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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

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

Evolutionary algorithms have been used to evolve a population of actors to generate diverse experiences for training reinforcement learning agents, which helps to tackle the temporal credit assignment problem and improves the exploration…

神经与进化计算 · 计算机科学 2023-04-21 Chengpeng Hu , Jiyuan Pei , Jialin Liu , Xin Yao

In real-world tasks, reinforcement learning (RL) agents frequently encounter situations that are not present during training time. To ensure reliable performance, the RL agents need to exhibit robustness against worst-case situations. The…

机器学习 · 计算机科学 2021-03-19 Sebastian Curi , Ilija Bogunovic , Andreas Krause

Reinforcement learning has shown strong performance in robotic manipulation, but learned policies often degrade in performance when test conditions differ from the training distribution. This limitation is especially important in…

机器人学 · 计算机科学 2026-04-02 Shaifalee Saxena , Rafael Fierro , Alexander Scheinker

For many reinforcement learning (RL) applications, specifying a reward is difficult. This paper considers an RL setting where the agent obtains information about the reward only by querying an expert that can, for example, evaluate…

机器学习 · 计算机科学 2022-02-01 David Lindner , Matteo Turchetta , Sebastian Tschiatschek , Kamil Ciosek , Andreas Krause

This article addresses the pump-scheduling optimization problem to enhance real-time control of real-world water distribution networks (WDNs). Our primary objectives are to adhere to physical operational constraints while reducing energy…

人工智能 · 计算机科学 2023-10-17 Harsh Patel , Yuan Zhou , Alexander P Lamb , Shu Wang , Jieliang Luo

The goal of precision medicine is to provide individualized treatment at each stage of chronic diseases, a concept formalized by Dynamic Treatment Regimes (DTR). These regimes adapt treatment strategies based on decision rules learned from…

统计方法学 · 统计学 2025-06-09 Sophia Yazzourh , Nicolas Savy , Philippe Saint-Pierre , Michael R. Kosorok

Embodied agents, such as robots and virtual characters, must continuously select actions to execute tasks effectively, solving complex sequential decision-making problems. Given the difficulty of designing such controllers manually,…

机器人学 · 计算机科学 2026-05-18 Pedro Santana

Risk-sensitive reinforcement learning (RL) is crucial for maintaining reliable performance in high-stakes applications. While traditional RL methods aim to learn a point estimate of the random cumulative cost, distributional RL (DRL) seeks…

机器学习 · 计算机科学 2025-02-03 Minheng Xiao , Xian Yu , Lei Ying

Energy management systems (EMS) are becoming increasingly important in order to utilize the continuously growing curtailed renewable energy. Promising energy storage systems (ESS), such as batteries and green hydrogen should be employed to…

机器学习 · 计算机科学 2022-12-13 Dongju Kang , Doeun Kang , Sumin Hwangbo , Haider Niaz , Won Bo Lee , J. Jay Liu , Jonggeol Na

In many reinforcement learning applications, the underlying environment reward and transition functions are explicitly known differentiable functions. This enables us to use recent research which applies machine learning tools to stochastic…

投资组合管理 · 定量金融 2022-04-08 Thibault Jaisson

We develop Upside-Down Reinforcement Learning (UDRL), a method for learning to act using only supervised learning techniques. Unlike traditional algorithms, UDRL does not use reward prediction or search for an optimal policy. Instead, it…

机器学习 · 计算机科学 2021-09-07 Rupesh Kumar Srivastava , Pranav Shyam , Filipe Mutz , Wojciech Jaśkowski , Jürgen Schmidhuber

Deep reinforcement learning (DRL) has become a powerful tool for complex decision-making in machine learning and AI. However, traditional methods often assume perfect action execution, overlooking the uncertainties and deviations between an…

机器人学 · 计算机科学 2025-07-02 Oren Fivel , Matan Rudman , Kobi Cohen

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

Deep Reinforcement Learning (DRL) aims to create intelligent agents that can learn to solve complex problems efficiently in a real-world environment. Typically, two learning goals: adaptation and generalization are used for baselining DRL…

机器学习 · 计算机科学 2022-02-18 Pamul Yadav , Ashutosh Mishra , Junyong Lee , Shiho Kim

For a multi-cell, multi-user, cellular network downlink sum-rate maximization through power allocation is a nonconvex and NP-hard optimization problem. In this paper, we present an effective approach to solving this problem through single-…

信息论 · 计算机科学 2020-09-15 Ahmad Ali Khan , Raviraj Adve

Meta-reinforcement learning (Meta-RL) has attracted attention due to its capability to enhance reinforcement learning (RL) algorithms, in terms of data efficiency and generalizability. In this paper, we develop a bilevel optimization…

机器学习 · 计算机科学 2024-10-15 Siyuan Xu , Minghui Zhu

In this paper, we study the optimal dividend problem under the continuous time diffusion model with the bounded dividend rate from the Reinforcement Learning (RL) perspective. Unlike the standard literature, our main focus will be on…

最优化与控制 · 数学 2026-03-30 Lihua Bai , Thejani Gamage , Jin Ma , Gaozhan Wang

In recent years, reinforcement learning (RL) has acquired a prominent position in health-related sequential decision-making problems, gaining traction as a valuable tool for delivering adaptive interventions (AIs). However, in part due to a…

机器学习 · 统计学 2024-07-16 Nina Deliu , Joseph Jay Williams , Bibhas Chakraborty