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We present a case study of model-free reinforcement learning (RL) framework to solve stochastic optimal control for a predefined parameter uncertainty distribution and partially observable system. We focus on robust optimal well control…

Machine Learning · Computer Science 2022-07-12 Atish Dixit , Ahmed H. ElSheikh

We explore the use of deep reinforcement learning to provide strategies for long term scheduling of hydropower production. We consider a use-case where the aim is to optimise the yearly revenue given week-by-week inflows to the reservoir…

Machine Learning · Computer Science 2020-12-14 Signe Riemer-Sorensen , Gjert H. Rosenlund

This paper introduces a deep reinforcement learning (RL) framework for optimizing the operations of power plants pairing renewable energy with storage. The objective is to maximize revenue from energy markets while minimizing storage…

Machine Learning · Computer Science 2023-06-16 Lucien Werner , Peeyush Kumar

Deep Reinforcement Learning (DRL) has become a popular method for solving control problems in power systems. Conventional DRL encourages the agent to explore various policies encoded in a neural network (NN) with the goal of maximizing the…

Systems and Control · Electrical Eng. & Systems 2024-10-28 Tong Wu , Anna Scaglione , Daniel Arnold

In recent years, deep reinforcement learning has emerged as a technique to solve closed-loop flow control problems. Employing simulation-based environments in reinforcement learning enables a priori end-to-end optimization of the control…

Fluid Dynamics · Physics 2024-04-11 Andre Weiner , Janis Geise

Control theory provides engineers with a multitude of tools to design controllers that manipulate the closed-loop behavior and stability of dynamical systems. These methods rely heavily on insights about the mathematical model governing the…

Robotics · Computer Science 2020-06-18 Simen Theie Havenstrøm , Adil Rasheed , Omer San

Deep Reinforcement Learning (DRL) has been extensively used to address portfolio optimization problems. The DRL agents acquire knowledge and make decisions through unsupervised interactions with their environment without requiring explicit…

Machine Learning · Computer Science 2025-01-14 Ruoyu Sun , Yue Xi , Angelos Stefanidis , Zhengyong Jiang , Jionglong Su

Conventional centralized water management systems face critical limitations from computational complexity and uncertainty propagation. We present MurmuRL, a novel decentralized framework inspired by starling murmurations intelligence,…

Systems and Control · Electrical Eng. & Systems 2025-04-17 Heming Fu , Guojun Xiong , Jian Li , Shan Lin

As power systems are undergoing a significant transformation with more uncertainties, less inertia and closer to operation limits, there is increasing risk of large outages. Thus, there is an imperative need to enhance grid emergency…

Machine Learning · Computer Science 2022-02-08 Renke Huang , Yujiao Chen , Tianzhixi Yin , Qiuhua Huang , Jie Tan , Wenhao Yu , Xinya Li , Ang Li , Yan Du

Even though Deep Reinforcement Learning (DRL) showed outstanding results in the fields of Robotics and Games, it is still challenging to implement it in the optimization of industrial processes like wastewater treatment. One of the…

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)…

Optimization and Control · Mathematics 2021-05-19 H. Ghraieb , J. Viquerat , A. Larcher , P. Meliga , E. Hachem

Recent advances in reservoir simulation increasingly utilize hybrid approaches that couple physics-based simulators with machine-learning (ML) components. ML components offer high fidelity to training data and fast inference, enabling…

This paper presents a multi-agent Deep Reinforcement Learning (DRL) framework for autonomous control and integration of renewable energy resources into smart power grid systems. In particular, the proposed framework jointly considers demand…

This paper proposes a novel approach for Asset-Liability Management (ALM) by employing continuous-time Reinforcement Learning (RL) with a linear-quadratic (LQ) formulation that incorporates both interim and terminal objectives. We develop a…

Machine Learning · Computer Science 2025-09-30 Yilie Huang

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…

Portfolio Management · Quantitative Finance 2022-03-23 Ruan Pretorius , Terence van Zyl

Large-scale infrastructure systems are crucial for societal welfare, and their effective management requires strategic forecasting and intervention methods that account for various complexities. Our study addresses two challenges within the…

Many real-world problems (e.g., resource management, autonomous driving, drug discovery) require optimizing multiple, conflicting objectives. Multi-objective reinforcement learning (MORL) extends classic reinforcement learning to handle…

Machine Learning · Computer Science 2025-11-24 Zuzanna Osika , Roxana Rădulescu , Jazmin Zatarain Salazar , Frans Oliehoek , Pradeep K. Murukannaiah

This study presents a deep learning model-based reinforcement learning (DL-MBRL) approach for active control of two-dimensional (2D) wake flow past a square cylinder using antiphase jets. The DL-MBRL framework alternates between interacting…

Fluid Dynamics · Physics 2024-08-27 Meng Zhang , Mustafa Z. Yousif , Minze Xu , Haifeng Zhou , Linqi Yu , HeeChang Lim

Fast assimilation of monitoring data to update forecasts of pressure buildup and carbon dioxide (CO2) plume migration under geologic uncertainties is a challenging problem in geologic carbon storage. The high computational cost of data…

Agricultural products are often subject to seasonal fluctuations in production and demand. Predicting and managing inventory levels in response to these variations can be challenging, leading to either excess inventory or stockouts.…

Artificial Intelligence · Computer Science 2025-07-23 Amandeep Kaur , Gyan Prakash