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Many applications -- including power systems, robotics, and economics -- involve a dynamical system interacting with a stochastic and hard-to-model environment. We adopt a reinforcement learning approach to control such systems.…

Optimization and Control · Mathematics 2025-08-26 Abed AlRahman Al Makdah , Oliver Kosut , Lalitha Sankar , Shaofeng Zou

A reinforcement learning agent tries to maximize its cumulative payoff by interacting in an unknown environment. It is important for the agent to explore suboptimal actions as well as to pick actions with highest known rewards. Yet, in…

Machine Learning · Computer Science 2019-01-23 Reazul Hasan Russel

Can deep reinforcement learning algorithms be exploited as solvers for optimal trading strategies? The aim of this work is to test reinforcement learning algorithms on conceptually simple, but mathematically non-trivial, trading…

Mathematical Finance · Quantitative Finance 2020-04-10 Ayman Chaouki , Stephen Hardiman , Christian Schmidt , Emmanuel Sérié , Joachim de Lataillade

Reinforcement learning is a subfield of machine learning that is having a huge impact in the different conventional disciplines, including physical sciences. Here, we show how reinforcement learning methods can be applied to solve…

Although in recent years reinforcement learning has become very popular the number of successful applications to different kinds of operations research problems is rather scarce. Reinforcement learning is based on the well-studied dynamic…

Machine Learning · Computer Science 2020-04-03 Manuel Schneckenreither

Quantum Machine Learning (QML) is considered to be one of the most promising applications of near term quantum devices. However, the optimization of quantum machine learning models presents numerous challenges arising from the imperfections…

Machine Learning · Computer Science 2022-05-17 Owen Lockwood

Safe Reinforcement Learning (RL) plays an important role in applying RL algorithms to safety-critical real-world applications, addressing the trade-off between maximizing rewards and adhering to safety constraints. This work introduces a…

Robotics · Computer Science 2024-07-16 Fan Yang , Wenxuan Zhou , Zuxin Liu , Ding Zhao , David Held

In offline reinforcement learning, a policy learns to maximize cumulative rewards with a fixed collection of data. Towards conservative strategy, current methods choose to regularize the behavior policy or learn a lower bound of the value…

Machine Learning · Computer Science 2021-03-02 Hongchang Zhang , Jianzhun Shao , Yuhang Jiang , Shuncheng He , Xiangyang Ji

Learning high-performance control policies that remain consistent with expert behavior is a fundamental challenge in robotics. Reinforcement learning can discover high-performing strategies but often departs from desirable human behavior,…

Robotics · Computer Science 2026-04-06 Siwei Ju , Jan Tauberschmidt , Oleg Arenz , Peter van Vliet , Jan Peters

Environments with controllable dynamics are usually understood in terms of explicit models. However, such models are not always available, but may sometimes be learned by exploring an environment. In this work, we investigate using an…

Machine Learning · Computer Science 2025-07-10 Peter N. Loxley , Friedrich T. Sommer

Real-world sequential decision making problems commonly involve partial observability, which requires the agent to maintain a memory of history in order to infer the latent states, plan and make good decisions. Coping with partial…

Machine Learning · Computer Science 2022-02-09 Yonathan Efroni , Chi Jin , Akshay Krishnamurthy , Sobhan Miryoosefi

Atypical, rare trajectories of dynamical systems are important: they are often the paths for chemical reactions, the haven of (relative) stability of planetary systems, the rogue waves that are detected in oil platforms, the structures that…

Statistical Mechanics · Physics 2012-04-12 Cristian Giardina , Jorge Kurchan , Vivien Lecomte , Julien Tailleur

Reinforcement learning has been applied in operation research and has shown promise in solving large combinatorial optimization problems. However, existing works focus on developing neural network architectures for certain problems. These…

Optimization and Control · Mathematics 2023-03-24 Ching Pui Wan , Tung Li , Jason Min Wang

This investigation introduces a novel deep reinforcement learning-based suite to control floating platforms in both simulated and real-world environments. Floating platforms serve as versatile test-beds to emulate micro-gravity environments…

Reinforcement learning is a powerful approach for training an optimal policy to solve complex problems in a given system. This project aims to demonstrate the application of reinforcement learning in stochastic process environments with…

Machine Learning · Computer Science 2023-08-08 Kuangheng He

Robust reinforcement learning (RL) aims to learn policies that remain effective despite uncertainties in its environment, which frequently arise in real-world applications due to variations in environment dynamics. The robust RL methods…

Machine Learning · Computer Science 2025-05-30 Linh Le Pham Van , Minh Hoang Nguyen , Hung Le , Hung The Tran , Sunil Gupta

Navigating fluently around pedestrians is a necessary capability for mobile robots deployed in human environments, such as buildings and homes. While research on social navigation has focused mainly on the scalability with the number of…

Robust reinforcement learning is essential for deploying reinforcement learning algorithms in real-world scenarios where environmental uncertainty predominates. Traditional robust reinforcement learning often depends on rectangularity…

Machine Learning · Computer Science 2024-06-13 Adil Zouitine , David Bertoin , Pierre Clavier , Matthieu Geist , Emmanuel Rachelson

Deep Reinforcement Learning has enabled the learning of policies for complex tasks in partially observable environments, without explicitly learning the underlying model of the tasks. While such model-free methods achieve considerable…

Machine Learning · Computer Science 2017-01-11 Tanmay Shankar , Santosha K. Dwivedy , Prithwijit Guha

We present a practical method to generate classical trajectories with fixed initial and final boundary conditions. Our method is based on the minimization of a suitably defined discretized action. The method finds its most natural…

Soft Condensed Matter · Physics 2009-11-07 D. Passerone , M. Parrinello
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