Related papers: A Reinforcement Learning Approach to Parameter Sel…
This research gauges the ability of deep reinforcement learning (DRL) techniques to assist the optimization and control of fluid mechanical systems. It combines a novel, "degenerate" version of the proximal policy optimization (PPO)…
We develop theory and algorithms for average-reward on-policy Reinforcement Learning (RL). We first consider bounding the difference of the long-term average reward for two policies. We show that previous work based on the discounted return…
Many challenging real-world problems require the deployment of ensembles multiple complementary learning models to reach acceptable performance levels. While effective, applying the entire ensemble to every sample is costly and often…
In reinforcement learning (RL), it is often advantageous to consider additional constraints on the action space to ensure safety or action relevance. Existing work on such action-constrained RL faces challenges regarding effective policy…
Traditional portfolio management methods can incorporate specific investor preferences but rely on accurate forecasts of asset returns and covariances. Reinforcement learning (RL) methods do not rely on these explicit forecasts and are…
Several applications in the scientific simulation of physical systems can be formulated as control/optimization problems. The computational models for such systems generally contain hyperparameters, which control solution fidelity and…
This paper presents a deep reinforcement learning (DRL) framework for active flow control (AFC) to reduce drag in aerodynamic bodies. Tested on a 3D cylinder at Re = 100, the DRL approach achieved a 9.32% drag reduction and a 78.4% decrease…
The alternating direction method of multipliers (ADMM) has been widely adopted in low-rank approximation and low-order model identification tasks; however, the performance of nonconvex ADMM is highly reliant on the choice of penalty…
Deep Reinforcement Learning (RL) is remarkably effective in addressing sequential resource allocation problems in domains such as healthcare, public policy, and resource management. However, deep RL policies often lack transparency and…
Robust reinforcement learning (RL) aims to find a policy that optimizes the worst-case performance in the face of uncertainties. In this paper, we focus on action robust RL with the probabilistic policy execution uncertainty, in which,…
We study estimation and inference using data collected by reinforcement learning (RL) algorithms. These algorithms adaptively experiment by interacting with individual units over multiple stages, updating their strategies based on past…
Designing robust algorithms for the optimal power flow (OPF) problem is critical for the control of large-scale power systems under uncertainty. The chance-constrained OPF (CCOPF) problem provides a natural formulation of the trade-off…
Due to the proliferation of renewable energy and its intrinsic intermittency and stochasticity, current power systems face severe operational challenges. Data-driven decision-making algorithms from reinforcement learning (RL) offer a…
Constrained Reinforcement Learning (RL) aims to maximize the return while adhering to predefined constraint limits, which represent domain-specific safety requirements. In continuous control settings, where learning agents govern system…
A big challenge in branch and bound lies in identifying the optimal node within the search tree from which to proceed. Current state-of-the-art selectors utilize either hand-crafted ensembles that automatically switch between naive sub-node…
Many practical applications of optimal control are subject to real-time computational constraints. When applying model predictive control (MPC) in these settings, respecting timing constraints is achieved by limiting the number of…
Deep Reinforcement Learning (DRL) has emerged as a promising approach for solving Combinatorial Optimization (CO) problems, such as the 3D Bin Packing Problem (3D-BPP), Traveling Salesman Problem (TSP), or Vehicle Routing Problem (VRP), but…
Deep reinforcement learning (DRL) algorithms are rapidly making inroads into fluid mechanics, following the remarkable achievements of these techniques in a wide range of science and engineering applications. In this paper, a deep…
Deep reinforcement learning (RL) algorithms can learn complex policies to optimize agent operation over time. RL algorithms have shown promising results in solving complicated problems in recent years. However, their application on…
Reinforcement learning (RL) is an important field of research in machine learning that is increasingly being applied to complex optimization problems in physics. In parallel, concepts from physics have contributed to important advances in…