A Policy Gradient Algorithm to Alleviate the Multi-Agent Value Overestimation Problem in Complex Environments

In this study we investigate the potential of using Deep Reinforcement Learning (DRL) to day trade stocks, taking into account the constraints imposed by the stock market, such as liquidity, latency, slippage and transaction costs. More specifically, we use a Deep Deterministic Policy Gradient (DDPG) algorithm to solve a series of asset allocation problems in order to define the percentage of capital that must be invested in each asset at each period, executing exclusively day trade operations. DDPG is a model-free, off-policy actor-critic method that can learn policies in high-dimensional and continuous action and state spaces, like the ones normally found in financial market environments. The proposed day trading system was tested in B3 - Brazil Stock Exchange, an important and understudied market, especially considering the application of DRL techniques to alpha generation. A series of experiments were performed from the beginning of 2017 until the end of 2019 and compared with ten benchmarks, including Ibovespa, the most important Brazilian market index, and the stock portfolios suggested by the main Brazilian banks and brokers during these years. The results were evaluated considering return and risk metrics and showed that the proposed method outperformed the benchmarks by a huge margin. The best results obtained by the algorithm had a cumulative percentage return of 311% in three years, with an annual average maximum drawdown around 19%.

The linear quadratic regulator (LQR) problem has reemerged as an important theoretical benchmark for reinforcement learning-based control of complex dynamical systems with continuous state and action spaces. In contrast with nearly all recent work in this area, we consider multiplicative noise models, which are increasingly relevant because they explicitly incorporate inherent uncertainty and variation in the system dynamics and thereby improve robustness properties of the controller. Robustness is a critical and poorly understood issue in reinforcement learning; existing methods which do not account for uncertainty can converge to fragile policies or fail to converge at all. Additionally, intentional injection of multiplicative noise into learning algorithms can enhance robustness of policies, as observed in <italic xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">ad hoc</i> work on domain randomization. Although policy gradient algorithms require optimization of a nonconvex cost function, we show that the multiplicative noise LQR cost has a special property called <italic xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">gradient domination</i> , which is exploited to prove global convergence of policy gradient algorithms to the globally optimum control policy with polynomial dependence on problem parameters. Results are provided both in the model-known and model-unknown settings where samples of system trajectories are used to estimate policy gradients

Piezoelectric inkjet printing has important applications in high-precision manufacturing, but precise control of droplet quality faces challenges such as the nonlinear coupling between drive waveform parameters and droplet characteristics, as well as environmental disturbances. To address these issues, this paper proposes a closed-loop droplet control method based on a curriculum deep deterministic policy gradient (DDPG) algorithm, with the standard deviation of droplet volume and velocity as the main optimization objectives. To tackle the complex mapping relationships and boost training efficiency, we first built a high-fidelity simulation environment using a four-layer deep residual network trained on real-world industrial ink droplet data. Following that, we designed a dynamic weight-adaptive composite reward mechanism and integrated a curriculum learning strategy with the Deep Deterministic Policy Gradient (DDPG) algorithm. Relying on our self-developed droplet observation platform, we achieve closed-loop control of the standard deviation of droplet volume and velocity. Experimental results show that this method can precisely control the droplet volume within ±0.1 pl of the target value, while keeping the velocity standard deviation below 40 mm/s. The adjustment process is stable without severe oscillations, and the method demonstrates strong robustness against environmental disturbances such as ink supply pressure. This provides an efficient and practical solution for the automated control of droplet quality in piezoelectric inkjet printing.

The design and implementation of a deep reinforcement learning and quantum finance theory-inspired portfolio investment management system

In today's logistics and delivery landscape, mobile robot delivery systems have attracted considerable attention due to their efficiency and adaptability. Nevertheless, current robotic delivery solutions encounter various obstacles in complex and dynamically changing environments. Traditional algorithms, for instance, struggle with processing high-dimensional and unstructured data, resulting in inefficient adaptation to real-time environmental changes, which compromises accuracy and efficiency in path planning and task execution. Moreover, the lack of robust perception and decision-making mechanisms limits the robots' ability to handle intricate scenarios and fluctuating delivery demands. To tackle these challenges, this paper proposes an optimization approach for mobile robot delivery systems that leverages deep learning. The study initially integrates a spatial attention mechanism within the model, enabling the robot to focus on critical environmental regions and dynamically adjust attention points, thus enhancing obstacle recognition and avoidance in complex settings, which improves navigation accuracy and path planning. Furthermore, the Deep Deterministic Policy Gradient (DDPG) algorithm is utilized to optimize policies, supporting efficient learning in high-dimensional continuous spaces and empowering robots to acquire effective delivery strategies in challenging environments. Finally, an end-to-end optimization approach allows the system to convert sensor inputs directly into control commands, reducing intermediate complexity and minimizing error accumulation, thereby streamlining the system’s structure. Experimental results confirm that the proposed method substantially boosts delivery system performance, excelling in key metrics like path planning accuracy, task efficiency, and system robustness. The successful integration of the spatial attention mechanism with the deep policy gradient algorithm demonstrates a valuable new approach for advancing future robot delivery system optimizations.

