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In scheduling problems common in the industry and various real-world scenarios, responding in real-time to disruptive events is essential. Recent methods propose the use of deep reinforcement learning (DRL) to learn policies capable of…

Artificial Intelligence · Computer Science 2024-01-31 Imanol Echeverria , Maialen Murua , Roberto Santana

Reinforcement learning (RL) is a promising approach. However, success is limited to real-world applications, because ensuring safe exploration and facilitating adequate exploitation is a challenge for controlling robotic systems with…

Robotics · Computer Science 2022-08-29 Mingyu Cai , Cristian-Ioan Vasile

We present the first model-free Reinforcement Learning (RL) algorithm to synthesise policies for an unknown Markov Decision Process (MDP), such that a linear time property is satisfied. The given temporal property is converted into a Limit…

Machine Learning · Computer Science 2019-02-19 Mohammadhosein Hasanbeig , Alessandro Abate , Daniel Kroening

In many reinforcement learning applications, the underlying environment reward and transition functions are explicitly known differentiable functions. This enables us to use recent research which applies machine learning tools to stochastic…

Portfolio Management · Quantitative Finance 2022-04-08 Thibault Jaisson

In this paper, we study the learning of safe policies in the setting of reinforcement learning problems. This is, we aim to control a Markov Decision Process (MDP) of which we do not know the transition probabilities, but we have access to…

Systems and Control · Electrical Eng. & Systems 2022-01-14 Santiago Paternain , Miguel Calvo-Fullana , Luiz F. O. Chamon , Alejandro Ribeiro

Test-time reinforcement learning (TTRL) always adapts models at inference time via pseudo-labeling, leaving it vulnerable to spurious optimization signals from label noise. Through an empirical study, we observe that responses with medium…

Machine Learning · Computer Science 2026-04-24 Yongcan Yu , Lingxiao He , Jian Liang , Kuangpu Guo , Meng Wang , Qianlong Xie , Xingxing Wang , Ran He

This paper applies a reinforcement learning (RL) method to solve infinite horizon continuous-time stochastic linear quadratic problems, where drift and diffusion terms in the dynamics may depend on both the state and control. Based on…

Optimization and Control · Mathematics 2021-09-17 Na Li , Xun Li , Jing Peng , Zuo Quan Xu

Deep reinforcement learning (DRL) provides a promising way for learning navigation in complex autonomous driving scenarios. However, identifying the subtle cues that can indicate drastically different outcomes remains an open problem with…

Machine Learning · Computer Science 2021-03-25 Xiaobai Ma , Jiachen Li , Mykel J. Kochenderfer , David Isele , Kikuo Fujimura

Deep reinforcement learning (DRL) has recently shown its success in tackling complex combinatorial optimization problems. When these problems are extended to multiobjective ones, it becomes difficult for the existing DRL approaches to…

Artificial Intelligence · Computer Science 2022-02-15 Zizhen Zhang , Zhiyuan Wu , Hang Zhang , Jiahai Wang

The electric vehicle routing problem with time windows (EVRPTW) is a complex optimization problem in sustainable logistics, where routing decisions must minimize total travel distance, fleet size, and battery usage while satisfying strict…

Machine Learning · Computer Science 2026-01-22 Mertcan Daysalilar , Fuat Uyguroglu , Gabriel Nicolosi , Adam Meyers

Optimal Order Execution is a well-established problem in finance that pertains to the flawless execution of a trade (buy or sell) for a given volume within a specified time frame. This problem revolves around optimizing returns while…

Computational Finance · Quantitative Finance 2026-01-13 Khabbab Zakaria , Jayapaulraj Jerinsh , Andreas Maier , Patrick Krauss , Stefano Pasquali , Dhagash Mehta

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

In this paper, we study the use of robust model independent bounded extremum seeking (ES) feedback control to improve the robustness of deep reinforcement learning (DRL) controllers for a class of nonlinear time-varying systems. DRL has the…

Machine Learning · Computer Science 2026-03-11 Shaifalee Saxena , Alan Williams , Rafael Fierro , Alexander Scheinker

We introduce a deep reinforcement learning (DRL) approach for solving management problems including inventory management, dynamic pricing, and recommendation. This DRL approach has the potential to lead to a large management model based on…

Artificial Intelligence · Computer Science 2024-03-04 Jinyang Jiang , Xiaotian Liu , Tao Ren , Qinghao Wang , Yi Zheng , Yufu Du , Yijie Peng , Cheng Zhang

Constrained Reinforcement Learning (CRL) addresses sequential decision-making problems where agents are required to achieve goals by maximizing the expected return while meeting domain-specific constraints. In this setting, policy-based…

Machine Learning · Computer Science 2025-06-09 Alessandro Montenegro , Leonardo Cesani , Marco Mussi , Matteo Papini , Alberto Maria Metelli

This paper studies how to train machine-learning models that directly approximate the optimal solutions of constrained optimization problems. This is an empirical risk minimization under constraints, which is challenging as training must…

Machine Learning · Computer Science 2022-11-24 Seonho Park , Pascal Van Hentenryck

Reinforcement Learning (RL) is a widely employed machine learning architecture that has been applied to a variety of control problems. However, applications in safety-critical domains require a systematic and formal approach to specifying…

Machine Learning · Computer Science 2023-06-07 Hosein Hasanbeig , Daniel Kroening , Alessandro Abate

This paper proposes Proximal Policy Optimization with Linear Temporal Logic Constraints (PPO-LTL), a framework that integrates safety constraints written in LTL into PPO for safe reinforcement learning. LTL constraints offer rigorous…

Machine Learning · Computer Science 2026-03-03 Maifang Zhang , Hang Yu , Qian Zuo , Cheng Wang , Vaishak Belle , Fengxiang He

In this paper the connection between stochastic optimal control and reinforcement learning is investigated. Our main motivation is to apply importance sampling to sampling rare events which can be reformulated as an optimal control problem.…

Optimization and Control · Mathematics 2024-02-16 Jannes Quer , Enric Ribera Borrell

Millions of battery-powered sensors deployed for monitoring purposes in a multitude of scenarios, e.g., agriculture, smart cities, industry, etc., require energy-efficient solutions to prolong their lifetime. When these sensors observe a…

Machine Learning · Computer Science 2021-09-30 Jernej Hribar , Andrei Marinescu , Alessandro Chiumento , Luiz A. DaSilva