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We develop a portfolio allocation framework that leverages deep learning techniques to address challenges arising from high-dimensional, non-stationary, and low-signal-to-noise market information. Our approach includes a dynamic embedding…

投资组合管理 · 定量金融 2025-01-31 Jinghai He , Cheng Hua , Chunyang Zhou , Zeyu Zheng

Targets search and detection encompasses a variety of decision problems such as coverage, surveillance, search, observing and pursuit-evasion along with others. In this paper we develop a multi-agent deep reinforcement learning (MADRL)…

机器人学 · 计算机科学 2021-03-18 Roi Yehoshua , Juan Heredia-Juesas , Yushu Wu , Christopher Amato , Jose Martinez-Lorenzo

Although Deep Reinforcement Learning (DRL) and Large Language Models (LLMs) each show promise in addressing decision-making challenges in autonomous driving, DRL often suffers from high sample complexity, while LLMs have difficulty ensuring…

人工智能 · 计算机科学 2025-02-21 Chengkai Xu , Jiaqi Liu , Shiyu Fang , Yiming Cui , Dong Chen , Peng Hang , Jian Sun

The increasing demand for autonomous systems in complex and dynamic environments has driven significant research into intelligent path planning methodologies. For decades, graph-based search algorithms, linear programming techniques, and…

This paper focuses on dynamic origin-destination matrix estimation (DODE), a crucial calibration process necessary for the effective application of microscopic traffic simulations. The fundamental challenge of the DODE problem in…

机器学习 · 计算机科学 2026-03-26 Donggyu Min , Seongjin Choi , Dong-Kyu Kim

We introduce a deep reinforcement learning (DRL) approach for solving management problems including inventory management, dynamic pricing, and recommendation. This DRL approach has the potential to lead to a large management model based on…

人工智能 · 计算机科学 2024-03-04 Jinyang Jiang , Xiaotian Liu , Tao Ren , Qinghao Wang , Yi Zheng , Yufu Du , Yijie Peng , Cheng Zhang

We introduce MOON, our comprehensive set of sustainable iterative practices for multimodal representation learning for e-commerce applications. MOON has already been fully deployed across all stages of Taobao search advertising system,…

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

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

Wireless network optimization has been becoming very challenging as the problem size and complexity increase tremendously, due to close couplings among network entities with heterogeneous service and resource requirements. By continuously…

信息论 · 计算机科学 2020-01-29 Shimin Gong , Yutong Xie , Jing Xu , Dusit Niyato , Ying-Chang Liang

Online Network Resource Allocation (ONRA) for service provisioning is a fundamental problem in communication networks. As a sequential decision-making under uncertainty problem, it is promising to approach ONRA via Reinforcement Learning…

网络与互联网体系结构 · 计算机科学 2021-10-19 Bahador Bakhshi , Josep Mangues-Bafalluy

Multi-objective reinforcement learning (MORL) is increasingly relevant due to its resemblance to real-world scenarios requiring trade-offs between multiple objectives. Catering to diverse user preferences, traditional reinforcement learning…

机器学习 · 计算机科学 2024-04-08 Junlin Lu , Patrick Mannion , Karl Mason

In distributed optimization, the practical problem-solving performance is essentially sensitive to algorithm selection, parameter setting, problem type and data pattern. Thus, it is often laborious to acquire a highly efficient method for a…

最优化与控制 · 数学 2024-01-04 Daokuan Zhu , Tianqi Xu , Jie Lu

Various mobile applications that comprise dependent tasks are gaining widespread popularity and are increasingly complex. These applications often have low-latency requirements, resulting in a significant surge in demand for computing…

分布式、并行与集群计算 · 计算机科学 2024-03-22 Jiagang Liu , Yun Mi , Xinyu Zhang , Xiaocui Li

Mobile edge computing (MEC) is a promising technique to improve the computational capacity of smart devices (SDs) in Internet of Things (IoT). However, the performance of MEC is restricted due to its fixed location and limited service…

网络与互联网体系结构 · 计算机科学 2025-08-04 Saichao Liu , Geng Sun , Chuang Zhang , Xuejie Liu , Jiacheng Wang , Changyuan Zhao , Dusit Niyato

Resource allocation plays a critical role in minimizing cycle time and improving the efficiency of business processes. Recently, Deep Reinforcement Learning (DRL) has emerged as a powerful technique to optimize resource allocation policies…

机器学习 · 计算机科学 2025-09-03 Jeroen Middelhuis , Zaharah Bukhsh , Ivo Adan , Remco Dijkman

Cellular vehicle-to-everything (V2X) communication is crucial to support future diverse vehicular applications. However, for safety-critical applications, unstable vehicle-to-vehicle (V2V) links and high signalling overhead of centralized…

网络与互联网体系结构 · 计算机科学 2020-02-19 Xinran Zhang , Mugen Peng , Shi Yan , Yaohua Sun

With the explosive growth in demand for mobile traffic, one of the promising solutions is to offload cellular traffic to small base stations for better system efficiency. Due to increasing system complexity, network operators are facing…

网络与互联网体系结构 · 计算机科学 2020-05-19 Chih-Wei Huang , Po-Chen Chen

Reinforcement learning (RL) emerges as a promising data-driven approach for adaptive traffic signal control (ATSC) in complex urban traffic networks, with deep neural networks substantially augmenting its learning capabilities. However,…

人工智能 · 计算机科学 2025-02-25 Yuli Zhang , Shangbo Wang , Dongyao Jia , Pengfei Fan , Ruiyuan Jiang , Hankang Gu , Andy H. F. Chow

In many real-world multi-agent cooperative tasks, due to high cost and risk, agents cannot continuously interact with the environment and collect experiences during learning, but have to learn from offline datasets. However, the transition…

机器学习 · 计算机科学 2023-08-01 Jiechuan Jiang , Zongqing Lu