We propose the first discrete-time infinite-horizon dynamic formulation of the financial index tracking problem under both return-based tracking error and value-based tracking error. The formulation overcomes the limitations of existing models by incorporating the intertemporal dynamics of market information variables not limited to prices, allowing exact calculation of transaction costs, accounting for the tradeoff between overall tracking error and transaction costs, allowing effective use of data in a long time period, etc. The formulation also allows novel decision variables of cash injection or withdraw. We propose to solve the portfolio rebalancing equation using a Banach fixed point iteration, which allows to accurately calculate the transaction costs specified as nonlinear functions of trading volumes in practice. We propose an extension of deep reinforcement learning (RL) method to solve the dynamic formulation. Our RL method resolves the issue of data limitation resulting from the availability of a single sample path of financial data by a novel training scheme. A comprehensive empirical study based on a 17-year-long testing set demonstrates that the proposed method outperforms a benchmark method in terms of tracking accuracy and has the potential for earning extra profit through cash withdraw strategy.

Developing robot controllers capable of achieving dexterous nonprehensile manipulation, such as pushing an object on a table, is challenging. The underactuated and hybrid-dynamics nature of the problem, further complicated by the uncertainty resulting from the frictional interactions, requires sophisticated control behaviors. Reinforcement Learning (RL) is a powerful framework for developing such robot controllers. However, previous RL literature addressing the nonprehensile pushing task achieves low accuracy, non-smooth trajectories, and only simple motions, i.e. without rotation of the manipulated object. We conjecture that previously used unimodal exploration strategies fail to capture the inherent hybrid-dynamics of the task, arising from the different possible contact interaction modes between the robot and the object, such as sticking, sliding, and separation. In this work, we propose a multimodal exploration approach through categorical distributions, which enables us to train planar pushing RL policies for arbitrary starting and target object poses, i.e. positions and orientations, and with improved accuracy. We show that the learned policies are robust to external disturbances and observation noise, and scale to tasks with multiple pushers. Furthermore, we validate the transferability of the learned policies, trained entirely in simulation, to a physical robot hardware using the KUKA iiwa robot arm. See our supplemental video: https://youtu.be/vTdva1mgrk4.

The Organic Rankine Cycle (ORC) is widely used in industrial waste heat recovery due to its simple structure and easy maintenance. However, in the context of smart manufacturing in the process industry, traditional model-based optimization control methods are unable to adapt to the varying operating conditions of the ORC system or sudden changes in operating modes. Deep reinforcement learning (DRL) has significant advantages in situations with uncertainty as it directly achieves control objectives by interacting with the environment without requiring an explicit model of the controlled plant. Nevertheless, direct application of DRL to physical ORC systems presents unacceptable safety risks, and its generalization performance under model-plant mismatch is insufficient to support ORC control requirements. Therefore, this paper proposes a Sim2Real transfer learning-based DRL control method for ORC superheat control, which aims to provide a new simple, feasible, and user-friendly solution for energy system optimization control. Experimental results show that the proposed method greatly improves the training speed of DRL in ORC control problems and solves the generalization performance issue of the agent under multiple operating conditions through Sim2Real transfer.

Object shaping by grinding is a crucial industrial process in which a rotating grinding belt removes material. Object-shape transition models are essential to achieving automation by robots; however, learning such a complex model that depends on process conditions is challenging because it requires a significant amount of data, and the irreversible nature of the removal process makes data collection expensive. This paper proposes a cutting-surface-aware Model-Based Reinforcement Learning (MBRL) method for robotic grinding. Our method employs a cutting-surface-aware model as the object's shape transition model, which in turn is composed of a geometric cutting model and a cutting-surface-deviation model, based on the assumption that the robot action can specify the cutting surface made by the tool. Furthermore, according to the grinding resistance theory, the cutting-surface-deviation model does not require raw shape information, making the model's dimensions smaller and easier to learn than a naive shape transition model directly mapping the shapes. Through evaluation and comparison by simulation and real robot experiments, we confirm that our MBRL method can achieve high data efficiency for learning object shaping by grinding and also provide generalization capability for initial and target shapes that differ from the training data.

On-demand ride services or ride-sourcing services have been experiencing fast development in the past decade. Various mathematical models and optimization algorithms have been developed to help ride-sourcing platforms design operational strategies with higher efficiency. However, due to cost and reliability issues (implementing an immature algorithm for real operations may result in system turbulence), it is commonly infeasible to validate these models and train/test these optimization algorithms within real-world ride sourcing platforms. Acting as a useful test bed, a simulation platform for ride-sourcing systems will be very important to conduct algorithm training/testing or model validation through trails and errors. While previous studies have established a variety of simulators for their own tasks, it lacks a fair and public platform for comparing the models or algorithms proposed by different researchers. In addition, the existing simulators still face many challenges, ranging from their closeness to real environments of ride-sourcing systems, to the completeness of different tasks they can implement. To address the challenges, we propose a novel multi-functional and open-sourced simulation platform for ride-sourcing systems, which can simulate the behaviors and movements of various agents on a real transportation network. It provides a few accessible portals for users to train and test various optimization algorithms, especially reinforcement learning algorithms, for a variety of tasks, including on-demand matching, idle vehicle repositioning, and dynamic pricing. In addition, it can be used to test how well the theoretical models approximate the simulated outcomes. Evaluated on real-world data based experiments, the simulator is demonstrated to be an efficient and effective test bed for various tasks related to on-demand ride service operations.