This paper presents a parameter selection method of notch filters for suppressing mechanical resonances in industrial servo systems using the deep deterministic policy gradient (DDPG) algorithm. Several methods for tuning the notch filter parameters were studied such as the fast-Fourier-transform-based methods, extended-Kalman-filter-based methods and adaptive notch filter methods. However, these methods do not find the Q parameters of notch filters which play an important role in determining the system stability, and do not consider the cases in which multiple notch filters are required. Deep-Q-network-based method was developed to solve these problems, but the notch filter parameter tuning is limited to discrete action spaces. This paper develops a new parameter selection method of notch filters, using the DDPG algorithm. DDPG algorithm, which is a model-free and actor-critic algorithm using deep neural networks, is utilized for its capability to operate over continuous action spaces. Experiments are performed using an actual industrial servo system to demonstrate that the developed parameter selection method successfully finds the notch filter parameters to suppress the resonances of the system.

SummaryOne desired aspect of microservice architecture is the ability to self‐adapt its own architecture and behavior in response to changes in the operational environment. To achieve the desired high levels of self‐adaptability, this research implements distributed microservice architecture model running a swarm cluster, as informed by the Monitor, Analyze, Plan, and Execute over a shared Knowledge (MAPE‐K) model. The proposed architecture employs multiadaptation agents supported by a centralized controller, which can observe the environment and execute a suitable adaptation action. The adaptation planning is managed by a deep recurrent Q‐learning network (DRQN). It is argued that such integration between DRQN and Markov decision process (MDP) agents in a MAPE‐K model offers distributed microservice architecture with self‐adaptability and high levels of availability and scalability. Integrating DRQN into the adaptation process improves the effectiveness of the adaptation and reduces any adaptation risks, including resource overprovisioning and thrashing. The performance of DRQN is evaluated against deep Q‐learning and policy gradient algorithms, including (1) a deep Q‐learning network (DQN), (2) a dueling DQN (DDQN), (3) a policy gradient neural network, and (4) deep deterministic policy gradient. The DRQN implementation in this paper manages to outperform the aforementioned algorithms in terms of total reward, less adaptation time, lower error rates, plus faster convergence and training time. We strongly believe that DRQN is more suitable for driving the adaptation in distributed services‐oriented architecture and offers better performance than other dynamic decision‐making algorithms.

Lexicographic multi-objective problems, which consist of multiple conflicting subtasks with explicit priorities, are common in real-world applications. Despite the advantages of Reinforcement Learning (RL) in single tasks, extending conventional RL methods to prioritized multiple objectives remains challenging. In particular, traditional Safe RL and Multi-Objective RL (MORL) methods have difficulty enforcing priority orderings efficiently. Therefore, Lexicographic Multi-Objective RL (LMORL) methods have been developed to address these challenges. However, existing LMORL methods either rely on heuristic threshold tuning with prior knowledge or are restricted to discrete domains. To overcome these limitations, we propose Lexicographically Projected Policy Gradient RL (LPPG-RL), a novel LMORL framework which leverages sequential gradient projections to identify feasible policy update directions, thereby enabling LPPG-RL broadly compatible with all policy gradient algorithms in continuous spaces. LPPG-RL reformulates the projection step as an optimization problem, and utilizes Dykstra's projection rather than generic solvers to deliver great speedups, especially for small- to medium-scale instances. In addition, LPPG-RL introduces Subproblem Exploration (SE) to prevent gradient vanishing, accelerate convergence and enhance stability. We provide theoretical guarantees for convergence and establish a lower bound on policy improvement. Finally, through extensive experiments in a 2D navigation environment, we demonstrate the effectiveness of LPPG-RL, showing that it outperforms existing state-of-the-art continuous LMORL methods.

Hybrid deep reinforcement learning based eco-driving for low-level connected and automated vehicles along signalized corridors

In this chapter, the regulation of an Unmanned Aerial Vehicle (UAV) communication network is investigated in the presence of dynamic changes in the UAV lineup and user distribution. We target an optimal UAV control policy which is capable of identifying the upcoming change in the UAV lineup (quit or join-in) or user distribution, and proactively relocating the UAVs ahead of the change rather than passively dispatching the UAVs after the change. Specifically, a deep reinforcement learning (DRL)-based UAV control framework is developed to maximize the accumulated user satisfaction (US) score for a given time horizon which is able to handle the change in both the UAV lineup and user distribution. The framework accommodates the changed dimension of the state-action space before and after the UAV lineup change by deliberate state transition design. In addition, to handle the continuous state and action space, deep deterministic policy gradient (DDPG) algorithm, which is an actor-critic based DRL method, is exploited. Furthermore, to promote learning exploration around the timing of the change, the original DDPG scheme is adapted into an asynchronous parallel computing (APC) structure which leads to better training performance in both the critic and actor networks. Finally, extensive simulations are conducted to validate the convergence of the proposed learning approach, and demonstrate its capability in jointly handling the dynamics in UAV lineup and user distribution as well as its superiority over a passive reaction method.KeywordsUnmanned aerial vehicle (UAV)UAV-based communication networksDeep reinforcement learningDynamic user spatial distributionUAV trajectory design

