• Title/Summary/Keyword: 근위 정책 최적화

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A Study on Asset Allocation Using Proximal Policy Optimization (근위 정책 최적화를 활용한 자산 배분에 관한 연구)

  • Lee, Woo Sik
    • Journal of the Korean Society of Industry Convergence
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    • v.25 no.4_2
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    • pp.645-653
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    • 2022
  • Recently, deep reinforcement learning has been applied to a variety of industries, such as games, robotics, autonomous vehicles, and data cooling systems. An algorithm called reinforcement learning allows for automated asset allocation without the requirement for ongoing monitoring. It is free to choose its own policies. The purpose of this paper is to carry out an empirical analysis of the performance of asset allocation strategies. Among the strategies considered were the conventional Mean- Variance Optimization (MVO) and the Proximal Policy Optimization (PPO). According to the findings, the PPO outperformed both its benchmark index and the MVO. This paper demonstrates how dynamic asset allocation can benefit from the development of a reinforcement learning algorithm.

A study on application of reinforcement learning to autonomous navigation of unmanned surface vehicle (소형무인선의 자율운행을 위한 강화학습기법 적용에 관한 연구)

  • Hee-Yong Lee
    • Proceedings of the Korean Institute of Navigation and Port Research Conference
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    • 2023.11a
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    • pp.232-235
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    • 2023
  • This study suggests how to build a training environment for the application of reinforcement learning techniques to USV, and Ihow to apply the training result to a real USV. The purpose of RL is to move USV from departure point to destination point autonomously using rudder.

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A Study about the Usefulness of Reinforcement Learning in Business Simulation Games using PPO Algorithm (경영 시뮬레이션 게임에서 PPO 알고리즘을 적용한 강화학습의 유용성에 관한 연구)

  • Liang, Yi-Hong;Kang, Sin-Jin;Cho, Sung Hyun
    • Journal of Korea Game Society
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    • v.19 no.6
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    • pp.61-70
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    • 2019
  • In this paper, we apply reinforcement learning in the field of management simulation game to check whether game agents achieve autonomously given goal. In this system, we apply PPO (Proximal Policy Optimization) algorithm in the Unity Machine Learning (ML) Agent environment and the game agent is designed to automatically find a way to play. Five game scenario simulation experiments were conducted to verify their usefulness. As a result, it was confirmed that the game agent achieves the goal through learning despite the change of environment variables in the game.

Design of track path-finding simulation using Unity ML Agents

  • In-Chul Han;Jin-Woong Kim;Soo Kyun Kim
    • Journal of the Korea Society of Computer and Information
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    • v.29 no.2
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    • pp.61-66
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    • 2024
  • This paper aims to design a simulation for path-finding of objects in a simulation or game environment using reinforcement learning techniques. The main feature of this study is that the objects in the simulation are trained to avoid obstacles at random locations generated on a given track and to automatically explore path to get items. To implement the simulation, ML Agents provided by Unity Game Engine were used, and a learning policy based on PPO (Proximal Policy Optimization) was established to form a reinforcement learning environment. Through the reinforcement learning-based simulation designed in this study, we were able to confirm that the object moves on the track by avoiding obstacles and exploring path to acquire items as it learns, by analyzing the simulation results and learning result graph.