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In this work, we study how to efficiently apply reinforcement learning (RL) for solving large-scale stochastic optimization problems by leveraging intervention models. The key of the proposed methodology is to better explore the solution…

Machine Learning · Computer Science 2026-01-13 Defeng Liu , Ying Liu , Carson Eisenach

We consider a stochastic lost-sales inventory control system with a lead time $L$ over a planning horizon $T$. Supply is uncertain, and is a function of the order quantity (due to random yield/capacity, etc). We aim to minimize the…

Optimization and Control · Mathematics 2023-11-01 Boxiao Chen , Jiashuo Jiang , Jiawei Zhang , Zhengyuan Zhou

We consider a controlled double-ended queue consisting of two classes of customers, labeled sellers and buyers. The sellers and buyers arrive in a trading market according to two independent renewal processes. Whenever there is a seller and…

Optimization and Control · Mathematics 2022-01-20 Xin Liu , Ananda Weerasinghe

In airport operations, optimally using dedicated personnel for baggage handling tasks plays a crucial role in the design of resource-efficient processes. Teams of workers with different qualifications must be formed, and loading or…

General Economics · Economics 2026-02-25 Andreas Hagn , Rainer Kolisch , Giacomo Dall'Olio , Stefan Weltge

We consider finite and infinite horizon dynamic programming problems, where the control at each stage consists of several distinct decisions, each one made by one of several agents. We introduce an approach, whereby at every stage, each…

Machine Learning · Computer Science 2020-04-15 Dimitri Bertsekas

Recently, there has been a surge in interest in safe and robust techniques within reinforcement learning (RL). Current notions of risk in RL fail to capture the potential for systemic failures such as abrupt stoppages from system failures…

Systems and Control · Computer Science 2019-10-09 David Mguni

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…

Machine Learning · Computer Science 2025-11-21 Dean Brandner , Sergio Lucia

This paper studies satisfaction of temporal properties on unknown stochastic processes that have continuous state spaces. We show how reinforcement learning (RL) can be applied for computing policies that are finite-memory and deterministic…

Systems and Control · Electrical Eng. & Systems 2020-09-29 Milad Kazemi , Sadegh Soudjani

The rapid adoption of electric buses by transit agencies around the world is leading to new challenges in the planning and operation of bus networks. In particular, the limited driving range of electric vehicles imposes operational…

Systems and Control · Electrical Eng. & Systems 2022-10-14 Rémi Lacombe , Nikolce Murgovski , Sébastien Gros , Balázs Kulcsár

This article presents a deep reinforcement learning-based approach to tackle a persistent surveillance mission requiring a single unmanned aerial vehicle initially stationed at a depot with fuel or time-of-flight constraints to repeatedly…

Robotics · Computer Science 2024-05-06 Manav Mishra , Hritik Bana , Saswata Sarkar , Sujeevraja Sanjeevi , PB Sujit , Kaarthik Sundar

This paper studies the robustness of reinforcement learning algorithms to errors in the learning process. Specifically, we revisit the benchmark problem of discrete-time linear quadratic regulation (LQR) and study the long-standing open…

Optimization and Control · Mathematics 2021-03-16 Bo Pang , Zhong-Ping Jiang

Traditional revenue management relies on long and stable historical data and predictable demand patterns. However, meeting those requirements is not always possible. Many industries face demand volatility on an ongoing basis, an example…

Machine Learning · Computer Science 2023-04-18 Ezgi C. Eren , Zhaoyang Zhang , Jonas Rauch , Ravi Kumar , Royce Kallesen

We introduce and study a class of optimization problems we coin replenishment problems with fixed turnover times: a very natural model that has received little attention in the literature. Nodes with capacity for storing a certain commodity…

Data Structures and Algorithms · Computer Science 2017-12-15 Thomas Bosman , Martijn van Ee , Yang Jiao , Alberto Marchetti-Spaccamela , R. Ravi , Leen Stougie

The traveling salesman problem is a fundamental combinatorial optimization problem with strong exact algorithms. However, as problems scale up, these exact algorithms fail to provide a solution in a reasonable time. To resolve this, current…

Machine Learning · Computer Science 2025-01-09 Yong Liang Goh , Wee Sun Lee , Xavier Bresson , Thomas Laurent , Nicholas Lim

While reinforcement learning algorithms provide automated acquisition of optimal policies, practical application of such methods requires a number of design decisions, such as manually designing reward functions that not only define the…

Machine Learning · Computer Science 2022-12-29 Tim G. J. Rudner , Vitchyr H. Pong , Rowan McAllister , Yarin Gal , Sergey Levine

This paper introduces and formalizes the Dynamic and Stochastic Vehicle Routing Problem with Emission Quota (DS-QVRP-RR), a novel routing problems that integrates dynamic demand acceptance and routing with a global emission constraint. A…

Machine Learning · Computer Science 2026-03-17 Farid Najar , Dominique Barth , Yann Strozecki

This paper presents a new reward function that can be used for deep reinforcement learning in unmanned aerial vehicle (UAV) control and navigation problems. The reward function is based on the construction and estimation of the time of…

Robotics · Computer Science 2022-07-20 Mikhail S. Tovarnov , Nikita V. Bykov

We tackle in this paper an online network resource allocation problem with job transfers. The network is composed of many servers connected by communication links. The system operates in discrete time; at each time slot, the administrator…

Machine Learning · Statistics 2023-11-17 Ahmed Sid-Ali , Ioannis Lambadaris , Yiqiang Q. Zhao , Gennady Shaikhet , Amirhossein Asgharnia

The last few years have witnessed rapid growth in the on-demand delivery market, with many start-ups entering the field. However, not all of these start-ups have succeeded due to various reasons, among others, not being able to establish a…

Machine Learning · Computer Science 2025-04-09 Xinwei Chen , Marlin W. Ulmer , Barrett W. Thomas

Order picking is the process of retrieving ordered products from storage locations in warehouses. In picker-to-parts order picking systems, two or more customer orders may be grouped and assigned to a single picker. Then routing decision…

Optimization and Control · Mathematics 2022-07-13 Zhang Kai , Gao Chuanhou