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Related papers: Model-Free Adaptive Optimal Control of Episodic Fi…

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Learning-based control methods typically assume stationary system dynamics, an assumption often violated in real-world systems due to drift, wear, or changing operating conditions. We study reinforcement learning for control under…

Machine Learning · Computer Science 2026-04-03 Klemens Iten , Bruce Lee , Chenhao Li , Lenart Treven , Andreas Krause , Bhavya Sukhija

The development of machine learning algorithms has been gathering relevance to address the increasing modelling complexity of manufacturing decision-making problems. Reinforcement learning is a methodology with great potential due to the…

Machine Learning · Computer Science 2023-04-18 Miguel Neves , Miguel Vieira , Pedro Neto

The optimal control of sustainable energy supply systems, including renewable energies and energy storage, takes a central role in the decarbonization of industrial systems. However, the use of fluctuating renewable energies leads to…

Optimization and Control · Mathematics 2025-12-18 Eric Pilling , Martin Bähr , Ralf Wunderlich

Model-based reinforcement learning attempts to use an available or learned model to improve the data efficiency of reinforcement learning. This work proposes a one-step lookback approach that jointly learns the deep incremental model and…

Robotics · Computer Science 2025-02-28 Cong Li

We investigate the use of Reinforcement Learning for the optimal execution of meta-orders, where the objective is to execute incrementally large orders while minimizing implementation shortfall and market impact over an extended period of…

Trading and Market Microstructure · Quantitative Finance 2025-11-20 Tomas Espana , Yadh Hafsi , Fabrizio Lillo , Edoardo Vittori

This work provides a Deep Reinforcement Learning approach to solving a periodic review inventory control system with stochastic vendor lead times, lost sales, correlated demand, and price matching. While this dynamic program has…

Machine Learning · Computer Science 2022-11-30 Dhruv Madeka , Kari Torkkola , Carson Eisenach , Anna Luo , Dean P. Foster , Sham M. Kakade

Cold atom traps are at the heart of many quantum applications in science and technology. The preparation and control of atomic clouds involves complex optimization processes, that could be supported and accelerated by machine learning. In…

Quantum Gases · Physics 2023-06-30 Malte Reinschmidt , József Fortágh , Andreas Günther , Valentin Volchkov

Model-free reinforcement learning has been successfully applied to a range of challenging problems, and has recently been extended to handle large neural network policies and value functions. However, the sample complexity of model-free…

Machine Learning · Computer Science 2016-03-03 Shixiang Gu , Timothy Lillicrap , Ilya Sutskever , Sergey Levine

Reinforcement learning (RL) is a control approach that can handle nonlinear stochastic optimal control problems. However, despite the promise exhibited, RL has yet to see marked translation to industrial practice primarily due to its…

Machine Learning · Computer Science 2021-04-15 Elton Pan , Panagiotis Petsagkourakis , Max Mowbray , Dongda Zhang , Antonio del Rio-Chanona

Maintenance scheduling is a complex decision-making problem in the production domain, where a number of maintenance tasks and resources has to be assigned and scheduled to production entities in order to prevent unplanned production…

Machine Learning · Computer Science 2021-08-30 Raphael Lamprecht , Ferdinand Wurst , Marco F. Huber

In industrial applications of adaptive optimal control often multiple contrary objectives have to be considered. The weights (relative importance) of the objectives are often not known during the design of the control and can change with…

Systems and Control · Computer Science 2019-01-16 Johannes Dornheim , Norbert Link

Machine-learning techniques are emerging as a valuable tool in experimental physics, and among them, reinforcement learning offers the potential to control high-dimensional, multistage processes in the presence of fluctuating environments.…

This paper develops algorithms for high-dimensional stochastic control problems based on deep learning and dynamic programming. Unlike classical approximate dynamic programming approaches, we first approximate the optimal policy by means of…

Probability · Mathematics 2021-09-21 Côme Huré , Huyên Pham , Achref Bachouch , Nicolas Langrené

This work presents a suboptimality study of a particular model predictive control with a stage cost shaping based on the ideas of reinforcement learning. The focus of the suboptimality study is to derive quantities relating the…

Optimization and Control · Mathematics 2020-04-28 Lukas Beckenbach , Pavel Osinenko , Stefan Streif

The problem of reinforcement learning is considered where the environment or the model undergoes a change. An algorithm is proposed that an agent can apply in such a problem to achieve the optimal long-time discounted reward. The algorithm…

Systems and Control · Electrical Eng. & Systems 2023-04-25 Wuxia Chen , Taposh Banerjee , Jemin George , Carl Busart

Designing a stabilizing controller for nonlinear systems is a challenging task, especially for high-dimensional problems with unknown dynamics. Traditional reinforcement learning algorithms applied to stabilization tasks tend to drive the…

Systems and Control · Electrical Eng. & Systems 2024-09-16 Thanin Quartz , Ruikun Zhou , Hans De Sterck , Jun Liu

We propose a machine learning algorithm for solving finite-horizon stochastic control problems based on a deep neural network representation of the optimal policy functions. The algorithm has three features: (1) It can solve…

General Economics · Economics 2024-12-09 Xianhua Peng , Steven Kou , Lekang Zhang

Reinforcement learning has been established over the past decade as an effective tool to find optimal control policies for dynamical systems, with recent focus on approaches that guarantee safety during the learning and/or execution phases.…

Systems and Control · Electrical Eng. & Systems 2021-10-06 S M Nahid Mahmud , Scott A Nivison , Zachary I. Bell , Rushikesh Kamalapurkar

Episodic self-imitation learning, a novel self-imitation algorithm with a trajectory selection module and an adaptive loss function, is proposed to speed up reinforcement learning. Compared to the original self-imitation learning algorithm,…

Artificial Intelligence · Computer Science 2020-11-30 Tianhong Dai , Hengyan Liu , Anil Anthony Bharath

Deep model-based reinforcement learning methods offer a conceptually simple approach to the decision-making and control problem: use learning for the purpose of estimating an approximate dynamics model, and offload the rest of the work to…

Machine Learning · Computer Science 2023-07-13 Michael Janner