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.

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.

A deep reinforcement learning approach to gasoline blending real-time optimization under uncertainty

The gasoline inline blending process has widely used real-time optimization techniques to achieve optimization objectives,such as minimizing the cost of production.However,the effectiveness of real-time optimization in gasoline blending relies on accurate blending models and is challenged by stochastic disturbances.Thus,we propose a real-time optimization algorithm based on the soft actor-critic(SAC)deep reinforcement learning strategy to optimize gasoline blending without relying on a single blending model and to be robust against disturbances.Our approach constructs the environment using nonlinear blending models and feedstocks with disturbances.The algorithm incorporates the Lagrange multiplier and path constraints in reward design to manage sparse product constraints.Carefully abstracted states facilitate algorithm convergence,and the normalized action vector in each optimization period allows the agent to generalize to some extent across different target production scenarios.Through these well-designed components,the algorithm based on the SAC outperforms real-time optimization methods based on either nonlinear or linear programming.It even demonstrates comparable performance with the time-horizon based real-time optimization method,which requires knowledge of uncertainty models,confirming its capability to handle uncertainty without accurate models.Our simulation illustrates a promising approach to free real-time optimization of the gasoline blending process from uncertainty models that are difficult to acquire in practice.

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.

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.

Reinforcement Learning-Based Energy Management for Hybrid Power Systems:State-of-the-Art Survey,Review,and Perspectives

The new energy vehicle plays a crucial role in green transportation,and the energy management strategy of hybrid power systems is essential for ensuring energy-efficient driving.This paper presents a state-of-the-art survey and review of reinforcement learning-based energy management strategies for hybrid power systems.Additionally,it envisions the outlook for autonomous intelligent hybrid electric vehicles,with reinforcement learning as the foundational technology.First of all,to provide a macro view of historical development,the brief history of deep learning,reinforcement learning,and deep reinforcement learning is presented in the form of a timeline.Then,the comprehensive survey and review are conducted by collecting papers from mainstream academic databases.Enumerating most of the contributions based on three main directions—algorithm innovation,powertrain innovation,and environment innovation—provides an objective review of the research status.Finally,to advance the application of reinforcement learning in autonomous intelligent hybrid electric vehicles,future research plans positioned as“Alpha HEV”are envisioned,integrating Autopilot and energy-saving control.

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

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.

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.

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.

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.

A digital twins enabled underwater intelligent internet vehicle path planning system via reinforcement learning and edge computing

The Autonomous Underwater Glider(AUG)is a kind of prevailing underwater intelligent internet vehicle and occupies a dominant position in industrial applications,in which path planning is an essential problem.Due to the complexity and variability of the ocean,accurate environment modeling and flexible path planning algorithms are pivotal challenges.The traditional models mainly utilize mathematical functions,which are not complete and reliable.Most existing path planning algorithms depend on the environment and lack flexibility.To overcome these challenges,we propose a path planning system for underwater intelligent internet vehicles.It applies digital twins and sensor data to map the real ocean environment to a virtual digital space,which provides a comprehensive and reliable environment for path simulation.We design a value-based reinforcement learning path planning algorithm and explore the optimal network structure parameters.The path simulation is controlled by a closed-loop model integrated into the terminal vehicle through edge computing.The integration of state input enriches the learning of neural networks and helps to improve generalization and flexibility.The task-related reward function promotes the rapid convergence of the training.The experimental results prove that our reinforcement learning based path planning algorithm has great flexibility and can effectively adapt to a variety of different ocean conditions.

Unleashing the Power of Multi-Agent Reinforcement Learning for Algorithmic Trading in the Digital Financial Frontier and Enterprise Information Systems

In the rapidly evolving landscape of today’s digital economy,Financial Technology(Fintech)emerges as a trans-formative force,propelled by the dynamic synergy between Artificial Intelligence(AI)and Algorithmic Trading.Our in-depth investigation delves into the intricacies of merging Multi-Agent Reinforcement Learning(MARL)and Explainable AI(XAI)within Fintech,aiming to refine Algorithmic Trading strategies.Through meticulous examination,we uncover the nuanced interactions of AI-driven agents as they collaborate and compete within the financial realm,employing sophisticated deep learning techniques to enhance the clarity and adaptability of trading decisions.These AI-infused Fintech platforms harness collective intelligence to unearth trends,mitigate risks,and provide tailored financial guidance,fostering benefits for individuals and enterprises navigating the digital landscape.Our research holds the potential to revolutionize finance,opening doors to fresh avenues for investment and asset management in the digital age.Additionally,our statistical evaluation yields encouraging results,with metrics such as Accuracy=0.85,Precision=0.88,and F1 Score=0.86,reaffirming the efficacy of our approach within Fintech and emphasizing its reliability and innovative prowess.

Achieving dynamic privacy measurement and protection based on reinforcement learning for mobile edge crowdsensing of IoT

With the maturity and development of 5G field,Mobile Edge CrowdSensing(MECS),as an intelligent data collection paradigm,provides a broad prospect for various applications in IoT.However,sensing users as data uploaders lack a balance between data benefits and privacy threats,leading to conservative data uploads and low revenue or excessive uploads and privacy breaches.To solve this problem,a Dynamic Privacy Measurement and Protection(DPMP)framework is proposed based on differential privacy and reinforcement learning.Firstly,a DPM model is designed to quantify the amount of data privacy,and a calculation method for personalized privacy threshold of different users is also designed.Furthermore,a Dynamic Private sensing data Selection(DPS)algorithm is proposed to help sensing users maximize data benefits within their privacy thresholds.Finally,theoretical analysis and ample experiment results show that DPMP framework is effective and efficient to achieve a balance between data benefits and sensing user privacy protection,in particular,the proposed DPMP framework has 63%and 23%higher training efficiency and data benefits,respectively,compared to the Monte Carlo algorithm.

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.

Collision-free parking recommendation based on multi-agent reinforcement learning in vehicular crowdsensing

The recent proliferation of Fifth-Generation(5G)networks and Sixth-Generation(6G)networks has given rise to Vehicular Crowd Sensing(VCS)systems which solve parking collisions by effectively incentivizing vehicle participation.However,instead of being an isolated module,the incentive mechanism usually interacts with other modules.Based on this,we capture this synergy and propose a Collision-free Parking Recommendation(CPR),a novel VCS system framework that integrates an incentive mechanism,a non-cooperative VCS game,and a multi-agent reinforcement learning algorithm,to derive an optimal parking strategy in real time.Specifically,we utilize an LSTM method to predict parking areas roughly for recommendations accurately.Its incentive mechanism is designed to motivate vehicle participation by considering dynamically priced parking tasks and social network effects.In order to cope with stochastic parking collisions,its non-cooperative VCS game further analyzes the uncertain interactions between vehicles in parking decision-making.Then its multi-agent reinforcement learning algorithm models the VCS campaign as a multi-agent Markov decision process that not only derives the optimal collision-free parking strategy for each vehicle independently,but also proves that the optimal parking strategy for each vehicle is Pareto-optimal.Finally,numerical results demonstrate that CPR can accomplish parking tasks at a 99.7%accuracy compared with other baselines,efficiently recommending parking spaces.