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This paper addresses a multi-echelon inventory management problem with a complex network topology where deriving optimal ordering decisions is difficult. Deep reinforcement learning (DRL) has recently shown potential in solving such…

机器学习 · 计算机科学 2024-01-30 Liqiang Cheng , Jun Luo , Weiwei Fan , Yidong Zhang , Yuan Li

Remote state estimation of large-scale distributed dynamic processes plays an important role in Industry 4.0 applications. In this paper, by leveraging the theoretical results of structural properties of optimal scheduling policies, we…

信息论 · 计算机科学 2024-10-28 Jiazheng Chen , Wanchun Liu , Daniel E. Quevedo , Yonghui Li , Branka Vucetic

Cost-effective asset management is an area of interest across several industries. Specifically, this paper develops a deep reinforcement learning (DRL) solution to automatically determine an optimal rehabilitation policy for continuously…

机器学习 · 计算机科学 2023-04-19 Zaharah A. Bukhsh , Nils Jansen , Hajo Molegraaf

We present a Reinforcement Learning (RL) based framework for optimizing long-term discounted reward problems with large combinatorial action space and state dependent constraints. These characteristics are common to many operations…

机器学习 · 计算机科学 2025-01-09 Pavithra Harsha , Ashish Jagmohan , Jayant Kalagnanam , Brian Quanz , Divya Singhvi

Industrial systems demand reliable predictive maintenance strategies to enhance operational efficiency and reduce downtime. This paper introduces an integrated framework that leverages the capabilities of the Transformer model-based neural…

机器学习 · 计算机科学 2024-08-06 Yang Zhao , Jiaxi Yang , Wenbo Wang , Helin Yang , Dusit Niyato

Deep reinforcement learning (DRL) has been used to learn effective heuristics for solving complex combinatorial optimisation problem via policy networks and have demonstrated promising performance. Existing works have focused on solving…

机器学习 · 计算机科学 2020-12-25 Nasrin Sultana , Jeffrey Chan , A. K. Qin , Tabinda Sarwar

With the rapid development of artificial intelligence, data-driven methods effectively overcome limitations in traditional portfolio optimization. Conventional models primarily employ long-only mechanisms, excluding highly correlated assets…

计算金融 · 定量金融 2025-03-18 Gang Huang , Xiaohua Zhou , Qingyang Song

Data processing and analytics are fundamental and pervasive. Algorithms play a vital role in data processing and analytics where many algorithm designs have incorporated heuristics and general rules from human knowledge and experience to…

机器学习 · 计算机科学 2022-02-07 Qingpeng Cai , Can Cui , Yiyuan Xiong , Wei Wang , Zhongle Xie , Meihui Zhang

A general control policy framework based on deep reinforcement learning (DRL) is introduced for closed-loop decision making in subsurface flow settings. Traditional closed-loop modeling workflows in this context involve the repeated…

计算物理 · 物理学 2023-02-15 Yusuf Nasir , Louis J. Durlofsky

The traveling purchaser problem (TPP) is an important combinatorial optimization problem with broad applications. Due to the coupling between routing and purchasing, existing works on TPPs commonly address route construction and purchase…

最优化与控制 · 数学 2025-07-03 Haofeng Yuan , Rongping Zhu , Wanlu Yang , Shiji Song , Keyou You , Wei Fan , C. L. Philip Chen

Deep Reinforcement Learning (DRL) has become a popular method for solving control problems in power systems. Conventional DRL encourages the agent to explore various policies encoded in a neural network (NN) with the goal of maximizing the…

系统与控制 · 电气工程与系统科学 2024-10-28 Tong Wu , Anna Scaglione , Daniel Arnold

Deep reinforcement learning (DRL) has emerged as a powerful framework for solving sequential decision-making problems, achieving remarkable success in a wide range of applications, including game AI, autonomous driving, biomedicine, and…

机器学习 · 计算机科学 2025-05-14 Yinghan Sun , Hongxi Wang , Hua Chen , Wei Zhang

In this paper, a deep reinforcement learning (DRL) method is proposed to address the problem of UAV navigation in an unknown environment. However, DRL algorithms are limited by the data efficiency problem as they typically require a huge…

机器人学 · 计算机科学 2020-08-07 Lei He , Nabil Aouf , James F. Whidborne , Bifeng Song

Machine scheduling aims to optimize job assignments to machines while adhering to manufacturing rules and job specifications. This optimization leads to reduced operational costs, improved customer demand fulfillment, and enhanced…

Deep reinforcement learning (DRL) has recently emerged as a promising tool for Dynamic Algorithm Configuration (DAC), enabling evolutionary algorithms to adapt their parameters online rather than relying on static tuned configurations.…

最优化与控制 · 数学 2026-04-03 Andrea Mencaroni , Robbert Reijnen , Yingqian Zhang , Dieter Claeys

Deep Reinforcement Learning (DRL) has emerged as an efficient approach to resource allocation due to its strong capability in handling complex decision-making tasks. However, only limited research has explored the training of DRL models…

机器学习 · 计算机科学 2025-09-23 Aohan Li , Miyu Tsuzuki

The popularity of deep reinforcement learning (DRL) methods in economics have been exponentially increased. DRL through a wide range of capabilities from reinforcement learning (RL) and deep learning (DL) for handling sophisticated dynamic…

统计金融 · 定量金融 2020-04-06 Amir Mosavi , Pedram Ghamisi , Yaser Faghan , Puhong Duan

The optimal dispatch of energy storage systems (ESSs) presents formidable challenges due to the uncertainty introduced by fluctuations in dynamic prices, demand consumption, and renewable-based energy generation. By exploiting the…

系统与控制 · 电气工程与系统科学 2023-07-27 Shengren Hou , Edgar Mauricio Salazar Duque , Peter Palensky , Pedro P. Vergara

Deep reinforcement learning (DRL) is an emerging methodology that is transforming the way many complicated transportation decision-making problems are tackled. Researchers have been increasingly turning to this powerful learning-based…

机器学习 · 计算机科学 2020-10-14 Nahid Parvez Farazi , Tanvir Ahamed , Limon Barua , Bo Zou

Deep reinforcement learning (DRL) has been widely studied in the portfolio management task. However, it is challenging to understand a DRL-based trading strategy because of the black-box nature of deep neural networks. In this paper, we…

投资组合管理 · 定量金融 2021-12-21 Mao Guan , Xiao-Yang Liu