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This paper gives a detailed review of reinforcement learning (RL) in combinatorial optimization, introduces the history of combinatorial optimization starting in the 1950s, and compares it with the RL algorithms of recent years. This paper…

Machine Learning · Computer Science 2023-10-04 Yunhao Yang , Andrew Whinston

This paper proposes a robust control design method using reinforcement-learning for controlling partially-unknown dynamical systems under uncertain conditions. The method extends the optimal reinforcement-learning algorithm with a new…

Systems and Control · Electrical Eng. & Systems 2020-04-17 Phuong D. Ngo , Fred Godtliebsen

Recent work has shown that reinforcement learning (RL) is a promising approach to control dynamical systems described by partial differential equations (PDE). This paper shows how to use RL to tackle more general PDE control problems that…

Machine Learning · Computer Science 2018-06-20 Yangchen Pan , Amir-massoud Farahmand , Martha White , Saleh Nabi , Piyush Grover , Daniel Nikovski

Sampling-based model predictive control (MPC) has found significant success in optimal control problems with non-smooth system dynamics and cost function. Many machine learning-based works proposed to improve MPC by a) learning or…

Machine Learning · Computer Science 2024-01-08 Sungwook Yang , Chaoying Pei , Ran Dai , Chuangchuang Sun

Recently, there has been a surge in interest in safe and robust techniques within reinforcement learning (RL). Current notions of risk in RL fail to capture the potential for systemic failures such as abrupt stoppages from system failures…

Systems and Control · Computer Science 2019-10-09 David Mguni

We consider the linear quadratic (LQ) optimal control problem for a class of evolution equations in infinite dimensions, in the presence of distributed and nonlocal inputs. Following the perspective taken in our previous research work on…

Optimization and Control · Mathematics 2024-07-23 Paolo Acquistapace , Francesca Bucci

Optimizing accelerator control is a critical challenge in experimental particle physics, requiring significant manual effort and resource expenditure. Traditional tuning methods are often time-consuming and reliant on expert input,…

Accelerator Physics · Physics 2026-01-27 Anwar Ibrahim , Denis Derkach , Alexey Petrenko , Fedor Ratnikov , Maxim Kaledin

Transient stability of power systems is becoming increasingly important because of the growing integration of renewable resources. These resources lead to a reduction in mechanical inertia but also provide increased flexibility in frequency…

Systems and Control · Electrical Eng. & Systems 2021-05-07 Wenqi Cui , Baosen Zhang

The goal of reinforcement learning (RL) is to find a policy that maximizes the expected cumulative return. It has been shown that this objective can be represented as an optimization problem of state-action visitation distribution under…

Machine Learning · Computer Science 2024-01-29 Harshit Sikchi , Qinqing Zheng , Amy Zhang , Scott Niekum

This paper studies the adaptive optimal control problem for a class of linear time-delay systems described by delay differential equations (DDEs). A crucial strategy is to take advantage of recent developments in reinforcement learning and…

Systems and Control · Electrical Eng. & Systems 2022-10-04 Leilei Cui , Bo Pang , Zhong-Ping Jiang

Deep reinforcement learning has been recognized as a promising tool to address the challenges in real-time control of power systems. However, its deployment in real-world power systems has been hindered by a lack of explicit stability and…

Systems and Control · Electrical Eng. & Systems 2023-10-04 Jie Feng , Yuanyuan Shi , Guannan Qu , Steven H. Low , Anima Anandkumar , Adam Wierman

This paper establishes a rigorous connection between regularized discrete-time reinforcement learning (RL) and continuous-time stochastic optimal control. Specifically, classical RL algorithms are typically solving a regularized…

Optimization and Control · Mathematics 2026-04-24 Huyên Pham , Yuming Paul Zhang , Yuhua Zhu

Distributed optimal control is known to be challenging and can become intractable even for linear-quadratic regulator problems. In this work, we study a special class of such problems where distributed state feedback controllers can give…

Systems and Control · Electrical Eng. & Systems 2024-03-14 Johan Olsson , Runyu Zhang , Emma Tegling , Na Li

The optimal control problem for discrete-time systems with colored multiplicative noise is discussed in this paper. The problem will be more difficult to deal with than the case of white noise due to the correlation of the adjoining state.…

Optimization and Control · Mathematics 2019-07-30 Hongdan Li , Juanjuan Xu , Huanshui Zhang

In the backdrop of an increasingly pressing need for effective urban and highway transportation systems, this work explores the synergy between model-based and learning-based strategies to enhance traffic flow management by use of an…

Systems and Control · Electrical Eng. & Systems 2025-02-04 Filippo Airaldi , Bart De Schutter , Azita Dabiri

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

This paper examines stochastic optimal control problems in which the state is perfectly known, but the controller's measure of time is a stochastic process derived from a strictly increasing L\'evy process. We provide dynamic programming…

Optimization and Control · Mathematics 2014-01-03 Andrew Lamperski , Noah J. Cowan

We demonstrate experimentally the feasibility of applying reinforcement learning (RL) in flow control problems by automatically discovering active control strategies without any prior knowledge of the flow physics. We consider the turbulent…

Fluid Dynamics · Physics 2020-03-10 Dixia Fan , Liu Yang , Michael S Triantafyllou , George Em Karniadakis

Optimal execution is a sequential decision-making problem for cost-saving in algorithmic trading. Studies have found that reinforcement learning (RL) can help decide the order-splitting sizes. However, a problem remains unsolved: how to…

Trading and Market Microstructure · Quantitative Finance 2022-07-25 Feiyang Pan , Tongzhe Zhang , Ling Luo , Jia He , Shuoling Liu

Benders decomposition (BD), along with its generalized version (GBD), is a widely used algorithm for solving large-scale mixed-integer optimization problems that arise in the operation of process systems. However, the off-the-shelf…

Optimization and Control · Mathematics 2025-08-12 Zhe Li , Bernard T. Agyeman , Ilias Mitrai , Prodromos Daoutidis