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In this paper, we study the optimal dividend problem under the continuous time diffusion model with the bounded dividend rate from the Reinforcement Learning (RL) perspective. Unlike the standard literature, our main focus will be on…

Optimization and Control · Mathematics 2026-03-30 Lihua Bai , Thejani Gamage , Jin Ma , Gaozhan Wang

Self-driving vehicles must be able to act intelligently in diverse and difficult environments, marked by high-dimensional state spaces, a myriad of optimization objectives and complex behaviors. Traditionally, classical optimization and…

Robotics · Computer Science 2020-11-11 Josiah Coad , Zhiqian Qiao , John M. Dolan

The scheduling of production resources (such as associating jobs to machines) plays a vital role for the manufacturing industry not only for saving energy but also for increasing the overall efficiency. Among the different job scheduling…

Artificial Intelligence · Computer Science 2023-03-07 Deepak Vivekanandan , Samuel Wirth , Patrick Karlbauer , Noah Klarmann

Safe reinforcement learning (RL) aims to learn policies that satisfy certain constraints before deploying them to safety-critical applications. Previous primal-dual style approaches suffer from instability issues and lack optimality…

Machine Learning · Computer Science 2022-06-20 Zuxin Liu , Zhepeng Cen , Vladislav Isenbaev , Wei Liu , Zhiwei Steven Wu , Bo Li , Ding Zhao

Understanding customer movement within retail spaces is essential for optimizing store layouts. Real-world trajectory data can provide highly accurate insights, but collecting it is costly and often infeasible for many retailers. Heuristics…

Machine Learning · Computer Science 2026-05-19 Ken Ming Lee , Paul Barde , Maxime C. Cohen , Derek Nowrouzezahrai

We present an iterative inverse reinforcement learning algorithm to infer optimal cost functions in continuous spaces. Based on a popular maximum entropy criteria, our approach iteratively finds a weight improvement step and proposes a…

Machine Learning · Computer Science 2025-05-14 Sarmad Mehrdad , Avadesh Meduri , Ludovic Righetti

Neural combinatorial optimization (NCO) is a promising learning-based approach to solving various vehicle routing problems without much manual algorithm design. However, the current NCO methods mainly focus on the in-distribution…

Machine Learning · Computer Science 2024-05-22 Fei Liu , Xi Lin , Weiduo Liao , Zhenkun Wang , Qingfu Zhang , Xialiang Tong , Mingxuan Yuan

Vehicle routing problems (VRPs), which can be found in numerous real-world applications, have been an important research topic for several decades. Recently, the neural combinatorial optimization (NCO) approach that leverages a…

Machine Learning · Computer Science 2024-04-15 Fei Liu , Xi Lin , Zhenkun Wang , Qingfu Zhang , Xialiang Tong , Mingxuan Yuan

Exploration is essential for reinforcement learning (RL). To face the challenges of exploration, we consider a reward-free RL framework that completely separates exploration from exploitation and brings new challenges for exploration…

Machine Learning · Computer Science 2020-12-11 Chuheng Zhang , Yuanying Cai , Longbo Huang , Jian Li

Vehicle routing problem (VRP) is a typical discrete combinatorial optimization problem, and many models and algorithms have been proposed to solve the VRP and its variants. Although existing approaches have contributed a lot to the…

Machine Learning · Computer Science 2022-02-22 Bingjie Li , Guohua Wu , Yongming He , Mingfeng Fan , Witold Pedrycz

Reinforcement learning has recently shown promise in learning quality solutions in many combinatorial optimization problems. In particular, the attention-based encoder-decoder models show high effectiveness on various routing problems,…

Optimization and Control · Mathematics 2022-12-06 Aigerim Bogyrbayeva , Taehyun Yoon , Hanbum Ko , Sungbin Lim , Hyokun Yun , Changhyun Kwon

Reinforcement learning (RL) has improved the reasoning abilities of large language models (LLMs), yet state-of-the-art methods still fail to learn on many training problems. On hard problems, on-policy RL rarely explores even a single…

Machine Learning · Computer Science 2026-01-27 Yuxiao Qu , Amrith Setlur , Virginia Smith , Ruslan Salakhutdinov , Aviral Kumar

This article proposes a model-based deep reinforcement learning (DRL) method to design emergency control strategies for short-term voltage stability problems in power systems. Recent advances show promising results in model-free DRL-based…

Systems and Control · Electrical Eng. & Systems 2022-12-07 Ramij R. Hossain , Tianzhixi Yin , Yan Du , Renke Huang , Jie Tan , Wenhao Yu , Yuan Liu , Qiuhua Huang

In this paper a deep reinforcement based multi-agent path planning approach is introduced. The experiments are realized in a simulation environment and in this environment different multi-agent path planning problems are produced. The…

Machine Learning · Computer Science 2021-10-05 Mert Çetinkaya

The primary goal of motion planning is to generate safe and efficient trajectories for vehicles. Traditionally, motion planning models are trained using imitation learning to mimic the behavior of human experts. However, these models often…

Improving sample efficiency is central to Reinforcement Learning (RL), especially in environments where the rewards are sparse. Some recent approaches have proposed to specify reward functions as manually designed or learned reward…

Machine Learning · Computer Science 2024-01-26 Shuai Han , Mehdi Dastani , Shihan Wang

This paper explores continuous-time and state-space optimal stopping problems from a reinforcement learning perspective. We begin by formulating the stopping problem using randomized stopping times, where the decision maker's control is…

Optimization and Control · Mathematics 2026-03-12 Jodi Dianetti , Giorgio Ferrari , Renyuan Xu

We introduce Limited Rollout Beam Search (LRBS), a beam search strategy for deep reinforcement learning (DRL) based combinatorial optimization improvement heuristics. Utilizing pre-trained models on the Euclidean Traveling Salesperson…

Machine Learning · Computer Science 2024-12-16 Federico Julian Camerota Verdù , Lorenzo Castelli , Luca Bortolussi

Combinatorial optimization problems (COPs) on the graph with real-life applications are canonical challenges in Computer Science. The difficulty of finding quality labels for problem instances holds back leveraging supervised learning…

Machine Learning · Computer Science 2021-08-10 Mostafa Pashazadeh , Kui Wu

This paper presents a framework to tackle combinatorial optimization problems using neural networks and reinforcement learning. We focus on the traveling salesman problem (TSP) and train a recurrent network that, given a set of city…

Artificial Intelligence · Computer Science 2017-01-16 Irwan Bello , Hieu Pham , Quoc V. Le , Mohammad Norouzi , Samy Bengio