English
Related papers

Related papers: Exploratory Combinatorial Optimization with Reinfo…

200 papers

We consider reinforcement learning (RL) in continuous time and study the problem of achieving the best trade-off between exploration of a black box environment and exploitation of current knowledge. We propose an entropy-regularized reward…

Optimization and Control · Mathematics 2019-02-14 Haoran Wang , Thaleia Zariphopoulou , Xunyu Zhou

The ongoing energy transition drives the development of decentralised renewable energy sources, which are heterogeneous and weather-dependent, complicating their integration into energy systems. This study tackles this issue by introducing…

Machine Learning · Computer Science 2024-07-01 Marine Cauz , Adrien Bolland , Nicolas Wyrsch , Christophe Ballif

We present a new model-based algorithm for reinforcement learning (RL) which consists of explicit exploration and exploitation phases, and is applicable in large or infinite state spaces. The algorithm maintains a set of dynamics models…

Machine Learning · Computer Science 2019-12-03 Mikael Henaff

We consider a team of reinforcement learning agents that concurrently operate in a common environment, and we develop an approach to efficient coordinated exploration that is suitable for problems of practical scale. Our approach builds on…

Machine Learning · Computer Science 2018-12-18 Maria Dimakopoulou , Ian Osband , Benjamin Van Roy

We report a novel, computationally efficient approach for solving hard nonlinear problems of reinforcement learning (RL). Here we combine umbrella sampling, from computational physics/chemistry, with optimal control methods. The approach is…

Machine Learning · Computer Science 2025-02-28 Egor E. Nuzhin , Nikolai V. Brilliantov

A default assumption in the design of reinforcement-learning algorithms is that a decision-making agent always explores to learn optimal behavior. In sufficiently complex environments that approach the vastness and scale of the real world,…

Machine Learning · Computer Science 2024-07-23 Dilip Arumugam , Saurabh Kumar , Ramki Gummadi , Benjamin Van Roy

Recently, the applications of the methodologies of Reinforcement Learning (RL) to NP-Hard Combinatorial optimization problems have become a popular topic. This is essentially due to the nature of the traditional combinatorial algorithms,…

Optimization and Control · Mathematics 2022-08-02 Simone Foa , Corrado Coppola , Giorgio Grani , Laura Palagi

Discovering causal structure among a set of variables is a fundamental problem in many empirical sciences. Traditional score-based casual discovery methods rely on various local heuristics to search for a Directed Acyclic Graph (DAG)…

Machine Learning · Computer Science 2020-06-09 Shengyu Zhu , Ignavier Ng , Zhitang Chen

As computing power is becoming the core productivity of the digital economy era, the concept of Computing and Network Convergence (CNC), under which network and computing resources can be dynamically scheduled and allocated according to…

Networking and Internet Architecture · Computer Science 2022-09-23 Aidong Yang , Mohan Wu , Boquan Cheng , Xiaozhou Ye , Ye Ouyang

Target search problems are central to a wide range of fields, from biological foraging to the optimization algorithms. Recently, the ability to reset the search has been shown to significantly improve the searcher's efficiency. However, the…

Statistical Mechanics · Physics 2025-03-17 Gorka Muñoz-Gil , Hans J. Briegel , Michele Caraglio

Most deep reinforcement learning (RL) algorithms distill experience into parametric behavior policies or value functions via gradient updates. While effective, this approach has several disadvantages: (1) it is computationally expensive,…

Can machine learning help us make better decisions about a changing planet? In this paper, we illustrate and discuss the potential of a promising corner of machine learning known as _reinforcement learning_ (RL) to help tackle the most…

Machine Learning · Computer Science 2021-06-16 Marcus Lapeyrolerie , Melissa S. Chapman , Kari E. A. Norman , Carl Boettiger

Exploration in reinforcement learning (RL) remains an open challenge. RL algorithms rely on observing rewards to train the agent, and if informative rewards are sparse the agent learns slowly or may not learn at all. To improve exploration…

Machine Learning · Computer Science 2024-11-12 Simone Parisi , Alireza Kazemipour , Michael Bowling

In the era of deep reinforcement learning, making progress is more complex, as the collected experience must be compressed into a deep model for future exploitation and sampling. Many papers have shown that training a deep learning policy…

Machine Learning · Computer Science 2025-08-05 Glen Berseth

It is challenging for reinforcement learning (RL) algorithms to succeed in real-world applications like financial trading and logistic system due to the noisy observation and environment shifting between training and evaluation. Thus, it…

Machine Learning · Computer Science 2022-05-20 Zhengyu Yang , Kan Ren , Xufang Luo , Minghuan Liu , Weiqing Liu , Jiang Bian , Weinan Zhang , Dongsheng Li

Reinforcement Learning (RL) has become a critical tool for optimization challenges within automation, leading to significant advancements in several areas. This review article examines the current landscape of RL within automation, with a…

Machine Learning · Computer Science 2025-03-05 Ahmad Farooq , Kamran Iqbal

Reinforcement Learning (RL) has achieved state-of-the-art results in domains such as robotics and games. We build on this previous work by applying RL algorithms to a selection of canonical online stochastic optimization problems with a…

Optimal execution is a sequential decision-making problem for cost-saving in algorithmic trading. Studies have found that reinforcement learning (RL) can help decide the order-splitting sizes. However, a problem remains unsolved: how to…

Trading and Market Microstructure · Quantitative Finance 2022-07-25 Feiyang Pan , Tongzhe Zhang , Ling Luo , Jia He , Shuoling Liu

We present a novel definition of the reinforcement learning state, actions and reward function that allows a deep Q-network (DQN) to learn to control an optimization hyperparameter. Using Q-learning with experience replay, we train two DQNs…

Optimization and Control · Mathematics 2016-06-21 Samantha Hansen

Reinforcement learning (RL) is an innovative approach to financial decision making, offering specialized solutions to complex investment problems where traditional methods fail. This review analyzes 167 articles from 2017--2025, focusing on…

Computational Finance · Quantitative Finance 2025-12-12 Mohammad Rezoanul Hoque , Md Meftahul Ferdaus , M. Kabir Hassan