encourages the agent to explore various policies encoded in a neural network (NN) with the goal of maximizing the…

系统与控制 · 电气工程与系统科学 2024-10-28 Tong Wu , Anna Scaglione , Daniel Arnold

Deep reinforcement learning (DRL) has been proven its efficiency in capturing users' dynamic interests in recent literature. However, training a DRL agent is challenging, because of the sparse environment in recommender systems (RS), DRL…

信息检索 · 计算机科学 2022-09-20 Xiaocong Chen , Siyu Wang , Lina Yao , Lianyong Qi , Yong Li

Planning safe trajectories under uncertain and dynamic conditions makes the autonomous driving problem significantly complex. Current sampling-based methods such as Rapidly Exploring Random Trees (RRTs) are not ideal for this problem…

机器人学 · 计算机科学 2020-11-11 Kaleb Ben Naveed , Zhiqian Qiao , John M. Dolan

Urban railway systems increasingly rely on communication based train control (CBTC) systems, where optimal deployment of access points (APs) in tunnels is critical for robust wireless coverage. Traditional methods, such as empirical…

信号处理 · 电气工程与系统科学 2025-09-30 Kunyu Wu , Qiushi Zhao , Zihan Feng , Yunxi Mu , Hao Qin , Xinyu Zhang , Xingqi Zhang

Data processing and analytics are fundamental and pervasive. Algorithms play a vital role in data processing and analytics where many algorithm designs have incorporated heuristics and general rules from human knowledge and experience to…

机器学习 · 计算机科学 2022-02-07 Qingpeng Cai , Can Cui , Yiyuan Xiong , Wei Wang , Zhongle Xie , Meihui Zhang

The problem of resource constrained scheduling in a dynamic and heterogeneous wireless setting is considered here. In our setup, the available limited bandwidth resources are allocated in order to serve randomly arriving service demands,…

机器学习 · 计算机科学 2022-04-01 Apostolos Avranas , Marios Kountouris , Philippe Ciblat

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

Recently, there is an emerging trend to apply deep reinforcement learning to solve the vehicle routing problem (VRP), where a learnt policy governs the selection of next node for visiting. However, existing methods could not handle well the…

机器学习 · 计算机科学 2021-10-07 Jingwen Li , Liang Xin , Zhiguang Cao , Andrew Lim , Wen Song , Jie Zhang