Trading in Fast-ChangingMarkets withMeta-Reinforcement Learning

How to find an effective trading policy is still an open question mainly due to the nonlinear and non-stationary dynamics in a financial market.Deep reinforcement learning,which has recently been used to develop trading strategies by automatically extracting complex features from a large amount of data,is struggling to deal with fastchanging markets due to sample inefficiency.This paper applies the meta-reinforcement learning method to tackle the trading challenges faced by conventional reinforcement learning(RL)approaches in non-stationary markets for the first time.In our work,the history trading data is divided into multiple task data and for each of these data themarket condition is relatively stationary.Then amodel agnosticmeta-learning(MAML)-based tradingmethod involving a meta-learner and a normal learner is proposed.A trading policy is learned by the meta-learner across multiple task data,which is then fine-tuned by the normal learner through a small amount of data from a new market task before trading in it.To improve the adaptability of the MAML-based method,an ordered multiplestep updating mechanism is also proposed to explore the changing dynamic within a task market.The simulation results demonstrate that the proposed MAML-based trading methods can increase the annualized return rate by approximately 180%,200%,and 160%,increase the Sharpe ratio by 180%,90%,and 170%,and decrease the maximum drawdown by 30%,20%,and 40%,compared to the traditional RL approach in three stock index future markets,respectively.

Recent Progress in Reinforcement Learning and Adaptive Dynamic Programming for Advanced Control Applications

Reinforcement learning(RL) has roots in dynamic programming and it is called adaptive/approximate dynamic programming(ADP) within the control community. This paper reviews recent developments in ADP along with RL and its applications to various advanced control fields. First, the background of the development of ADP is described, emphasizing the significance of regulation and tracking control problems. Some effective offline and online algorithms for ADP/adaptive critic control are displayed, where the main results towards discrete-time systems and continuous-time systems are surveyed, respectively.Then, the research progress on adaptive critic control based on the event-triggered framework and under uncertain environment is discussed, respectively, where event-based design, robust stabilization, and game design are reviewed. Moreover, the extensions of ADP for addressing control problems under complex environment attract enormous attention. The ADP architecture is revisited under the perspective of data-driven and RL frameworks,showing how they promote ADP formulation significantly.Finally, several typical control applications with respect to RL and ADP are summarized, particularly in the fields of wastewater treatment processes and power systems, followed by some general prospects for future research. Overall, the comprehensive survey on ADP and RL for advanced control applications has d emonstrated its remarkable potential within the artificial intelligence era. In addition, it also plays a vital role in promoting environmental protection and industrial intelligence.

UAV-Assisted Dynamic Avatar Task Migration for Vehicular Metaverse Services: A Multi-Agent Deep Reinforcement Learning Approach

Avatars, as promising digital representations and service assistants of users in Metaverses, can enable drivers and passengers to immerse themselves in 3D virtual services and spaces of UAV-assisted vehicular Metaverses. However, avatar tasks include a multitude of human-to-avatar and avatar-to-avatar interactive applications, e.g., augmented reality navigation,which consumes intensive computing resources. It is inefficient and impractical for vehicles to process avatar tasks locally. Fortunately, migrating avatar tasks to the nearest roadside units(RSU)or unmanned aerial vehicles(UAV) for execution is a promising solution to decrease computation overhead and reduce task processing latency, while the high mobility of vehicles brings challenges for vehicles to independently perform avatar migration decisions depending on current and future vehicle status. To address these challenges, in this paper, we propose a novel avatar task migration system based on multi-agent deep reinforcement learning(MADRL) to execute immersive vehicular avatar tasks dynamically. Specifically, we first formulate the problem of avatar task migration from vehicles to RSUs/UAVs as a partially observable Markov decision process that can be solved by MADRL algorithms. We then design the multi-agent proximal policy optimization(MAPPO) approach as the MADRL algorithm for the avatar task migration problem. To overcome slow convergence resulting from the curse of dimensionality and non-stationary issues caused by shared parameters in MAPPO, we further propose a transformer-based MAPPO approach via sequential decision-making models for the efficient representation of relationships among agents. Finally, to motivate terrestrial or non-terrestrial edge servers(e.g., RSUs or UAVs) to share computation resources and ensure traceability of the sharing records, we apply smart contracts and blockchain technologies to achieve secure sharing management. Numerical results demonstrate that the proposed approach outperforms the MAPPO approach by around 2% and effectively reduces approximately 20% of the latency of avatar task execution in UAV-assisted vehicular Metaverses.

