Related papers: Reinforcement Learning for the Unit Commitment Pro…

The rapid growth of data centers increasingly requires data center operators to "bring own generation" to complement the available utility power plants to supply all or part of data center load. This practice sharply increases the number of…

Unit commitment (UC) optimizes the start-up and shutdown schedules of generating units to meet load demand while minimizing costs. However, the increasing integration of renewable energy introduces uncertainties for real-time scheduling.…

Same-Day Delivery services are becoming increasingly popular in recent years. These have been usually modelled by previous studies as a certain class of Dynamic Vehicle Routing Problem (DVRP) where goods must be delivered from a depot to a…

We study a primal-dual (PD) reinforcement learning (RL) algorithm for online constrained Markov decision processes (CMDPs). Despite its widespread practical use, the existing theoretical literature on PD-RL algorithms for this problem only…

Maintaining instantaneous balance between electricity supply and demand is critical for reliability and grid instability. System operators achieve this through solving the task of Unit Commitment (UC),ca high dimensional large-scale…

We present a model-free reinforcement learning algorithm to find an optimal policy for a finite-horizon Markov decision process while guaranteeing a desired lower bound on the probability of satisfying a signal temporal logic (STL)…

We study a class of sequential decision-making problems with augmented predictions, potentially provided by a machine learning algorithm. In this setting, the decision-maker receives prediction intervals for unknown parameters that become…

We present two elegant solutions for modeling continuous-time dynamics, in a novel model-based reinforcement learning (RL) framework for semi-Markov decision processes (SMDPs), using neural ordinary differential equations (ODEs). Our models…

This dissertation makes three main contributions. First, We identify a new connection between policy gradient and dynamic programming in MMDPs and propose the Coordinate Ascent Dynamic Programming (CADP) algorithm to compute a Markov policy…

This paper proposes a multi-agent reinforcement learning based medium access framework for wireless networks. The access problem is formulated as a Markov Decision Process (MDP), and solved using reinforcement learning with every network…

The unit commitment problem is an important optimization problem in the energy industry used to compute the most economical operating schedules of power plants. Typically, this problem has to be solved repeatedly with different data but…

Advanced Air Mobility (AAM) is the next generation of air transportation that includes new entrants such as electric vertical takeoff and landing (eVTOL) aircraft, increasingly autonomous flight operations, and small UAS package delivery.…

Adversary emulation is an offensive exercise that provides a comprehensive assessment of a system's resilience against cyber attacks. However, adversary emulation is typically a manual process, making it costly and hard to deploy in…

Our goal is to extract useful knowledge from demonstrations of behavior in sequential decision-making problems. Although it is well-known that humans commonly engage in risk-sensitive behaviors in the presence of stochasticity, most Inverse…

An automatic program that generates constant profit from the financial market is lucrative for every market practitioner. Recent advance in deep reinforcement learning provides a framework toward end-to-end training of such trading agent.…

The curse of dimensionality is a widely known issue in reinforcement learning (RL). In the tabular setting where the state space $\mathcal{S}$ and the action space $\mathcal{A}$ are both finite, to obtain a nearly optimal policy with…

We study the estimation of risk-sensitive policies in reinforcement learning problems defined by a Markov Decision Process (MDPs) whose state and action spaces are countably finite. Prior efforts are predominately afflicted by computational…

In this paper, we present an online reinforcement learning algorithm for constrained Markov decision processes with a safety constraint. Despite the necessary attention of the scientific community, considering stochastic stopping time, the…

We provide performance guarantees for a variant of simulation-based policy iteration for controlling Markov decision processes that involves the use of stochastic approximation algorithms along with state-of-the-art techniques that are…

We propose a novel global solution algorithm for the network-constrained unit commitment problem incorporating a nonlinear alternating current model of the transmission network, which is a nonconvex mixed-integer nonlinear programming…