相关论文: Dual-Agent Deep Reinforcement Learning for Dynamic…
Dynamic hedging is the practice of periodically transacting financial instruments to offset the risk caused by an investment or a liability. Dynamic hedging optimization can be framed as a sequential decision problem; thus, Reinforcement…
The problem of how to take the right actions to make profits in sequential process continues to be difficult due to the quick dynamics and a significant amount of uncertainty in many application scenarios. In such complicated environments,…
With the rapid development of deep learning, deep reinforcement learning (DRL) began to appear in the field of resource scheduling in recent years. Based on the previous research on DRL in the literature, we introduce online resource…
Deep Reinforcement Learning (RL) is remarkably effective in addressing sequential resource allocation problems in domains such as healthcare, public policy, and resource management. However, deep RL policies often lack transparency and…
Advanced algorithms based on Deep Reinforcement Learning (DRL) have been able to become a reliable tool for the Forex market traders and provide a suitable strategy for maximizing profit and reducing trading risk. These tools try to find…
Incorporating various modes of information into the machine learning procedure is becoming a new trend. And data from various source can provide more information than single one no matter they are heterogeneous or homogeneous. Existing deep…
Many real-world auctions are dynamic processes, in which bidders interact and report information over multiple rounds with the auctioneer. The sequential decision making aspect paired with imperfect information renders analyzing the…
While a powerful and promising approach, deep reinforcement learning (DRL) still suffers from sample inefficiency, which can be notably improved by resorting to more sophisticated techniques to address the exploration-exploitation dilemma.…
Learned representations in deep reinforcement learning (DRL) have to extract task-relevant information from complex observations, balancing between robustness to distraction and informativeness to the policy. Such stable and rich…
In practice, it is quite common to face combinatorial optimization problems which contain uncertainty along with non-determinism and dynamicity. These three properties call for appropriate algorithms; reinforcement learning (RL) is dealing…
This paper establishes a new and comprehensive theoretical analysis for the application of reinforcement learning (RL) in high-frequency market making. We bridge the modern RL theory and the continuous-time statistical models in…
This paper presents a Reinforcement Learning (RL) based energy market for a prosumer dominated microgrid. The proposed market model facilitates a real-time and demanddependent dynamic pricing environment, which reduces grid costs and…
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…
This paper studies reinforcement learning (RL) in doubly inhomogeneous environments under temporal non-stationarity and subject heterogeneity. In a number of applications, it is commonplace to encounter datasets generated by system dynamics…
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…
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…
Deep reinforcement learning (DRL) frameworks are increasingly used to solve high-dimensional continuous control tasks in robotics. However, due to the lack of sample efficiency, applying DRL for online learning is still practically…
This study addresses the challenge of optimal power allocation in stochastic wireless networks by employing a Deep Reinforcement Learning (DRL) framework. Specifically, we design a Deep Q-Network (DQN) agent capable of learning adaptive…
Millions of battery-powered sensors deployed for monitoring purposes in a multitude of scenarios, e.g., agriculture, smart cities, industry, etc., require energy-efficient solutions to prolong their lifetime. When these sensors observe a…
Changes in demand, various hydrological inputs, and environmental stressors are among the issues that water managers and policymakers face on a regular basis. These concerns have sparked interest in applying different techniques to…