Toward Trustworthy Decision-Making for Autonomous Vehicles:A Robust Reinforcement Learning Approach with Safety Guarantees

While autonomous vehicles are vital components of intelligent transportation systems,ensuring the trustworthiness of decision-making remains a substantial challenge in realizing autonomous driving.Therefore,we present a novel robust reinforcement learning approach with safety guarantees to attain trustworthy decision-making for autonomous vehicles.The proposed technique ensures decision trustworthiness in terms of policy robustness and collision safety.Specifically,an adversary model is learned online to simulate the worst-case uncertainty by approximating the optimal adversarial perturbations on the observed states and environmental dynamics.In addition,an adversarial robust actor-critic algorithm is developed to enable the agent to learn robust policies against perturbations in observations and dynamics.Moreover,we devise a safety mask to guarantee the collision safety of the autonomous driving agent during both the training and testing processes using an interpretable knowledge model known as the Responsibility-Sensitive Safety Model.Finally,the proposed approach is evaluated through both simulations and experiments.These results indicate that the autonomous driving agent can make trustworthy decisions and drastically reduce the number of collisions through robust safety policies.

Cognitive interference decision method for air defense missile fuze based on reinforcement learning

To solve the problem of the low interference success rate of air defense missile radio fuzes due to the unified interference form of the traditional fuze interference system,an interference decision method based Q-learning algorithm is proposed.First,dividing the distance between the missile and the target into multiple states to increase the quantity of state spaces.Second,a multidimensional motion space is utilized,and the search range of which changes with the distance of the projectile,to select parameters and minimize the amount of ineffective interference parameters.The interference effect is determined by detecting whether the fuze signal disappears.Finally,a weighted reward function is used to determine the reward value based on the range state,output power,and parameter quantity information of the interference form.The effectiveness of the proposed method in selecting the range of motion space parameters and designing the discrimination degree of the reward function has been verified through offline experiments involving full-range missile rendezvous.The optimal interference form for each distance state has been obtained.Compared with the single-interference decision method,the proposed decision method can effectively improve the success rate of interference.

Recorded recurrent deep reinforcement learning guidance laws for intercepting endoatmospheric maneuvering missiles

This work proposes a recorded recurrent twin delayed deep deterministic(RRTD3)policy gradient algorithm to solve the challenge of constructing guidance laws for intercepting endoatmospheric maneuvering missiles with uncertainties and observation noise.The attack-defense engagement scenario is modeled as a partially observable Markov decision process(POMDP).Given the benefits of recurrent neural networks(RNNs)in processing sequence information,an RNN layer is incorporated into the agent’s policy network to alleviate the bottleneck of traditional deep reinforcement learning methods while dealing with POMDPs.The measurements from the interceptor’s seeker during each guidance cycle are combined into one sequence as the input to the policy network since the detection frequency of an interceptor is usually higher than its guidance frequency.During training,the hidden states of the RNN layer in the policy network are recorded to overcome the partially observable problem that this RNN layer causes inside the agent.The training curves show that the proposed RRTD3 successfully enhances data efficiency,training speed,and training stability.The test results confirm the advantages of the RRTD3-based guidance laws over some conventional guidance laws.

Regional Multi-Agent Cooperative Reinforcement Learning for City-Level Traffic Grid Signal

This article studies the effective traffic signal control problem of multiple intersections in a city-level traffic system.A novel regional multi-agent cooperative reinforcement learning algorithm called RegionSTLight is proposed to improve the traffic efficiency.Firstly a regional multi-agent Q-learning framework is proposed,which can equivalently decompose the global Q value of the traffic system into the local values of several regions Based on the framework and the idea of human-machine cooperation,a dynamic zoning method is designed to divide the traffic network into several strong-coupled regions according to realtime traffic flow densities.In order to achieve better cooperation inside each region,a lightweight spatio-temporal fusion feature extraction network is designed.The experiments in synthetic real-world and city-level scenarios show that the proposed RegionS TLight converges more quickly,is more stable,and obtains better asymptotic performance compared to state-of-theart models.

