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Several real-world scenarios, such as remote control and sensing, are comprised of action and observation delays. The presence of delays degrades the performance of reinforcement learning (RL) algorithms, often to such an extent that…

机器学习 · 计算机科学 2021-08-18 Somjit Nath , Mayank Baranwal , Harshad Khadilkar

This study addresses the challenge of optimal power allocation in stochastic wireless networks by employing a Deep Reinforcement Learning (DRL) framework. Specifically, we design a Deep Q-Network (DQN) agent capable of learning adaptive…

网络与互联网体系结构 · 计算机科学 2026-01-09 Marie Diane Iradukunda , Chabi F. Elégbédé , Yaé Ulrich Gaba

An automatic program that generates constant profit from the financial market is lucrative for every market practitioner. Recent advance in deep reinforcement learning provides a framework toward end-to-end training of such trading agent.…

交易与市场微观结构 · 定量金融 2018-07-10 Chien Yi Huang

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…

系统与控制 · 电气工程与系统科学 2023-04-06 Hang Shuai , Xiaomeng Ai , Jiakun Fang , Wei Yao , Jinyu Wen

We consider a dynamic multichannel access problem, where multiple correlated channels follow an unknown joint Markov model. A user at each time slot selects a channel to transmit data and receives a reward based on the success or failure of…

网络与互联网体系结构 · 计算机科学 2018-02-21 Shangxing Wang , Hanpeng Liu , Pedro Henrique Gomes , Bhaskar Krishnamachari

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…

机器学习 · 计算机科学 2022-09-19 Zhe Zhang , Yukun Zou , Junjie Lai , Qing Xu

In this paper, an operating system scheduling algorithm based on Double DQN (Double Deep Q network) is proposed, and its performance under different task types and system loads is verified by experiments. Compared with the traditional…

机器学习 · 计算机科学 2025-04-01 Xiaoxuan Sun , Yifei Duan , Yingnan Deng , Fan Guo , Guohui Cai , Yuting Peng

Financial market prediction and optimal trading strategy development remain challenging due to market complexity and volatility. Our research in quantum finance and reinforcement learning for decision-making demonstrates the approach of…

Despite the great empirical success of deep reinforcement learning, its theoretical foundation is less well understood. In this work, we make the first attempt to theoretically understand the deep Q-network (DQN) algorithm (Mnih et al.,…

机器学习 · 计算机科学 2020-02-25 Jianqing Fan , Zhaoran Wang , Yuchen Xie , Zhuoran Yang

In this paper, we propose a Deep Reinforcement Learning (RL) framework for task arrangement, which is a critical problem for the success of crowdsourcing platforms. Previous works conduct the personalized recommendation of tasks to workers…

机器学习 · 计算机科学 2019-11-05 Caihua Shan , Nikos Mamoulis , Reynold Cheng , Guoliang Li , Xiang Li , Yuqiu Qian

We establish a continuous-time framework for analyzing Deep Q-Networks (DQNs) via stochastic control and Forward-Backward Stochastic Differential Equations (FBSDEs). Considering a continuous-time Markov Decision Process (MDP) driven by a…

机器学习 · 计算机科学 2025-05-06 Qian Qi

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,…

人工智能 · 计算机科学 2019-09-10 Kamyar Azizzadenesheli , Animashree Anandkumar

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…

多智能体系统 · 计算机科学 2018-04-17 Yan Zheng , Jianye Hao , Zongzhang Zhang

This paper explores a deep reinforcement learning approach applied to the packet routing problem with high-dimensional constraints instigated by dynamic and autonomous communication networks. Our approach is motivated by the fact that…

网络与互联网体系结构 · 计算机科学 2020-03-05 Ramy E. Ali , Bilgehan Erman , Ejder Baştuğ , Bruce Cilli

Machine Learning algorithms and Neural Networks are widely applied to many different areas such as stock market prediction, face recognition and population analysis. This paper will introduce a strategy based on the classic Deep…

投资组合管理 · 定量金融 2020-03-16 Ziming Gao , Yuan Gao , Yi Hu , Zhengyong Jiang , Jionglong Su

Resource allocation remains NP-hard due to combinatorial complexity. While deep reinforcement learning (DRL) methods, such as the Rainbow Deep Q-Network (DQN), improve scalability through prioritized replay and distributional heads,…

人工智能 · 计算机科学 2025-12-08 Truong Thanh Hung Nguyen , Truong Thinh Nguyen , Hung Cao

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…

机器学习 · 计算机科学 2024-10-18 Alessandro Micheli , Mélodie Monod

A key problem in network theory is how to reconfigure a graph in order to optimize a quantifiable objective. Given the ubiquity of networked systems, such work has broad practical applications in a variety of situations, ranging from drug…

机器学习 · 计算机科学 2023-01-31 Christoffel Doorman , Victor-Alexandru Darvariu , Stephen Hailes , Mirco Musolesi

This paper proposes a novel deep reinforcement learning (RL) architecture, called Value Prediction Network (VPN), which integrates model-free and model-based RL methods into a single neural network. In contrast to typical model-based RL…

人工智能 · 计算机科学 2017-11-08 Junhyuk Oh , Satinder Singh , Honglak Lee

Deep Reinforcement Learning (RL) has considerably advanced over the past decade. At the same time, state-of-the-art RL algorithms require a large computational budget in terms of training time to converge. Recent work has started to…

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