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Finding optimal bidding strategies for generation units in electricity markets would result in higher profit. However, it is a challenging problem due to the system uncertainty which is due to the unknown other generation units' strategies.…

人工智能 · 计算机科学 2022-08-15 Pegah Rokhforoz , Olga Fink

The security of Deep Reinforcement Learning (Deep RL) algorithms deployed in real life applications are of a primary concern. In particular, the robustness of RL agents in cyber-physical systems against adversarial attacks are especially…

机器学习 · 计算机科学 2019-07-01 Xian Yeow Lee , Aaron Havens , Girish Chowdhary , Soumik Sarkar

To improve the system performance towards the Shannon limit, advanced radio resource management mechanisms play a fundamental role. In particular, scheduling should receive much attention, because it allocates radio resources among…

机器学习 · 计算机科学 2021-03-23 Jian Wang , Chen Xu , Rong Li , Yiqun Ge , Jun Wang

Portfolio optimization is essential for balancing risk and return in financial decision-making. Deep Reinforcement Learning (DRL) has stood out as a cutting-edge tool for portfolio optimization that learns dynamic asset allocation using…

机器学习 · 计算机科学 2025-09-16 Himanshu Choudhary , Arishi Orra , Manoj Thakur

The optimal asset allocation between risky and risk-free assets is a persistent challenge due to the inherent volatility in financial markets. Conventional methods rely on strict distributional assumptions or non-additive reward ratios,…

投资组合管理 · 定量金融 2026-01-06 Rongwei Liu , Jin Zheng , John Cartlidge

In this paper, dynamic non-cooperative coexistence between a cognitive pulsed radar and a nearby communications system is addressed by applying nonlinear value function approximation via deep reinforcement learning (Deep RL) to develop a…

信号处理 · 电气工程与系统科学 2020-08-28 Charles E. Thornton , Mark A. Kozy , R. Michael Buehrer , Anthony F. Martone , Kelly D. Sherbondy

We present an approach for reconfiguration of dynamic visual sensor networks with deep reinforcement learning (RL). Our RL agent uses a modified asynchronous advantage actor-critic framework and the recently proposed Relational Network…

机器学习 · 计算机科学 2018-08-14 Paul Jasek , Bernard Abayowa

Deep Reinforcement Learning (RL) agents are susceptible to adversarial noise in their observations that can mislead their policies and decrease their performance. However, an adversary may be interested not only in decreasing the reward,…

机器学习 · 计算机科学 2022-12-13 Dennis Gross , Thiago D. Simao , Nils Jansen , Guillermo A. Perez

Trading markets represent a real-world financial application to deploy reinforcement learning agents, however, they carry hard fundamental challenges such as high variance and costly exploration. Moreover, markets are inherently a…

机器学习 · 计算机科学 2021-07-20 Yue Gao , Kry Yik Chau Lui , Pablo Hernandez-Leal

In-Context Reinforcement Learning (ICRL) is a frontier paradigm to solve Reinforcement Learning (RL) problems in the foundation model era. While ICRL capabilities have been demonstrated in transformers through task-specific training, the…

机器学习 · 计算机科学 2025-06-10 Fanzeng Xia , Hao Liu , Yisong Yue , Tongxin Li

Artificial Intelligence (AI) and Machine Learning (ML) are transforming the domain of Quantitative Trading (QT) through the deployment of advanced algorithms capable of sifting through extensive financial datasets to pinpoint lucrative…

交易与市场微观结构 · 定量金融 2023-12-27 Maochun Xu , Zixun Lan , Zheng Tao , Jiawei Du , Zongao Ye

Transmission switching is a well-established approach primarily applied to minimize operational costs through strategic network reconfiguration. However, exclusive focus on cost reduction can compromise system reliability. While…

系统与控制 · 电气工程与系统科学 2025-07-17 Ding Lin , Jianhui Wang , Tianqiao Zhao , Meng Yue

Unfair stock trading strategies have been shown to be one of the most negative perceptions that customers can have concerning trading and may result in long-term losses for a company. Investment banks usually place trading orders for…

交易与市场微观结构 · 定量金融 2020-01-06 Wenhang Bao

Many challenging real-world problems require the deployment of ensembles multiple complementary learning models to reach acceptable performance levels. While effective, applying the entire ensemble to every sample is costly and often…

密码学与安全 · 计算机科学 2022-09-20 Orel Lavie , Asaf Shabtai , Gilad Katz

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…

计算工程、金融与科学 · 计算机科学 2024-11-05 Sahar Arabha , Davoud Sarani , Parviz Rashidi-Khazaee

Reinforcement learning (RL) algorithms have become indispensable tools in artificial intelligence, empowering agents to acquire optimal decision-making policies through interactions with their environment and feedback mechanisms. This study…

机器学习 · 计算机科学 2024-03-28 Ergon Cugler de Moraes Silva

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

The recent growth of emergent network applications (e.g., satellite networks, vehicular networks) is increasing the complexity of managing modern communication networks. As a result, the community proposed the Digital Twin Networks (DTN) as…

网络与互联网体系结构 · 计算机科学 2022-02-02 Carlos Güemes-Palau , Paul Almasan , Shihan Xiao , Xiangle Cheng , Xiang Shi , Pere Barlet-Ros , Albert Cabellos-Aparicio

Model-based offline reinforcement learning (RL) has emerged as a promising approach for recommender systems, enabling effective policy learning by interacting with frozen world models. However, the reward functions in these world models,…

信息检索 · 计算机科学 2025-05-13 Yi Zhang , Ruihong Qiu , Xuwei Xu , Jiajun Liu , Sen Wang

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