Resource Allocation for Cognitive Network Slicing in PD-SCMA System Based on Two-Way Deep Reinforcement Learning

In this paper,we propose the Two-way Deep Reinforcement Learning(DRL)-Based resource allocation algorithm,which solves the problem of resource allocation in the cognitive downlink network based on the underlay mode.Secondary users(SUs)in the cognitive network are multiplexed by a new Power Domain Sparse Code Multiple Access(PD-SCMA)scheme,and the physical resources of the cognitive base station are virtualized into two types of slices:enhanced mobile broadband(eMBB)slice and ultrareliable low latency communication(URLLC)slice.We design the Double Deep Q Network(DDQN)network output the optimal codebook assignment scheme and simultaneously use the Deep Deterministic Policy Gradient(DDPG)network output the optimal power allocation scheme.The objective is to jointly optimize the spectral efficiency of the system and the Quality of Service(QoS)of SUs.Simulation results show that the proposed algorithm outperforms the CNDDQN algorithm and modified JEERA algorithm in terms of spectral efficiency and QoS satisfaction.Additionally,compared with the Power Domain Non-orthogonal Multiple Access(PD-NOMA)slices and the Sparse Code Multiple Access(SCMA)slices,the PD-SCMA slices can dramatically enhance spectral efficiency and increase the number of accessible users.

Constrained Multi-Objective Optimization With Deep Reinforcement Learning Assisted Operator Selection

Solving constrained multi-objective optimization problems with evolutionary algorithms has attracted considerable attention.Various constrained multi-objective optimization evolutionary algorithms(CMOEAs)have been developed with the use of different algorithmic strategies,evolutionary operators,and constraint-handling techniques.The performance of CMOEAs may be heavily dependent on the operators used,however,it is usually difficult to select suitable operators for the problem at hand.Hence,improving operator selection is promising and necessary for CMOEAs.This work proposes an online operator selection framework assisted by Deep Reinforcement Learning.The dynamics of the population,including convergence,diversity,and feasibility,are regarded as the state;the candidate operators are considered as actions;and the improvement of the population state is treated as the reward.By using a Q-network to learn a policy to estimate the Q-values of all actions,the proposed approach can adaptively select an operator that maximizes the improvement of the population according to the current state and thereby improve the algorithmic performance.The framework is embedded into four popular CMOEAs and assessed on 42 benchmark problems.The experimental results reveal that the proposed Deep Reinforcement Learning-assisted operator selection significantly improves the performance of these CMOEAs and the resulting algorithm obtains better versatility compared to nine state-of-the-art CMOEAs.

Combining reinforcement learning with mathematical programming:An approach for optimal design of heat exchanger networks

Heat integration is important for energy-saving in the process industry.It is linked to the persistently challenging task of optimal design of heat exchanger networks(HEN).Due to the inherent highly nonconvex nonlinear and combinatorial nature of the HEN problem,it is not easy to find solutions of high quality for large-scale problems.The reinforcement learning(RL)method,which learns strategies through ongoing exploration and exploitation,reveals advantages in such area.However,due to the complexity of the HEN design problem,the RL method for HEN should be dedicated and designed.A hybrid strategy combining RL with mathematical programming is proposed to take better advantage of both methods.An insightful state representation of the HEN structure as well as a customized reward function is introduced.A Q-learning algorithm is applied to update the HEN structure using theε-greedy strategy.Better results are obtained from three literature cases of different scales.

Automatic depth matching method of well log based on deep reinforcement learning

In the traditional well log depth matching tasks,manual adjustments are required,which means significantly labor-intensive for multiple wells,leading to low work efficiency.This paper introduces a multi-agent deep reinforcement learning(MARL)method to automate the depth matching of multi-well logs.This method defines multiple top-down dual sliding windows based on the convolutional neural network(CNN)to extract and capture similar feature sequences on well logs,and it establishes an interaction mechanism between agents and the environment to control the depth matching process.Specifically,the agent selects an action to translate or scale the feature sequence based on the double deep Q-network(DDQN).Through the feedback of the reward signal,it evaluates the effectiveness of each action,aiming to obtain the optimal strategy and improve the accuracy of the matching task.Our experiments show that MARL can automatically perform depth matches for well-logs in multiple wells,and reduce manual intervention.In the application to the oil field,a comparative analysis of dynamic time warping(DTW),deep Q-learning network(DQN),and DDQN methods revealed that the DDQN algorithm,with its dual-network evaluation mechanism,significantly improves performance by identifying and aligning more details in the well log feature sequences,thus achieving higher depth matching accuracy.