To effectively utilize multiple 5G resources (such as computing, communication, storage and service resources), provide low delay offload decisions, and meet data privacy, we propose a framework to integrate blockchain, federated learning (FL), and mobile-edge computing (MEC) into the Internet of Things (IoT) system. However, the insufficient throughput of the blockchain may hinder the efficiency of the overall system. At the same time, due to the dynamic characteristics of IoT and MEC systems, the whole framework involves high-dimensional features and large-scale actions, and the optimization problem is very complex and challenging. Therefore, we design the whole system flow process as a Markov decision process (MDP) sequence by defining state space, action space, and reward function. The deep deterministic policy gradient (DDPG) algorithm is adopted to dynamically select and adjust action to ensure the maximum long-term return of the system. Finally, the simulation results show that our scheme can significantly improve the performance of system.

The paper proposes a new M2ACD(Multi-Actor-Critic Deep Deterministic Policy Gradient) algorithm to apply trajectory planning of the robotic manipulator in complex environments. First, the paper presents a general inverse kinematics algorithm that transforms the inverse kinematics problem into a general Newton-MP iterative method. The M2ACD algorithm based on multiple actors and critics is structured. The dual-actor network reduces the overestimation of action values, minimizes the correlation between the actor and value networks, and mitigates instability during the actor’s selection process caused by excessively high Q-values. The dual-critic network reduces the estimation bias of Q-values, ensuring more reliable action selection and enhancing the stability of Q-value estimation. Secondly, The robotic manipulator’s TSR (two-stage reward) strategy is designed and divided into the approach and close. Rewards in the approach phase focuses on safely and efficiently approaching the target, and rewards in the close phase involves final adjustments before contact is made with the target. Thirdly, to solve the position hopping jitter problem in traditional reinforcement learning trajectory planning, the NURBS(Non-Uniform Rational B-Splines) curve is used to smooth the hopping trajectory generated by M2ACD. Finally, the correctness of the M2ACD and the kinematics algorithm is verified by experiments. The M2ACD algorithm demonstrated superior curve smoothing, convergence stability and convergence speed compared to the TD3, DARC and DDPG algorithms. The M2ACD algorithm can be effectively applied to collaborative robots’ trajectory planning, establishing a foundation for subsequent research.

The research on autonomous driving based on deep reinforcement learning algorithms is a research hotspot. Traditional autonomous driving requires human involvement, and the autonomous driving algorithms based on supervised learning must be trained in advance using human experience. To deal with autonomous driving problems, this paper proposes an improved end-to-end deep deterministic policy gradient (DDPG) algorithm based on the convolutional block attention mechanism, and it is called multi-input attention prioritized deep deterministic policy gradient algorithm (MAPDDPG). Both the actor network and the critic network of the model have the same structure with symmetry. Meanwhile, the attention mechanism is introduced to help the vehicles focus on useful environmental information. The experiments are conducted in the open racing car simulator (TORCS)and the results of five experiment runs on the test tracks are averaged to obtain the final result. Compared with the state-of-the-art algorithm, the maximum reward increases from 62,207 to 116,347, and the average speed increases from 135 km/h to 193 km/h, while the number of success episodes to complete a circle increases from 96 to 147. Also, the variance of the distance from the vehicle to the center of the road is compared, and the result indicates that the variance of the DDPG is 0.6 m while that of the MAPDDPG is only 0.2 m. The above results indicate that the proposed MAPDDPG achieves excellent performance.

Due to the high maneuverability and flexibility, unmanned aerial vehicles (UAVs) have been considered as a promising paradigm to assist mobile edge computing (MEC) in many scenarios including disaster rescue and field operation. Most existing research focuses on the study of trajectory and computation-offloading scheduling for UAV-assisted MEC in stationary environments, and could face challenges in dynamic environments where the locations of UAVs and mobile devices (MDs) vary significantly. Some latest research attempts to develop scheduling policies for dynamic environments by means of reinforcement learning (RL). However, as these need to explore in high-dimensional state and action space, they may fail to cover in large-scale networks where multiple UAVs serve numerous MDs. To address this challenge, we leverage the idea of &#x201C;divide-and-conquer&#x201D; and propose HT3O, a scalable scheduling approach for large-scale UAV-assisted MEC. First, HT3O is built with neural networks via deep RL to obtain real-time scheduling policies for MEC in dynamic environments. More importantly, to make HT3O more scalable, we decompose the scheduling problem into two-layered subproblems and optimize them alternately via hierarchical RL. This not only substantially reduces the complexity of each subproblem, but also improves the convergence efficiency. Experimental results show that HT3O can achieve promising performance improvements over state-of-the-art approaches.

The problem of adaptive human-machine interaction is investigated. It is sought that not only the human learns how to perform a task with a novel machine, but the machine itself co-adapts to the human style in the interaction. This requires solving the problem of two agents co-adapting or co-learning at the same time. Due to the lack of human learning and performance models, it is hypothesized that reinforcement learning with policy gradient algorithms are good candidates for addressing this problem with robustness and fast convergence.