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In order for reinforcement learning techniques to be useful in real-world decision making processes, they must be able to produce robust performance from limited data. Deep policy optimization methods have achieved impressive results on…
Learning in a lifelong setting, where the dynamics continually evolve, is a hard challenge for current reinforcement learning algorithms. Yet this would be a much needed feature for practical applications. In this paper, we propose an…
Serverless computing has gained a strong traction in the cloud computing community in recent years. Among the many benefits of this novel computing model, the rapid auto-scaling capability of user applications takes prominence. However, the…
A general control policy framework based on deep reinforcement learning (DRL) is introduced for closed-loop decision making in subsurface flow settings. Traditional closed-loop modeling workflows in this context involve the repeated…
Quantum machine learning has the potential for a transformative impact across industry sectors and in particular in finance. In our work we look at the problem of hedging where deep reinforcement learning offers a powerful framework for…
Fine tuning distributed systems is considered to be a craftsmanship, relying on intuition and experience. This becomes even more challenging when the systems need to react in near real time, as streaming engines have to do to maintain…
Analytical dashboards are popular in business intelligence to facilitate insight discovery with multiple charts. However, creating an effective dashboard is highly demanding, which requires users to have adequate data analysis background…
This survey (re)introduces reinforcement learning methods to economists. The curse of dimensionality limits how far exact dynamic programming can be effectively applied, forcing us to rely on suitably "small" problems or our ability to…
This paper provides a systematic comparison between Fitted Dynamic Programming (DP), where demand is estimated from data, and Reinforcement Learning (RL) methods in finite-horizon dynamic pricing problems. We analyze their performance…
We explore the use of deep learning and deep reinforcement learning for optimization problems in transportation. Many transportation system analysis tasks are formulated as an optimization problem - such as optimal control problems in…
Deep learning has provided new ways of manipulating, processing and analyzing data. It sometimes may achieve results comparable to, or surpassing human expert performance, and has become a source of inspiration in the era of artificial…
Reinforcement Learning (RL) has recently received significant attention from the process systems engineering and control communities. Recent works have investigated the application of RL to identify optimal scheduling decision in the…
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…
The development of renewable energy generation empowers microgrids to generate electricity to supply itself and to trade the surplus on energy markets. To minimize the overall cost, a microgrid must determine how to schedule its energy…
Deep reinforcement learning is poised to revolutionise the field of AI and represents a step towards building autonomous systems with a higher level understanding of the visual world. Currently, deep learning is enabling reinforcement…
Electricity is a volatile power source that requires great planning and resource management for both short and long term. More specifically, in the short-term, accurate instant energy consumption forecasting contributes greatly to improve…
Revenue-optimal auction design is a challenging problem with significant theoretical and practical implications. Sequential auction mechanisms, known for their simplicity and strong strategyproofness guarantees, are often limited by…
Optimal operation of chemical processes is vital for energy, resource, and cost savings in chemical engineering. The problem of optimal operation can be tackled with reinforcement learning, but traditional reinforcement learning methods…
A canonical social dilemma arises when finite resources are allocated to a group of people, who can choose to either reciprocate with interest, or keep the proceeds for themselves. What resource allocation mechanisms will encourage levels…
We address the problem of production planning and distribution in multi-echelon supply chains. We consider uncertain demands and lead times which makes the problem stochastic and non-linear. A Markov Decision Process formulation and a…