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Deep reinforcement learning (DRL) methods such as the Deep Q-Network (DQN) have achieved state-of-the-art results in a variety of challenging, high-dimensional domains. This success is mainly attributed to the power of deep neural networks…
Reinforcement Learning (RL) algorithms allow artificial agents to improve their action selections so as to increase rewarding experiences in their environments. Deep Reinforcement Learning algorithms require solving a nonconvex and…
Deep Deterministic Policy Gradient (DDPG) algorithm is one of the most well-known reinforcement learning methods. However, this method is inefficient and unstable in practical applications. On the other hand, the bias and variance of the Q…
Reinforcement Learning (RL) applied to financial problems has been the subject of a lively area of research. The use of RL for optimal trading strategies that exploit latent information in the market is, to the best of our knowledge, not…
We study reinforcement learning (RL) in high dimensional episodic Markov decision processes (MDP). We consider value-based RL when the optimal Q-value is a linear function of d-dimensional state-action feature representation. For instance,…
This paper tackles the challenge of learning non-Markovian optimal execution strategies in dynamic financial markets. We introduce a novel actor-critic algorithm based on Deep Deterministic Policy Gradient (DDPG) to address this issue, with…
Among the many variants of RL, an important class of problems is where the state and action spaces are continuous -- autonomous robots, autonomous vehicles, optimal control are all examples of such problems that can lend themselves…
This paper investigates a project with stochastic activity durations and cash flows under discrete scenarios, where activities must satisfy precedence constraints generating cash inflows and outflows. The objective is to maximize expected…
The deep Q-network (DQN) and return-based reinforcement learning are two promising algorithms proposed in recent years. DQN brings advances to complex sequential decision problems, while return-based algorithms have advantages in making use…
Deep Q-learning Network (DQN) is a successful way which combines reinforcement learning with deep neural networks and leads to a widespread application of reinforcement learning. One challenging problem when applying DQN or other…
Deep Reinforcement Learning (RL) recently emerged as one of the most competitive approaches for learning in sequential decision making problems with fully observable environments, e.g., computer Go. However, very little work has been done…
Deep Reinforcement Learning (RL) recently emerged as one of the most competitive approaches for learning in sequential decision making problems with fully observable environments, e.g., computer Go. However, very little work has been done…
Thanks to its robust learning and search stabilities,the reinforcement learning (RL) algorithm has garnered increasingly significant attention and been exten-sively applied in Automated Guided Vehicle (AGV) path planning. However, RL-based…
Recently, multiagent deep reinforcement learning (DRL) has received increasingly wide attention. Existing multiagent DRL algorithms are inefficient when facing with the non-stationarity due to agents update their policies simultaneously in…
The theory of continuous-time reinforcement learning (RL) has progressed rapidly in recent years. While the ultimate objective of RL is typically to learn deterministic control policies, most existing continuous-time RL methods rely on…
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…
We present a distributed quasi-Newton (DQN) method, which enables a group of agents to compute an optimal solution of a separable multi-agent optimization problem locally using an approximation of the curvature of the aggregate objective…
This study considers multiple reconfigurable intelligent surfaces (RISs)-aided multiuser downlink systems with the goal of jointly optimizing the transmitter precoding and RIS phase shift matrix to maximize spectrum efficiency. Unlike prior…
The uncertainties from distributed energy resources (DERs) bring significant challenges to the real-time operation of microgrids. In addition, due to the nonlinear constraints in the AC power flow equation and the nonlinearity of the…
This study focuses on optimizing path planning for unmanned ground vehicles (UGVs) in precision agriculture using deep reinforcement learning (DRL) techniques in continuous action spaces. The research begins with a review of traditional…