Efficient Penetration Testing Path Planning Based on Reinforcement Learning with Episodic Memory

Intelligent penetration testing is of great significance for the improvement of the security of information systems,and the critical issue is the planning of penetration test paths.In view of the difficulty for attackers to obtain complete network information in realistic network scenarios,Reinforcement Learning(RL)is a promising solution to discover the optimal penetration path under incomplete information about the target network.Existing RL-based methods are challenged by the sizeable discrete action space,which leads to difficulties in the convergence.Moreover,most methods still rely on experts’knowledge.To address these issues,this paper proposes a penetration path planning method based on reinforcement learning with episodic memory.First,the penetration testing problem is formally described in terms of reinforcement learning.To speed up the training process without specific prior knowledge,the proposed algorithm introduces episodic memory to store experienced advantageous strategies for the first time.Furthermore,the method offers an exploration strategy based on episodic memory to guide the agents in learning.The design makes full use of historical experience to achieve the purpose of reducing blind exploration and improving planning efficiency.Ultimately,comparison experiments are carried out with the existing RL-based methods.The results reveal that the proposed method has better convergence performance.The running time is reduced by more than 20%.

Decoding topological XYZ^(2) codes with reinforcement learning based on attention mechanisms

Quantum error correction, a technique that relies on the principle of redundancy to encode logical information into additional qubits to better protect the system from noise, is necessary to design a viable quantum computer. For this new topological stabilizer code-XYZ^(2) code defined on the cellular lattice, it is implemented on a hexagonal lattice of qubits and it encodes the logical qubits with the help of stabilizer measurements of weight six and weight two. However topological stabilizer codes in cellular lattice quantum systems suffer from the detrimental effects of noise due to interaction with the environment. Several decoding approaches have been proposed to address this problem. Here, we propose the use of a state-attention based reinforcement learning decoder to decode XYZ^(2) codes, which enables the decoder to more accurately focus on the information related to the current decoding position, and the error correction accuracy of our reinforcement learning decoder model under the optimisation conditions can reach 83.27% under the depolarizing noise model, and we have measured thresholds of 0.18856 and 0.19043 for XYZ^(2) codes at code spacing of 3–7 and 7–11, respectively. our study provides directions and ideas for applications of decoding schemes combining reinforcement learning attention mechanisms to other topological quantum error-correcting codes.

UAV maneuvering decision-making algorithm based on deep reinforcement learning under the guidance of expert experience

Autonomous umanned aerial vehicle(UAV) manipulation is necessary for the defense department to execute tactical missions given by commanders in the future unmanned battlefield. A large amount of research has been devoted to improving the autonomous decision-making ability of UAV in an interactive environment, where finding the optimal maneuvering decisionmaking policy became one of the key issues for enabling the intelligence of UAV. In this paper, we propose a maneuvering decision-making algorithm for autonomous air-delivery based on deep reinforcement learning under the guidance of expert experience. Specifically, we refine the guidance towards area and guidance towards specific point tasks for the air-delivery process based on the traditional air-to-surface fire control methods.Moreover, we construct the UAV maneuvering decision-making model based on Markov decision processes(MDPs). Specifically, we present a reward shaping method for the guidance towards area and guidance towards specific point tasks using potential-based function and expert-guided advice. The proposed algorithm could accelerate the convergence of the maneuvering decision-making policy and increase the stability of the policy in terms of the output during the later stage of training process. The effectiveness of the proposed maneuvering decision-making policy is illustrated by the curves of training parameters and extensive experimental results for testing the trained policy.

Energy-Efficient Traffic Offloading for RSMA-Based Hybrid Satellite Terrestrial Networks with Deep Reinforcement Learning

As the demands of massive connections and vast coverage rapidly grow in the next wireless communication networks, rate splitting multiple access(RSMA) is considered to be the new promising access scheme since it can provide higher efficiency with limited spectrum resources. In this paper, combining spectrum splitting with rate splitting, we propose to allocate resources with traffic offloading in hybrid satellite terrestrial networks. A novel deep reinforcement learning method is adopted to solve this challenging non-convex problem. However, the neverending learning process could prohibit its practical implementation. Therefore, we introduce the switch mechanism to avoid unnecessary learning. Additionally, the QoS constraint in the scheme can rule out unsuccessful transmission. The simulation results validates the energy efficiency performance and the convergence speed of the proposed algorithm.

Reinforcement learning based adaptive control for uncertain mechanical systems with asymptotic tracking

This paper mainly focuses on the development of a learning-based controller for a class of uncertain mechanical systems modeled by the Euler-Lagrange formulation.The considered system can depict the behavior of a large class of engineering systems,such as vehicular systems,robot manipulators and satellites.All these systems are often characterized by highly nonlinear characteristics,heavy modeling uncertainties and unknown perturbations,therefore,accurate-model-based nonlinear control approaches become unavailable.Motivated by the challenge,a reinforcement learning(RL)adaptive control methodology based on the actor-critic framework is investigated to compensate the uncertain mechanical dynamics.The approximation inaccuracies caused by RL and the exogenous unknown disturbances are circumvented via a continuous robust integral of the sign of the error(RISE)control approach.Different from a classical RISE control law,a tanh(·)function is utilized instead of a sign(·)function to acquire a more smooth control signal.The developed controller requires very little prior knowledge of the dynamic model,is robust to unknown dynamics and exogenous disturbances,and can achieve asymptotic output tracking.Eventually,co-simulations through ADAMS and MATLAB/Simulink on a three degrees-of-freedom(3-DOF)manipulator and experiments on a real-time electromechanical servo system are performed to verify the performance of the proposed approach.

