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Markov decision processes (MDPs) is viewed as an optimization of an objective function over certain linear operators over general function spaces. A new existence result is established for the existence of optimal policies in general MDPs,…

Machine Learning · Computer Science 2026-04-01 Abhishek Gupta , Aditya Mahajan

Energy consumption has become a first-class optimization goal in design and implementation of data-intensive computing systems. This is particularly true in the design of database management systems (DBMS), which was found to be the major…

Databases · Computer Science 2017-03-09 Peyman Behzadnia , Yi-Cheng Tu , Bo Zeng , Wei Yuan

We introduce Pareto-NRPA, a new Monte-Carlo algorithm designed for multi-objective optimization problems over discrete search spaces. Extending the Nested Rollout Policy Adaptation (NRPA) algorithm originally formulated for single-objective…

Artificial Intelligence · Computer Science 2025-11-04 Noé Lallouet , Tristan Cazenave , Cyrille Enderli

The Double Linear Policy (DLP) framework guarantees a Robust Positive Expectation (RPE) under optimized constant-weight designs or admissible prespecified time-varying policies. However, the sequential optimization of these time-varying…

Systems and Control · Electrical Eng. & Systems 2026-04-02 Tan Chin Hong , Chung-Han Hsieh

Most reinforcement learning algorithms seek a single optimal strategy that solves a given task. However, it can often be valuable to learn a diverse set of solutions, for instance, to make an agent's interaction with users more engaging, or…

Machine Learning · Computer Science 2024-01-09 Wentse Chen , Shiyu Huang , Yuan Chiang , Tim Pearce , Wei-Wei Tu , Ting Chen , Jun Zhu

In many risk-aware and multi-objective reinforcement learning settings, the utility of the user is derived from a single execution of a policy. In these settings, making decisions based on the average future returns is not suitable. For…

Artificial Intelligence · Computer Science 2022-12-07 Conor F. Hayes , Mathieu Reymond , Diederik M. Roijers , Enda Howley , Patrick Mannion

Nowadays, interest in combining mathematical knowledge about phenomena and data from the physical system is growing. Past research was devoted to developing so-called high-fidelity models, intending to make them able to catch most of the…

Numerical Analysis · Mathematics 2025-02-20 Stefano Riva , Carolina Introini , Antonio Cammi

Markov Decision Problems (MDPs) provide a foundational framework for modelling sequential decision-making across diverse domains, guided by optimality criteria such as discounted and average rewards. However, these criteria have inherent…

Artificial Intelligence · Computer Science 2025-08-26 Dibyangshu Mukherjee , Shivaram Kalyanakrishnan

Decision trees, owing to their interpretability, are attractive as control policies for (dynamical) systems. Unfortunately, constructing, or synthesising, such policies is a challenging task. Previous approaches do so by imitating a…

Artificial Intelligence · Computer Science 2025-04-23 Emir Demirović , Christian Schilling , Anna Lukina

We consider the joint design and control of discrete-time stochastic dynamical systems over a finite time horizon. We formulate the problem as a multi-step optimization problem under uncertainty seeking to identify a system design and a…

Machine Learning · Computer Science 2022-01-07 Adrien Bolland , Ioannis Boukas , Mathias Berger , Damien Ernst

We present an Imitation Learning approach for the control of dynamical systems with a known model. Our policy search method is guided by solutions from MPC. Typical policy search methods of this kind minimize a distance metric between the…

Robotics · Computer Science 2020-02-18 Jan Carius , Farbod Farshidian , Marco Hutter

We study and provide efficient algorithms for multi-objective model checking problems for Markov Decision Processes (MDPs). Given an MDP, M, and given multiple linear-time (\omega -regular or LTL) properties \varphi\_i, and probabilities…

Logic in Computer Science · Computer Science 2015-07-01 Kousha Etessami , Marta Kwiatkowska , Moshe Y. Vardi , Mihalis Yannakakis

Discovering hidden physical laws and identifying governing system parameters from sparse observations are central challenges in computational science and engineering. Existing data-driven methods, such as physics-informed neural networks…

Machine Learning · Computer Science 2026-04-16 Dibakar Roy Sarkar , Vijay Kag , Birupaksha Pal , Somdatta Goswami

Physical reservoir computing is a computational framework that implements spatiotemporal information processing directly within physical systems. By exciting nonlinear dynamical systems and creating linear models from their state, we can…

Machine Learning · Computer Science 2025-07-08 Jake Love , Jeroen Mulkers , Robin Msiska , George Bourianoff , Jonathan Leliaert , Karin Everschor-Sitte

Constrained policy search (CPS) is a fundamental problem in offline reinforcement learning, which is generally solved by advantage weighted regression (AWR). However, previous methods may still encounter out-of-distribution actions due to…

Machine Learning · Computer Science 2024-02-29 Longxiang He , Li Shen , Linrui Zhang , Junbo Tan , Xueqian Wang

Owing to large industrial energy consumption, industrial production has brought a huge burden to the grid in terms of renewable energy access and power supply. Due to the coupling of multiple energy sources and the uncertainty of renewable…

Systems and Control · Electrical Eng. & Systems 2022-02-14 Dafeng Zhu , Bo Yang , Yuxiang Liu , Zhaojian Wang , Kai Ma , Xinping Guan

The multi-period dynamics of energy storage (ES), intermittent renewable generation and uncontrollable power loads, make the optimization of power system operation (PSO) challenging. A multi-period optimal PSO under uncertainty is…

Systems and Control · Electrical Eng. & Systems 2021-07-22 Ren Hu , Qifeng Li

One-sided matching mechanisms are fundamental for assigning a set of indivisible objects to a set of self-interested agents when monetary transfers are not allowed. Two widely-studied randomized mechanisms in multiagent settings are the…

Computer Science and Game Theory · Computer Science 2017-03-02 Hadi Hosseini , Kate Larson , Robin Cohen

We study inventory control policies for pharmaceutical supply chains, addressing challenges such as perishability, yield uncertainty, and non-stationary demand, combined with batching constraints, lead times, and lost sales. Collaborating…

Artificial Intelligence · Computer Science 2025-01-22 Francesco Stranieri , Chaaben Kouki , Willem van Jaarsveld , Fabio Stella

In this paper, we propose a novel policy iteration method, called dynamic policy programming (DPP), to estimate the optimal policy in the infinite-horizon Markov decision processes. We prove the finite-iteration and asymptotic l\infty-norm…

Machine Learning · Computer Science 2011-09-09 Mohammad Gheshlaghi Azar , Vicenc Gomez , Hilbert J. Kappen