Self-training emerges as an important research line on domain adaptation. By taking the model's prediction as the pseudo labels of the unlabeled data, self-training bootstraps the model with pseudo instances in the target domain. However, the prediction errors of pseudo labels (label noise) challenge the performance of self-training. To address this problem, previous approaches only use reliable pseudo instances, i.e., pseudo instances with high prediction confidence, to retrain the model. Although these strategies effectively reduce the label noise, they are prone to miss the hard examples. In this paper, we propose a new self-training framework for domain adaptation, namely Domain adversarial learning enhanced Self-Training Framework (DaMSTF). Firstly, DaMSTF involves meta-learning to estimate the importance of each pseudo instance, so as to simultaneously reduce the label noise and preserve hard examples. Secondly, we design a meta constructor for constructing the meta-validation set, which guarantees the effectiveness of the meta-learning module by improving the quality of the meta-validation set. Thirdly, we find that the meta-learning module suffers from the training guidance vanishment and tends to converge to an inferior optimal. To this end, we employ domain adversarial learning as a heuristic neural network initialization method, which can help the meta-learning module converge to a better optimal. Theoretically and experimentally, we demonstrate the effectiveness of the proposed DaMSTF. On the cross-domain sentiment classification task, DaMSTF improves the performance of BERT with an average of nearly 4%.

This paper investigates the problem of on-orbit spacecraft inspection using a single free-flying deputy spacecraft, equipped with an optical sensor, whose controller is a neural network control system trained with Reinforcement Learning (RL). This work considers the illumination of the inspected spacecraft (chief) by the Sun in order to incentivize acquisition of well-illuminated optical data. The agent's performance is evaluated through statistically efficient metrics. Results demonstrate that the RL agent is able to inspect all points on the chief successfully, while maximizing illumination on inspected points in a simulated environment, using only low-level actions. Due to the stochastic nature of RL, 10 policies were trained using 10 random seeds to obtain a more holistic measure of agent performance. Over these 10 seeds, the interquartile mean (IQM) percentage of inspected points for the finalized model was 98.82%.

In the face of growing urban populations and the escalating number of vehicles on the roads, managing transportation efficiently and ensuring safety have become critical challenges. To tackle these issues, the development of intelligent control systems for vehicles is paramount. This paper presents a comprehensive study on vehicle control for collision avoidance, leveraging the power of Federated Deep Reinforcement Learning (FDRL) techniques. Our main goal is to minimize travel delays and enhance the average speed of vehicles while prioritizing safety and preserving data privacy. To accomplish this, we conducted a comparative analysis between the local model, Deep Deterministic Policy Gradient (DDPG), and the global model, Federated Deep Deterministic Policy Gradient (FDDPG), to determine their effectiveness in optimizing vehicle control for collision avoidance. The results obtained indicate that the FDDPG algorithm outperforms DDPG in terms of effectively controlling vehicles and preventing collisions. Significantly, the FDDPG-based algorithm demonstrates substantial reductions in travel delays and notable improvements in average speed compared to the DDPG algorithm.

We present an efficient reinforcement learning algorithm that learns the optimal admission control policy in a partially observable queueing network. Specifically, only the arrival and departure times from the network are observable, and optimality refers to the average holding/rejection cost in infinite horizon. While reinforcement learning in Partially Observable Markov Decision Processes (POMDP) is prohibitively expensive in general, we show that our algorithm has a regret that only depends sub-linearly on the maximal number of jobs in the network, $S$. In particular, in contrast with existing regret analyses, our regret bound does not depend on the diameter of the underlying Markov Decision Process (MDP), which in most queueing systems is at least exponential in $S$. The novelty of our approach is to leverage Norton's equivalent theorem for closed product-form queueing networks and an efficient reinforcement learning algorithm for MDPs with the structure of birth-and-death processes.

Applying Reinforcement Learning (RL) to sequence generation models enables the direct optimization of long-term rewards (\textit{e.g.,} BLEU and human feedback), but typically requires large-scale sampling over a space of action sequences. This is a computational challenge as presented by the practice of sequence generation problems, such as machine translation, where we often deal with a large action space (\textit{e.g.,} a vocabulary) and a long action sequence (\textit{e.g.,} a translation). In this work, we introduce two-stage sampling and dynamic sampling approaches to improve the sampling efficiency during training sequence generation models via RL. We experiment with our approaches on the traditional sequence generation tasks, including machine translation and abstractive summarization. Furthermore, we evaluate our approaches in RL from human feedback (RLHF) through training a large language model using the reward model. Experimental results show that the efficient sampling-based RL, referred to as ESRL, can outperform all baselines in terms of both training efficiency and memory consumption. Notably, ESRL yields consistent performance gains over the strong REINFORCE, minimum risk training, and proximal policy optimization methods.