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Combinatorial optimization problems are notoriously challenging due to their discrete structure and exponentially large solution space. Recent advances in deep reinforcement learning (DRL) have enabled the learning heuristics directly from…

Machine Learning · Computer Science 2025-06-12 Shengda Gu , Kai Li , Junliang Xing , Yifan Zhang , Jian Cheng

We study a speculative trading problem within the exploratory reinforcement learning (RL) framework of Wang et al. [2020]. The problem is formulated as a sequential optimal stopping problem over entry and exit times under general utility…

Mathematical Finance · Quantitative Finance 2026-04-03 Yun Zhao , Alex S. L. Tse , Harry Zheng

Job shop scheduling problems represent a significant and complex facet of combinatorial optimization problems, which have traditionally been addressed through either exact or approximate solution methodologies. However, the practical…

Artificial Intelligence · Computer Science 2024-03-19 Jaejin Lee , Seho Kee , Mani Janakiram , George Runger

Combinatorial optimization problems are notoriously challenging for neural networks, especially in the absence of labeled instances. This work proposes an unsupervised learning framework for CO problems on graphs that can provide integral…

Machine Learning · Computer Science 2021-03-09 Nikolaos Karalias , Andreas Loukas

Using machine learning to solve combinatorial optimization (CO) problems is challenging, especially when the data is unlabeled. This work proposes an unsupervised learning framework for CO problems. Our framework follows a standard…

Machine Learning · Computer Science 2022-10-25 Haoyu Wang , Nan Wu , Hang Yang , Cong Hao , Pan Li

The traveling salesman problem is a fundamental combinatorial optimization problem with strong exact algorithms. However, as problems scale up, these exact algorithms fail to provide a solution in a reasonable time. To resolve this, current…

Machine Learning · Computer Science 2025-01-09 Yong Liang Goh , Wee Sun Lee , Xavier Bresson , Thomas Laurent , Nicholas Lim

Reinforcement learning (RL) is a powerful machine learning technique that enables an intelligent agent to learn an optimal policy that maximizes the cumulative rewards in sequential decision making. Most of methods in the existing…

Machine Learning · Statistics 2023-01-06 Chengchun Shi , Zhengling Qi , Jianing Wang , Fan Zhou

In distributional reinforcement learning (RL), the estimated distribution of value function models both the parametric and intrinsic uncertainties. We propose a novel and efficient exploration method for deep RL that has two components. The…

Machine Learning · Computer Science 2019-05-16 Borislav Mavrin , Shangtong Zhang , Hengshuai Yao , Linglong Kong , Kaiwen Wu , Yaoliang Yu

The use of Reinforcement Learning in real-world scenarios is strongly limited by issues of scale. Most RL learning algorithms are unable to deal with problems composed of hundreds or sometimes even dozens of possible actions, and therefore…

Machine Learning · Computer Science 2012-03-02 Gabriel Dulac-Arnold , Ludovic Denoyer , Philippe Preux , Patrick Gallinari

Reinforcement Learning (RL) has emerged as a transformative approach in the domains of automation and robotics, offering powerful solutions to complex problems that conventional methods struggle to address. In scenarios where the problem…

Robotics · Computer Science 2023-09-04 Meraj Mammadov

Reinforcement learning (RL) excels in various applications but struggles in dynamic environments where the underlying Markov decision process evolves. Continual reinforcement learning (CRL) enables RL agents to continually learn and adapt…

Machine Learning · Computer Science 2025-12-23 Xue Yang , Michael Schukat , Junlin Lu , Patrick Mannion , Karl Mason , Enda Howley

Resource allocation remains NP-hard due to combinatorial complexity. While deep reinforcement learning (DRL) methods, such as the Rainbow Deep Q-Network (DQN), improve scalability through prioritized replay and distributional heads,…

Artificial Intelligence · Computer Science 2025-12-08 Truong Thanh Hung Nguyen , Truong Thinh Nguyen , Hung Cao

The integration of Reinforcement Learning (RL) with heuristic methods is an emerging trend for solving optimization problems, which leverages RL's ability to learn from the data generated during the search process. One promising approach is…

Machine Learning · Computer Science 2024-09-19 Arthur Müller , Lukas Vollenkemper

Subgraph matching is a fundamental problem in various fields that use graph structured data. Subgraph matching algorithms enumerate all isomorphic embeddings of a query graph q in a data graph G. An important branch of matching algorithms…

Machine Learning · Computer Science 2022-04-01 Hanchen Wang , Ying Zhang , Lu Qin , Wei Wang , Wenjie Zhang , Xuemin Lin

Traditional solvers for tackling combinatorial optimization (CO) problems are usually designed by human experts. Recently, there has been a surge of interest in utilizing deep learning, especially deep reinforcement learning, to…

Neural and Evolutionary Computing · Computer Science 2023-04-13 Shengcai Liu , Yu Zhang , Ke Tang , Xin Yao

In recent years, graph neural networks (GNNs) have become increasingly popular for solving NP-hard combinatorial optimization (CO) problems, such as maximum cut and maximum independent set. The core idea behind these methods is to represent…

Machine Learning · Computer Science 2024-06-11 Yang Liu , Peng Zhang , Yang Gao , Chuan Zhou , Zhao Li , Hongyang Chen

Learning effective representations in image-based environments is crucial for sample efficient Reinforcement Learning (RL). Unfortunately, in RL, representation learning is confounded with the exploratory experience of the agent -- learning…

Machine Learning · Computer Science 2021-07-21 Denis Yarats , Rob Fergus , Alessandro Lazaric , Lerrel Pinto

We design a new iterative algorithm, called REINFORCE-OPT, for solving a general type of optimization problems. This algorithm parameterizes the solution search rule and iteratively updates the parameter using a reinforcement learning (RL)…

Optimization and Control · Mathematics 2025-01-27 Chen Xu , Yun-Bin Zhao , Zhipeng Lu , Ye Zhang

Deep reinforcement learning (RL) algorithms can learn complex policies to optimize agent operation over time. RL algorithms have shown promising results in solving complicated problems in recent years. However, their application on…

Machine Learning · Computer Science 2021-09-29 Hamed Khorasgani , Haiyan Wang , Chetan Gupta , Susumu Serita

Reinforcement learning (RL) and Deep Reinforcement Learning (DRL), in particular, have the potential to disrupt and are already changing the way we interact with the world. One of the key indicators of their applicability is their ability…

Machine Learning · Computer Science 2024-08-20 Nikolai Rozanov