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N. Yorke-Smith

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114 records found

Improving Inland and Short-Sea Vessel Scheduling using Constraint Optimization

A Google OR-Tools Implementation for a Container Vessel Planning System

Inland and short-sea container shipping in Northwestern Europe relies on manual planning by experienced logistics operators. This process, while effective for routine operations, is time-consuming, difficult to scale, and limited in its ability to globally optimize fleet utilizat ...
For most organizations, the majority of greenhouse gas emissions are Scope 3 emissions embedded in geographically dispersed supply chains. In such settings, environmental and economic impacts, as well as operating conditions, are uncertain, and decisions are sequential, meaning t ...
Type systems are a tool for preventing software errors, by classifying (sub)terms according to how they are evaluated. This way, mistakes can be caught at compile-time, ruling out the existence of entire classes of mistakes altogether. Using a programming language with a strong t ...

Optimising Discrete Problems

Decision Diagrams and Context-Aware Heuristics

Optimisation problems are all around us and play a critical role in the outcomes of various sectors of society including scheduling, logistics, network design, and resource allocation. In this thesis, we look at a subset of problems where some or all the choices to be made can on ...
The goal of reinforcement learning is to train agents to perform tasks under little supervision. Tasks are specified by a reward function and transition function, which state how much reward the agent gets for its action in a state, and how the environment state changes based on ...

Data-Driven and Robust Predictive Control and Optimization

With Applications to Building Energy Management

Buildings, as major global energy consumers, can help mitigate the impact of growing renewable energy in smart grids through demand-side management (DSM). Smart energy management of buildings requires advanced control schemes that can cope with economic objectives, environmental ...
Air transport has enormous impact on economic, social, and environmental factors worldwide. According to the International Air Transport Association significant year on year increases can be noticed recently, in both passenger and cargo traffic. However, with this increasing dema ...
In large-scale engineering environments, efficient issue tracking is essential for timely problem resolution and knowledge reuse. However, manual classification and association of issue reports present scalability challenges, further complicated by inconsistent annotations and th ...

Uncertainty Based Exploration in Reinforcement Learning

Analyzing the Robustness of Bayesian Deep Q-Networks

Bayesian Deep Q-Networks (BDQN) have demonstrated superior exploration capabilities and performance in complex environments such as Atari games, yet their behavior in other simpler settings and their sensitivity to hyperparameters remain understudied. This work evaluates BDQN in ...

Algorithms for the Sharing Economy

An Economic Modelling Perspective on Distributed Exchange

This thesis investigates the gap between the theoretical ideals and practical realities of distributed exchange protocols in peer-to-peer sharing economies. While classical economic models and stylised trading mechanisms have been extensively studied, their assumptions often over ...

Heuristic Optimization of Amazon Redshift Table Configurations

Focusing on Distribution Style, Sort Keys and Column Encodings in Amazon Redshift

This thesis presents a comprehensive, heuristic cost-driven framework for optimizing database table configuration in Amazon Redshift focusing on distribution styles, sort keys and column encodings. Unlike existing approaches that treat optimization parameters independently, this ...
This thesis presents a novel framework for solving the Multi-Skill Resource-Constrained Multi-Modal Project Scheduling Problem with maximum time lags, addressing the challenges of scalability, deadline adherence, and uncertainty in job durations. The research is conducted through ...
Effectively solving the Nurse Rostering Problem enhances nurse moral and leads to improved patient care. While the use of ejection chains has shown promise in previous studies, studying their impact on real-life instances from two Dutch hospitals further deepens our understanding ...
Deep Reinforcement Learning has achieved superhuman performance in many tasks, such as robotic control or autonomous driving. Algorithms in Deep Reinforcement Learning still suffer from a sample efficiency problem, where, in many cases, millions of samples are needed to achieve g ...
We present a large-scale empirical study of Bootstrapped DQN (BDQN) and Randomized-Prior BDQN (RP-BDQN) in the DeepSea environment, aimed at characterizing their scaling properties. Our primary contribution is a unified scaling law that accurately models the probability of reward ...
Efficient exploration is a major issue in reinforcement learning, particularly in environments with sparse rewards. In these environments, traditional methods like e-greedy fail to efficiently reach an optimal policy. A new method proposed by Fortunato, et al. Fortunato, et al. s ...

Effects of exploration-exploitation strategies in dynamic Forex markets

The use of Reinforcement Learning in Algorithmic Trading

This paper examines how different exploration strategies affect the learning behavior and trading performance of reinforcement learning (RL) agents in a custom foreign exchange (forex) environment. By holding all other components constant—including model architecture, features, a ...

The use of Reinforcement Learning in Algorithmic Trading

What are the impacts of different possible reward functions on the ability of the RL model to learn, and the performance of the RL Model?

Algorithmic trading already dominates modern financial markets, yet most live systems still rely on fixed heuristics that falter when conditions change. Deep reinforcement learning agents promise adaptive decision making, but their behaviour is driven entirely by the reward funct ...

Feature Engineering in Reinforcement Learning for Algorithmic Trading

Investigating the Effects of State Representation on Trading Agent Performance in the Forex Market

This study explores how different features impact a Reinforcement Learning agent's performance in forex trading. Using a Deep Q-Network (DQN) agent and EUR/USD data from 2022-2024, we found that performance is highly sensitive to the information provided. Key findings show that f ...