相关论文: Natural-gas storage modelling by deep reinforcemen…

Recent advances in deep Reinforcement Learning (RL) have created unprecedented opportunities for intelligent automation, where a machine can autonomously learn an optimal policy for performing a given task. However, current deep RL…

Deep reinforcement learning (DRL) algorithms have been demonstrated to be effective in a wide range of challenging decision making and control tasks. However, these methods typically suffer from severe action oscillations in particular in…

The development of Distributional Reinforcement Learning (DRL) has introduced a natural way to incorporate risk sensitivity into value-based and actor-critic methods by employing risk measures other than expectation in the value function.…

In today's forex market traders increasingly turn to algorithmic trading, leveraging computers to seek more profits. Deep learning techniques as cutting-edge advancements in machine learning, capable of identifying patterns in financial…

With Reinforcement Learning (RL) for inventory management (IM) being a nascent field of research, approaches tend to be limited to simple, linear environments with implementations that are minor modifications of off-the-shelf RL algorithms.…

Reinforcement learning is a promising model-free and adaptive controller for demand side management, as part of the future smart grid, at the district level. This paper presents the results of the algorithm that was submitted for the…

The development of a reliable subgrid-scale (SGS) model for large-eddy simulation (LES) is of great importance for many scientific and engineering applications. Recently, deep learning approaches have been tested for this purpose using…

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…

This paper explores the optimization of Ground Delay Programs (GDP), a prevalent Traffic Management Initiative used in Air Traffic Management (ATM) to reconcile capacity and demand discrepancies at airports. Employing Reinforcement Learning…

We revisit the classic Cournot model and extend it to a two-echelon supply chain with an upstream supplier who operates under demand uncertainty and multiple downstream retailers who compete over quantity. The supplier's belief about retail…

We aim to develop off-policy DRL algorithms that not only exceed state-of-the-art performance but are also simple and minimalistic. For standard continuous control benchmarks, Soft Actor-Critic (SAC), which employs entropy maximization,…

Deep Reinforcement Learning (DRL), a subset of machine learning focused on sequential decision-making, has emerged as a powerful approach for tackling financial trading problems. In finance, DRL is commonly used either to generate discrete…

Recent deep reinforcement learning (DRL) methods in finance show promising outcomes. However, there is limited research examining the behavior of these DRL algorithms. This paper aims to investigate their tendencies towards holding or…

In this paper, we derive a temporal arbitrage policy for storage via reinforcement learning. Real-time price arbitrage is an important source of revenue for storage units, but designing good strategies have proven to be difficult because of…

We establish a new connection between value and policy based reinforcement learning (RL) based on a relationship between softmax temporal value consistency and policy optimality under entropy regularization. Specifically, we show that…

This paper presents a comparative analysis of univariate and multivariate GARCH-family models and machine learning algorithms in modeling and forecasting the volatility of major energy commodities: crude oil, gasoline, heating oil, and…

Deep reinforcement learning (RL) is an optimization-driven framework for producing control strategies for general dynamical systems without explicit reliance on process models. Good results have been reported in simulation. Here we…

This work introduces a toolchain for applying Reinforcement Learning (RL), specifically the Deep Deterministic Policy Gradient (DDPG) algorithm, in safety-critical real-world environments. As an exemplary application, transient load control…

Market makers play a key role in financial markets by providing liquidity. They usually fill order books with buy and sell limit orders in order to provide traders alternative price levels to operate. This paper focuses precisely on the…

Action-constrained reinforcement learning (ACRL) is a popular approach for solving safety-critical and resource-allocation related decision making problems. A major challenge in ACRL is to ensure agent taking a valid action satisfying…