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Dynamic hedging is a financial strategy that consists in periodically transacting one or multiple financial assets to offset the risk associated with a correlated liability. Deep Reinforcement Learning (DRL) algorithms have been used to…

计算金融 · 定量金融 2025-04-18 Andrei Neagu , Frédéric Godin , Leila Kosseim

Reinforcement Learning (RL) is a popular machine learning paradigm where intelligent agents interact with the environment to fulfill a long-term goal. Driven by the resurgence of deep learning, Deep RL (DRL) has witnessed great success over…

机器学习 · 计算机科学 2025-09-01 Yunpeng Qing , Shunyu Liu , Jie Song , Yang Zhou , Kaixuan Chen , Huiqiong Wang , Mingli Song

Power system emergency control is generally regarded as the last safety net for grid security and resiliency. Existing emergency control schemes are usually designed off-line based on either the conceived "worst" case scenario or a few…

机器学习 · 计算机科学 2019-04-23 Qiuhua Huang , Renke Huang , Weituo Hao , Jie Tan , Rui Fan , Zhenyu Huang

As power systems are undergoing a significant transformation with more uncertainties, less inertia and closer to operation limits, there is increasing risk of large outages. Thus, there is an imperative need to enhance grid emergency…

机器学习 · 计算机科学 2022-02-08 Renke Huang , Yujiao Chen , Tianzhixi Yin , Qiuhua Huang , Jie Tan , Wenhao Yu , Xinya Li , Ang Li , Yan Du

Deep reinforcement learning (DRL) has been applied to a variety of problems during the past decade, and has provided effective control strategies in high-dimensional and non-linear situations that are challenging to traditional methods.…

流体动力学 · 物理学 2023-04-07 Colin Vignon , Jean Rabault , Ricardo Vinuesa

Lasers make possible the production and ultimate control of electromagnetic fields in terms of spectral purity, spatial confinement down to micrometer scale, duration down to a single cycle in the femtosecond domain or shorter and…

光学 · 物理学 2021-05-13 Daniel Ursescu

In this paper, we study the use of robust model independent bounded extremum seeking (ES) feedback control to improve the robustness of deep reinforcement learning (DRL) controllers for a class of nonlinear time-varying systems. DRL has the…

机器学习 · 计算机科学 2026-03-11 Shaifalee Saxena , Alan Williams , Rafael Fierro , Alexander Scheinker

We present a system that enables an autonomous small-scale RC car to drive aggressively from visual observations using reinforcement learning (RL). Our system, FastRLAP (faster lap), trains autonomously in the real world, without human…

机器人学 · 计算机科学 2023-04-20 Kyle Stachowicz , Dhruv Shah , Arjun Bhorkar , Ilya Kostrikov , Sergey Levine

Much attention has been devoted recently to the development of machine learning algorithms with the goal of improving treatment policies in healthcare. Reinforcement learning (RL) is a sub-field within machine learning that is concerned…

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…

Deep reinforcement learning (DRL) has achieved significant breakthroughs in various tasks. However, most DRL algorithms suffer a problem of generalizing the learned policy which makes the learning performance largely affected even by minor…

机器学习 · 计算机科学 2019-07-11 Zhengyao Jiang , Shan Luo

Deep Reinforcement Learning (DRL) has achieved great success in solving complicated decision-making problems. Despite the successes, DRL is frequently criticized for many reasons, e.g., data inefficient, inflexible and intractable reward…

机器学习 · 计算机科学 2023-02-07 Weiqin Chen

In the ever-changing and intricate landscape of financial markets, portfolio optimisation remains a formidable challenge for investors and asset managers. Conventional methods often struggle to capture the complex dynamics of market…

机器学习 · 统计学 2025-10-09 Himanshu Choudhary , Arishi Orra , Manoj Thakur

Deep Reinforcement Learning (DRL) is a frequently employed technique to solve scheduling problems. Although DRL agents ace at delivering viable results in short computing times, their reasoning remains opaque. We conduct a case study where…

Reinforcement Learning (RL) is increasingly applied to large-scale decision-making problems like logistics, scheduling, and recommender systems, but existing algorithms struggle with the curse of dimensionality in such large discrete action…

机器学习 · 计算机科学 2026-05-12 Heiko Hoppe , Fabian Akkerman , Wouter van Heeswijk , Maximilian Schiffer

Today, human operators primarily perform voltage control of the electric transmission system. As the complexity of the grid increases, so does its operation, suggesting additional automation could be beneficial. A subset of machine learning…

机器学习 · 计算机科学 2020-10-19 Brandon L. Thayer , Thomas J. Overbye

The exponential growth of digital services has positioned data centers among the most energy-intensive infrastructures in the modern economy, raising critical concerns regarding operational costs, carbon emissions, and the sustainable…

机器学习 · 计算机科学 2026-05-05 Abderaouf Bahi , Amel Ourici , Hasan Dincer , Serhat Yuksel , Akila Djebbar

Many real-world applications can be formulated as multi-agent cooperation problems, such as network packet routing and coordination of autonomous vehicles. The emergence of deep reinforcement learning (DRL) provides a promising approach for…

多智能体系统 · 计算机科学 2022-06-28 Zhixuan Liang , Jiannong Cao , Shan Jiang , Divya Saxena , Huafeng Xu

Although Reinforcement Learning (RL) has shown to be capable of producing impressive results, its use is limited by the impact of its hyperparameters on performance. This often makes it difficult to achieve good results in practice.…

机器学习 · 计算机科学 2024-05-16 Aditya Mohan , Carolin Benjamins , Konrad Wienecke , Alexander Dockhorn , Marius Lindauer

Recent advancements in artificial intelligence (AI) applications within aerospace have demonstrated substantial growth, particularly in the context of control systems. As High Performance Computing (HPC) platforms continue to evolve, they…

人工智能 · 计算机科学 2024-12-24 Abedin Sherifi