Discovering Latent Variables for the Tasks With Confounders in Multi-Agent Reinforcement Learning

Efficient exploration in complex coordination tasks has been considered a challenging problem in multi-agent reinforcement learning(MARL). It is significantly more difficult for those tasks with latent variables that agents cannot directly observe. However, most of the existing latent variable discovery methods lack a clear representation of latent variables and an effective evaluation of the influence of latent variables on the agent. In this paper, we propose a new MARL algorithm based on the soft actor-critic method for complex continuous control tasks with confounders. It is called the multi-agent soft actor-critic with latent variable(MASAC-LV) algorithm, which uses variational inference theory to infer the compact latent variables representation space from a large amount of offline experience.Besides, we derive the counterfactual policy whose input has no latent variables and quantify the difference between the actual policy and the counterfactual policy via a distance function. This quantified difference is considered an intrinsic motivation that gives additional rewards based on how much the latent variable affects each agent. The proposed algorithm is evaluated on two collaboration tasks with confounders, and the experimental results demonstrate the effectiveness of MASAC-LV compared to other baseline algorithms.

Reinforcement learning based edge computing in B5G

The development of communication technology will promote the application of Internet of Things,and Beyond 5G will become a new technology promoter.At the same time,Beyond 5G will become one of the important supports for the development of edge computing technology.This paper proposes a communication task allocation algorithm based on deep reinforcement learning for vehicle-to-pedestrian communication scenarios in edge computing.Through trial and error learning of agent,the optimal spectrum and power can be determined for transmission without global information,so as to balance the communication between vehicle-to-pedestrian and vehicle-to-infrastructure.The results show that the agent can effectively improve vehicle-to-infrastructure communication rate as well as meeting the delay constraints on the vehicle-to-pedestrian link.

Policy Network-Based Dual-Agent Deep Reinforcement Learning for Multi-Resource Task Offloading in Multi-Access Edge Cloud Networks

The Multi-access Edge Cloud(MEC) networks extend cloud computing services and capabilities to the edge of the networks. By bringing computation and storage capabilities closer to end-users and connected devices, MEC networks can support a wide range of applications. MEC networks can also leverage various types of resources, including computation resources, network resources, radio resources,and location-based resources, to provide multidimensional resources for intelligent applications in 5/6G.However, tasks generated by users often consist of multiple subtasks that require different types of resources. It is a challenging problem to offload multiresource task requests to the edge cloud aiming at maximizing benefits due to the heterogeneity of resources provided by devices. To address this issue,we mathematically model the task requests with multiple subtasks. Then, the problem of task offloading of multi-resource task requests is proved to be NP-hard. Furthermore, we propose a novel Dual-Agent Deep Reinforcement Learning algorithm with Node First and Link features(NF_L_DA_DRL) based on the policy network, to optimize the benefits generated by offloading multi-resource task requests in MEC networks. Finally, simulation results show that the proposed algorithm can effectively improve the benefit of task offloading with higher resource utilization compared with baseline algorithms.

Deep Reinforcement Learning-Based Task Offloading and Service Migrating Policies in Service Caching-Assisted Mobile Edge Computing

Emerging mobile edge computing(MEC)is considered a feasible solution for offloading the computation-intensive request tasks generated from mobile wireless equipment(MWE)with limited computational resources and energy.Due to the homogeneity of request tasks from one MWE during a longterm time period,it is vital to predeploy the particular service cachings required by the request tasks at the MEC server.In this paper,we model a service caching-assisted MEC framework that takes into account the constraint on the number of service cachings hosted by each edge server and the migration of request tasks from the current edge server to another edge server with service caching required by tasks.Furthermore,we propose a multiagent deep reinforcement learning-based computation offloading and task migrating decision-making scheme(MBOMS)to minimize the long-term average weighted cost.The proposed MBOMS can learn the near-optimal offloading and migrating decision-making policy by centralized training and decentralized execution.Systematic and comprehensive simulation results reveal that our proposed MBOMS can converge well after training and outperforms the other five baseline algorithms.