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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…

Optimization and Control · Mathematics 2025-12-23 Yijie Huang , Mengge Li , Xiang Yu , Zhou Zhou

In this paper, we focus on the problem of robustifying reinforcement learning (RL) algorithms with respect to model uncertainties. Indeed, in the framework of model-based RL, we propose to merge the theory of constrained Markov decision…

Machine Learning · Computer Science 2020-10-13 Reazul Hasan Russel , Mouhacine Benosman , Jeroen Van Baar

We propose a reinforcement learning (RL) approach to model optimal exercise strategies for option-type products. We pursue the RL avenue in order to learn the optimal action-value function of the underlying stopping problem. In addition to…

Pricing of Securities · Quantitative Finance 2024-06-27 John Ery , Loris Michel

The optimization of electrical circuits is a difficult and time-consuming process performed by experts, but also increasingly by sophisticated algorithms. In this paper, a reinforcement learning (RL) approach is adapted to optimize a LLC…

Machine Learning · Computer Science 2023-03-02 Georg Kruse , Dominik Happel , Stefan Ditze , Stefan Ehrlich , Andreas Rosskopf

Quantum hardware and quantum-inspired algorithms are becoming increasingly popular for combinatorial optimization. However, these algorithms may require careful hyperparameter tuning for each problem instance. We use a reinforcement…

Machine Learning · Computer Science 2021-03-22 Dmitrii Beloborodov , A. E. Ulanov , Jakob N. Foerster , Shimon Whiteson , A. I. Lvovsky

Online reinforcement learning (RL) algorithms are often difficult to deploy in complex human-facing applications as they may learn slowly and have poor early performance. To address this, we introduce a practical algorithm for incorporating…

Artificial Intelligence · Computer Science 2022-01-03 Tong Mu , Georgios Theocharous , David Arbour , Emma Brunskill

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…

Optimization and Control · Mathematics 2024-01-02 Dongsheng Ding , Zhengyan Huan , Alejandro Ribeiro

Reinforcement learning (RL) methods often rely on massive exploration data to search optimal policies, and suffer from poor sampling efficiency. This paper presents a mixed reinforcement learning (mixed RL) algorithm by simultaneously using…

Systems and Control · Electrical Eng. & Systems 2020-03-03 Yao Mu , Shengbo Eben Li , Chang Liu , Qi Sun , Bingbing Nie , Bo Cheng , Baiyu Peng

Carefully selected materialized views can greatly improve the performance of OLAP workloads. We study using deep reinforcement learning to learn adaptive view materialization and eviction policies. Our insight is that such selection…

Databases · Computer Science 2019-03-05 Xi Liang , Aaron J. Elmore , Sanjay Krishnan

This paper focuses on the design of sequential quadratic optimization (commonly known as SQP) methods for solving large-scale nonlinear optimization problems. The most computationally demanding aspect of such an approach is the computation…

Optimization and Control · Mathematics 2020-02-27 James V. Burke , Frank E. Curtis , Hao Wang , Jiashan Wang

The theory of reinforcement learning currently suffers from a mismatch between its empirical performance and the theoretical characterization of its performance, with consequences for, e.g., the understanding of sample efficiency, safety,…

Machine Learning · Computer Science 2022-02-14 Feicheng Wang , Lucas Janson

Recently, the applications of the methodologies of Reinforcement Learning (RL) to NP-Hard Combinatorial optimization problems have become a popular topic. This is essentially due to the nature of the traditional combinatorial algorithms,…

Optimization and Control · Mathematics 2022-08-02 Simone Foa , Corrado Coppola , Giorgio Grani , Laura Palagi

Reinforcement Learning (RL) has achieved tremendous success in recent years. However, the classical foundations of RL do not account for the risk sensitivity of the objective function, which is critical in various fields, including…

Machine Learning · Computer Science 2025-11-14 Mohammad Alipour-Vaezi , Huaiyang Zhong , Kwok-Leung Tsui , Sajad Khodadadian

Reinforcement Learning (RL) is a promising approach for solving various control, optimization, and sequential decision making tasks. However, designing reward functions for complex tasks (e.g., with multiple objectives and safety…

Artificial Intelligence · Computer Science 2021-07-23 Xuan Zhao , Marcos Campos

We propose a reinforcement learning (RL)-based algorithm to jointly train (1) a trajectory planner and (2) a tracking controller in a layered control architecture. Our algorithm arises naturally from a rewrite of the underlying optimal…

Systems and Control · Electrical Eng. & Systems 2024-12-18 Fengjun Yang , Nikolai Matni

In this paper, we propose a fast reinforcement learning (RL) control algorithm that enables online control of large-scale networked dynamic systems. RL is an effective way of designing model-free linear quadratic regulator (LQR) controllers…

Systems and Control · Electrical Eng. & Systems 2020-09-16 Tomonori Sadamoto , Aranya Chakrabortty , Jun-ichi Imura

Reinforcement learning (RL) is a general framework for adaptive control, which has proven to be efficient in many domains, e.g., board games, video games or autonomous vehicles. In such problems, an agent faces a sequential decision-making…

Machine Learning · Computer Science 2020-06-16 Olivier Buffet , Olivier Pietquin , Paul Weng

Deep Reinforcement Learning (RL) has shown great success in learning complex control policies for a variety of applications in robotics. However, in most such cases, the hardware of the robot has been considered immutable, modeled as part…

Robotics · Computer Science 2020-11-10 Tianjian Chen , Zhanpeng He , Matei Ciocarlie

Entropic regularization of policies in Reinforcement Learning (RL) is a commonly used heuristic to ensure that the learned policy explores the state-space sufficiently before overfitting to a local optimal policy. The primary motivation for…

Machine Learning · Computer Science 2021-01-19 Hisham Husain , Kamil Ciosek , Ryota Tomioka

The growing disparity between the exponential scaling of computational resources and the finite growth of high-quality text data now constrains conventional scaling approaches for large language models (LLMs). To address this challenge, we…