Related papers: Q-greedyUCB: a New Exploration Policy for Adaptive…
Model-based reinforcement learning algorithms with probabilistic dynamical models are amongst the most data-efficient learning methods. This is often attributed to their ability to distinguish between epistemic and aleatoric uncertainty.…
This paper studies the problem of Anytime-Competitive Markov Decision Process (A-CMDP). Existing works on Constrained Markov Decision Processes (CMDPs) aim to optimize the expected reward while constraining the expected cost over random…
Reinforcement learning (RL) provides a principled framework for decision-making in partially observable environments, which can be modeled as Markov decision processes and compactly represented through dynamic decision Bayesian networks.…
We consider model-based reinforcement learning in finite Markov De- cision Processes (MDPs), focussing on so-called optimistic strategies. In MDPs, optimism can be implemented by carrying out extended value it- erations under a constraint…
First-order methods for quadratic optimization such as OSQP are widely used for large-scale machine learning and embedded optimal control, where many related problems must be rapidly solved. These methods face two persistent challenges:…
In this work we solve the day-ahead unit commitment (UC) problem, by formulating it as a Markov decision process (MDP) and finding a low-cost policy for generation scheduling. We present two reinforcement learning algorithms, and devise a…
This study investigates the use of NeuralUCB for cost-aware large language model (LLM) routing. Existing routing approaches can be broadly grouped into supervised routing methods and partial-feedback methods, each with different tradeoffs…
We consider un-discounted reinforcement learning (RL) in Markov decision processes (MDPs) under temporal drifts, ie, both the reward and state transition distributions are allowed to evolve over time, as long as their respective total…
This study addresses the challenge of resource scheduling optimization in edge-cloud collaborative computing using deep reinforcement learning (DRL). The proposed DRL-based approach improves task processing efficiency, reduces overall…
Bayesian Reinforcement Learning (RL) is capable of not only incorporating domain knowledge, but also solving the exploration-exploitation dilemma in a natural way. As Bayesian RL is intractable except for special cases, previous work has…
This dissertation makes three main contributions. First, We identify a new connection between policy gradient and dynamic programming in MMDPs and propose the Coordinate Ascent Dynamic Programming (CADP) algorithm to compute a Markov policy…
This paper investigates the so-called reward-balancing methods, a novel class of algorithms for solving discounted-return reinforcement learning (RL) problems. These methods consist of iteratively adjusting the reward function to transform…
We study the online restless bandit problem, where the state of each arm evolves according to a Markov chain, and the reward of pulling an arm depends on both the pulled arm and the current state of the corresponding Markov chain. In this…
This paper explores the optimization of Ground Delay Programs (GDP), a prevalent Traffic Management Initiative used in Air Traffic Management (ATM) to reconcile capacity and demand discrepancies at airports. Employing Reinforcement Learning…
This paper presents the concept of an adaptive safe padding that forces Reinforcement Learning (RL) to synthesise optimal control policies while ensuring safety during the learning process. Policies are synthesised to satisfy a goal,…
This paper studies the continuous-time reinforcement learning (RL) for optimal switching problems across multiple regimes. We consider a type of exploratory formulation under entropy regularization where the agent randomizes both the timing…
With the rapid advance of information technology, network systems have become increasingly complex and hence the underlying system dynamics are often unknown or difficult to characterize. Finding a good network control policy is of…
We propose UCBMQ, Upper Confidence Bound Momentum Q-learning, a new algorithm for reinforcement learning in tabular and possibly stage-dependent, episodic Markov decision process. UCBMQ is based on Q-learning where we add a momentum term…
We study a class of constrained reinforcement learning (RL) problems in which multiple constraint specifications are not identified before training. It is challenging to identify appropriate constraint specifications due to the undefined…
This paper presents an optimization framework for routing in software-defined elastic optical networks using reinforcement learning algorithms. We specifically implement and compare the epsilon-greedy bandit, upper confidence bound (UCB)…