most citedSimplex Decomposition for Portfolio Allocation Constraints in Reinforcement Learning

1 citations · 1 across the 5 of their papers we have counts for

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5 papers

cs.LG2025

DAWM: Diffusion Action World Models for Offline Reinforcement Learning via Action-Inferred Transitions

Zongyue Li, Xiao Han, Yusong Li +2

Diffusion-based world models have demonstrated strong capabilities in synthesizing realistic long-horizon trajectories for offline reinforcement learning (RL). However, many existi…

cs.LG2024

Dying Clusters Is All You Need -- Deep Clustering With an Unknown Number of Clusters

Collin Leiber, Niklas Strauß, Matthias Schubert +1

Finding meaningful groups, i.e., clusters, in high-dimensional data such as images or texts without labeled data at hand is an important challenge in data mining. In recent years,…

cs.AI2024

Autoregressive Policy Optimization for Constrained Allocation Tasks

David Winkel, Niklas Strauß, Maximilian Bernhard +3

Allocation tasks represent a class of problems where a limited amount of resources must be allocated to a set of entities at each time step. Prominent examples of this task include…

cs.AI2024★ 1 cited

Simplex Decomposition for Portfolio Allocation Constraints in Reinforcement Learning

David Winkel, Niklas Strauß, Matthias Schubert +1

Portfolio optimization tasks describe sequential decision problems in which the investor's wealth is distributed across a set of assets. Allocation constraints are used to enforce…

cs.LG2024

Spatial-Aware Deep Reinforcement Learning for the Traveling Officer Problem

Niklas Strauß, Matthias Schubert

The traveling officer problem (TOP) is a challenging stochastic optimization task. In this problem, a parking officer is guided through a city equipped with parking sensors to fine…