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Large-scale online ride-sharing platforms have substantially transformed our lives by reallocating transportation resources to alleviate traffic congestion and promote transportation efficiency. An efficient fleet management strategy not…
The exponential growth of data-intensive applications has placed unprecedented demands on modern storage systems, necessitating dynamic and efficient optimization strategies. Traditional heuristics employed for storage performance…
Frequency control is an important problem in modern recommender systems. It dictates the delivery frequency of recommendations to maintain product quality and efficiency. For example, the frequency of delivering promotional notifications…
This article is a gentle discussion about the field of reinforcement learning in practice, about opportunities and challenges, touching a broad range of topics, with perspectives and without technical details. The article is based on both…
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…
Autonomous control of multi-stage industrial processes requires both local specialization and global coordination. Reinforcement learning (RL) offers a promising approach, but its industrial adoption remains limited due to challenges such…
We consider the inventory management problem, where the goal is to balance conflicting objectives such as availability and wastage of a large range of products in a store. We propose a reinforcement learning (RL) approach that utilises…
Reinforcement Learning (RL) has demonstrated a great potential for automatically solving decision-making problems in complex uncertain environments. RL proposes a computational approach that allows learning through interaction in an…
Portfolio management is a fundamental problem in finance. It involves periodic reallocations of assets to maximize the expected returns within an appropriate level of risk exposure. Deep reinforcement learning (RL) has been considered a…
We study the dynamic pricing and replenishment problems under inconsistent decision frequencies. Different from the traditional demand assumption, the discreteness of demand and the parameter within the Poisson distribution as a function of…
One of the main challenges in real-world reinforcement learning is to learn successfully from limited training samples. We show that in certain settings, the available data can be dramatically increased through a form of multi-task…
Recommender system plays a crucial role in modern E-commerce platform. Due to the lack of historical interactions between users and items, cold-start recommendation is a challenging problem. In order to alleviate the cold-start issue, most…
Real-time dynamic scheduling is a crucial but notoriously challenging task in modern manufacturing processes due to its high decision complexity. Recently, reinforcement learning (RL) has been gaining attention as an impactful technique to…
Deep reinforcement learning (RL) has been shown to be effective in producing approximate solutions to some vehicle routing problems (VRPs), especially when using policies generated by encoder-decoder attention mechanisms. While these…
Reinforcement learning algorithms describe how an agent can learn an optimal action policy in a sequential decision process, through repeated experience. In a given environment, the agent policy provides him some running and terminal…
As a subfield of machine learning, reinforcement learning (RL) aims at empowering one's capabilities in behavioural decision making by using interaction experience with the world and an evaluative feedback. Unlike traditional supervised…
Online matching problems arise in many complex systems, from cloud services and online marketplaces to organ exchange networks, where timely, principled decisions are critical for maintaining high system performance. Traditional heuristics…
Flexibility design problems are a class of problems that appear in strategic decision-making across industries, where the objective is to design a ($e.g.$, manufacturing) network that affords flexibility and adaptivity. The underlying…
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…
This thesis presents the results of a comprehensive research project focused on applying Reinforcement Learning (RL) to the problem of market making in financial markets. Market makers (MMs) play a fundamental role in providing liquidity,…