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Stochastic differential equations can describe a wide range of dynamical systems, and obtaining the governing equations of these systems is the premise of studying the nonlinear dynamic behavior of the system. Neural networks are currently…

Dynamical Systems · Mathematics 2023-04-25 Xiao-Kai An , Lin Du , Zi-Chen Deng , Yu-jia Zhang

Sequential decision making under uncertainty is central to many Process Systems Engineering (PSE) challenges, where traditional methods often face limitations related to controlling and optimizing complex and stochastic systems.…

Systems and Control · Electrical Eng. & Systems 2025-10-29 Maximilian Bloor , Max Mowbray , Ehecatl Antonio Del Rio Chanona , Calvin Tsay

Reinforcement learning (RL) has emerged as a promising strategy for finetuning small language models (SLMs) to solve targeted tasks such as math and coding. However, RL algorithms tend to be resource-intensive, taking a significant amount…

Machine Learning · Computer Science 2025-10-07 Lianghuan Huang , Sagnik Anupam , Insup Lee , Shuo Li , Osbert Bastani

We consider primal-dual-based reinforcement learning (RL) in episodic constrained Markov decision processes (CMDPs) with non-stationary objectives and constraints, which plays a central role in ensuring the safety of RL in time-varying…

Machine Learning · Computer Science 2022-11-22 Yuhao Ding , Javad Lavaei

Preference-based reinforcement learning (PbRL) has shown impressive capabilities in training agents without reward engineering. However, a notable limitation of PbRL is its dependency on substantial human feedback. This dependency stems…

Machine Learning · Computer Science 2024-05-30 Fengshuo Bai , Rui Zhao , Hongming Zhang , Sijia Cui , Ying Wen , Yaodong Yang , Bo Xu , Lei Han

Learning a good representation is an essential component for deep reinforcement learning (RL). Representation learning is especially important in multitask and partially observable settings where building a representation of the unknown…

This paper provides a statistical analysis of high-dimensional batch Reinforcement Learning (RL) using sparse linear function approximation. When there is a large number of candidate features, our result sheds light on the fact that…

Machine Learning · Computer Science 2020-11-10 Botao Hao , Yaqi Duan , Tor Lattimore , Csaba Szepesvári , Mengdi Wang

The following interdisciplinary article presents a memetic algorithm with applying deep reinforcement learning (DRL) for solving practically oriented dual resource constrained flexible job shop scheduling problems (DRC-FJSSP). From research…

Machine Learning · Computer Science 2023-07-10 Felix Grumbach , Nour Eldin Alaa Badr , Pascal Reusch , Sebastian Trojahn

We propose a new variational inference algorithm for learning in Gaussian Process State-Space Models (GPSSMs). Our algorithm enables learning of unstable and partially observable systems, where previous algorithms fail. Our main algorithmic…

Machine Learning · Computer Science 2020-06-11 Silvan Melchior , Sebastian Curi , Felix Berkenkamp , Andreas Krause

Reinforcement Learning (RL) serves as a versatile framework for sequential decision-making, finding applications across diverse domains such as robotics, autonomous driving, recommendation systems, supply chain optimization, biology,…

Machine Learning · Computer Science 2024-08-26 Vaneet Aggarwal , Washim Uddin Mondal , Qinbo Bai

Recent advancements in deep reinforcement learning (RL) have demonstrated notable progress in sample efficiency, spanning both model-based and model-free paradigms. Despite the identification and mitigation of specific bottlenecks in prior…

Machine Learning · Computer Science 2024-04-02 Yibo Wang , Jiang Zhao

In distributed optimization, the practical problem-solving performance is essentially sensitive to algorithm selection, parameter setting, problem type and data pattern. Thus, it is often laborious to acquire a highly efficient method for a…

Optimization and Control · Mathematics 2024-01-04 Daokuan Zhu , Tianqi Xu , Jie Lu

In this study, we present a novel constraint-based algorithm for causal structure learning specifically designed for nonlinear autoregressive time series. Our algorithm significantly reduces computational complexity compared to existing…

Machine Learning · Computer Science 2025-07-11 Mohammad Fesanghary , Achintya Gopal

We study the constrained reinforcement learning problem, in which an agent aims to maximize the expected cumulative reward subject to a constraint on the expected total value of a utility function. In contrast to existing model-based…

Machine Learning · Computer Science 2023-01-10 Arnob Ghosh , Xingyu Zhou , Ness Shroff

Humans learn to play video games significantly faster than the state-of-the-art reinforcement learning (RL) algorithms. People seem to build simple models that are easy to learn to support planning and strategic exploration. Inspired by…

Artificial Intelligence · Computer Science 2018-11-27 Ramtin Keramati , Jay Whang , Patrick Cho , Emma Brunskill

We consider un-discounted reinforcement learning (RL) in Markov decision processes (MDPs) under drifting non-stationarity, i.e., both the reward and state transition distributions are allowed to evolve over time, as long as their respective…

Machine Learning · Computer Science 2020-06-26 Wang Chi Cheung , David Simchi-Levi , Ruihao Zhu

We investigate an empirical Bayesian nonparametric approach to a family of linear inverse problems with Gaussian prior and Gaussian noise. We consider a class of Gaussian prior probability measures with covariance operator indexed by a…

Statistics Theory · Mathematics 2021-02-23 Junxiong Jia , Jigen Peng , Jinghuai Gao

Model-based approaches to reinforcement learning (MBRL) exhibit favorable performance in practice, but their theoretical guarantees in large spaces are mostly restricted to the setting when transition model is Gaussian or Lipschitz, and…

Machine Learning · Computer Science 2023-05-05 Souradip Chakraborty , Amrit Singh Bedi , Alec Koppel , Brian M. Sadler , Furong Huang , Pratap Tokekar , Dinesh Manocha

We study reinforcement learning (RL) for a class of continuous-time linear-quadratic (LQ) control problems for diffusions, where states are scalar-valued and running control rewards are absent but volatilities of the state processes depend…

Machine Learning · Computer Science 2025-07-25 Yilie Huang , Yanwei Jia , Xun Yu Zhou

We reformulate the signal temporal logic (STL) synthesis problem as a maximum a-posteriori (MAP) inference problem. To this end, we introduce the notion of random STL~(RSTL), which extends deterministic STL with random predicates. This new…

Robotics · Computer Science 2021-05-14 Ki Myung Brian Lee , Chanyeol Yoo , Robert Fitch
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