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We study combinatorial problems with real world applications such as machine scheduling, routing, and assignment. We propose a method that combines Reinforcement Learning (RL) and planning. This method can equally be applied to both the…

Machine Learning · Computer Science 2021-05-19 Joel Oren , Chana Ross , Maksym Lefarov , Felix Richter , Ayal Taitler , Zohar Feldman , Christian Daniel , Dotan Di Castro

In this paper, we consider Markov Decision Processes (MDPs) with error states. Error states are those states entering which is undesirable or dangerous. We define the risk with respect to a policy as the probability of entering such a state…

Machine Learning · Computer Science 2011-09-13 P. Geibel , F. Wysotzki

Many potential applications of reinforcement learning (RL) are stymied by the large numbers of samples required to learn an effective policy. This is especially true when applying RL to real-world control tasks, e.g. in the sciences or…

Machine Learning · Computer Science 2022-10-11 Viraj Mehta , Ian Char , Joseph Abbate , Rory Conlin , Mark D. Boyer , Stefano Ermon , Jeff Schneider , Willie Neiswanger

In e-commerce markets, on time delivery is of great importance to customer satisfaction. In this paper, we present a Deep Reinforcement Learning (DRL) approach for deciding how and when orders should be batched and picked in a warehouse to…

Machine Learning · Computer Science 2021-10-13 Bram Cals , Yingqian Zhang , Remco Dijkman , Claudy van Dorst

In this paper, we consider reinforcement learning of Markov Decision Processes (MDP) with peak constraints, where an agent chooses a policy to optimize an objective and at the same time satisfy additional constraints. The agent has to take…

Optimization and Control · Mathematics 2019-12-09 Ather Gattami

Reinforcement learning (RL) struggles to scale to large, combinatorial action spaces common in many real-world problems. This paper introduces a novel framework for training discrete diffusion models as highly effective policies in these…

Machine Learning · Computer Science 2026-05-21 Haitong Ma , Ofir Nabati , Aviv Rosenberg , Bo Dai , Oran Lang , Craig Boutilier , Na Li , Shie Mannor , Lior Shani , Guy Tenneholtz

We consider a pursuit-evasion game [11] played between two agents, 'Blue' (the pursuer) and 'Red' (the evader), over $T$ time steps. Red aims to attack Blue's territory. Blue's objective is to intercept Red by time $T$ and thereby limit the…

Machine Learning · Computer Science 2020-10-15 Shiva Navabi , Osonde A. Osoba

Many applications -- including power systems, robotics, and economics -- involve a dynamical system interacting with a stochastic and hard-to-model environment. We adopt a reinforcement learning approach to control such systems.…

Optimization and Control · Mathematics 2025-08-26 Abed AlRahman Al Makdah , Oliver Kosut , Lalitha Sankar , Shaofeng Zou

The objective of this study is to develop a good risk model for classifying business delinquency by simultaneously exploring several machine learning based methods including regularization, hyper-parameter optimization, and model ensembling…

Machine Learning · Computer Science 2020-10-13 Yan Wang , Xuelei Sherry Ni

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…

Machine Learning · Statistics 2020-03-02 Junyu Zhang , Amrit Singh Bedi , Mengdi Wang , Alec Koppel

In this paper, we formulate the adaptive learning problem---the problem of how to find an individualized learning plan (called policy) that chooses the most appropriate learning materials based on learner's latent traits---faced in adaptive…

Machine Learning · Computer Science 2020-04-21 Xiao Li , Hanchen Xu , Jinming Zhang , Hua-hua Chang

Multicasting in wireless systems is a natural way to exploit the redundancy in user requests in a Content Centric Network. Power control and optimal scheduling can significantly improve the wireless multicast network's performance under…

Networking and Internet Architecture · Computer Science 2021-12-08 Ramkumar Raghu , Mahadesh Panju , Vaneet Aggarwal , Vinod Sharma

In this paper, an off-policy reinforcement learning algorithm is designed to solve the continuous-time LQR problem using only input-state data measured from the system. Different from other algorithms in the literature, we propose the use…

Systems and Control · Electrical Eng. & Systems 2023-04-03 Victor G. Lopez , Matthias A. Müller

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

Incorporating high-level knowledge is an effective way to expedite reinforcement learning (RL), especially for complex tasks with sparse rewards. We investigate an RL problem where the high-level knowledge is in the form of reward machines,…

Artificial Intelligence · Computer Science 2022-02-10 Zhe Xu , Ivan Gavran , Yousef Ahmad , Rupak Majumdar , Daniel Neider , Ufuk Topcu , Bo Wu

A dynamic treatment regime effectively incorporates both accrued information and long-term effects of treatment from specially designed clinical trials. As these become more and more popular in conjunction with longitudinal data from…

Methodology · Statistics 2011-08-29 Rui Song , Weiwei Wang , Donglin Zeng , Michael R. Kosorok

We present an algorithm for model-based reinforcement learning that combines Bayesian neural networks (BNNs) with random roll-outs and stochastic optimization for policy learning. The BNNs are trained by minimizing $\alpha$-divergences,…

Machine Learning · Statistics 2017-03-09 Stefan Depeweg , José Miguel Hernández-Lobato , Finale Doshi-Velez , Steffen Udluft

While recent progress has spawned very powerful machine learning systems, those agents remain extremely specialized and fail to transfer the knowledge they gain to similar yet unseen tasks. In this paper, we study a simple reinforcement…

Machine Learning · Computer Science 2020-12-15 Remi Tachet , Philip Bachman , Harm van Seijen

The study of precision medicine involves dynamic treatment regimes (DTRs), which are sequences of treatment decision rules recommended by taking patient-level information as input. The primary goal of the DTR study is to identify an optimal…

Methodology · Statistics 2024-12-11 Dan Liu , Wenqing He

Combating an epidemic entails finding a plan that describes when and how to apply different interventions, such as mask-wearing mandates, vaccinations, school or workplace closures. An optimal plan will curb an epidemic with minimal loss of…

Machine Learning · Computer Science 2023-06-08 Anh Mai , Nikunj Gupta , Azza Abouzied , Dennis Shasha