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To overcome the curse of dimensionality and curse of modeling in Dynamic Programming (DP) methods for solving classical Markov Decision Process (MDP) problems, Reinforcement Learning (RL) algorithms are popular. In this paper, we consider…
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…
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…
While reinforcement learning has been increasingly applied to stochastic control, few studies have systematically examined policy-based methods in queuing environments modeled as a semi-Markov decision process (SMDP). To address this gap,…
In dynamic programming (DP) and reinforcement learning (RL), an agent learns to act optimally in terms of expected long-term return by sequentially interacting with its environment modeled by a Markov decision process (MDP). More generally…
Learned construction heuristics for scheduling problems have become increasingly competitive with established solvers and heuristics in recent years. In particular, significant improvements have been observed in solution approaches using…
This work studies reinforcement learning (RL) in the context of multi-period supply chains subject to constraints, e.g., on production and inventory. We introduce Distributional Constrained Policy Optimization (DCPO), a novel approach for…
In deep Reinforcement Learning (RL), the learning rate critically influences both stability and performance, yet its optimal value shifts during training as the environment and policy evolve. Standard decay schedulers assume monotonic…
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…
Online matching problems arise in many complex systems, from cloud services and online marketplaces to organ exchange networks, where timely, principled decisions are critical for maintaining high system performance. Traditional heuristics…
The rapid growth of data across fields of science and industry has increased the need to improve the performance of end-to-end data transfers while using the resources more efficiently. In this paper, we present a dynamic, multiparameter…
Optimal resource allocation is a fundamental challenge for dense and heterogeneous wireless networks with massive wireless connections. Because of the non-convex nature of the optimization problem, it is computationally demanding to obtain…
Deep reinforcement learning (DRL) breaks through the bottlenecks of traditional reinforcement learning (RL) with the help of the perception capability of deep learning and has been widely applied in real-world problems.While model-free RL,…
Distributional reinforcement learning (DRL) enhances the understanding of the effects of the randomness in the environment by letting agents learn the distribution of a random return, rather than its expected value as in standard RL. At the…
Real-world tasks are often highly structured. Hierarchical reinforcement learning (HRL) has attracted research interest as an approach for leveraging the hierarchical structure of a given task in reinforcement learning (RL). However,…
High Performance Computing (HPC) systems are used across a wide range of disciplines for both large and complex computations. HPC systems often receive many thousands of computational tasks at a time, colloquially referred to as jobs. These…
Ensuring reliability in modern software systems requires rigorous pre-production testing across highly heterogeneous and evolving environments. Because exhaustive evaluation is infeasible, practitioners must decide how to allocate limited…
Risk-sensitive reinforcement learning (RL) is crucial for maintaining reliable performance in high-stakes applications. While traditional RL methods aim to learn a point estimate of the random cumulative cost, distributional RL (DRL) seeks…
Reinforcement learning is a machine learning approach concerned with solving dynamic optimization problems in an almost model-free way by maximizing a reward function in state and action spaces. This property makes it an exciting area of…
Order picking is a pivotal operation in warehouses that directly impacts overall efficiency and profitability. This study addresses the dynamic order picking problem, a significant concern in modern warehouse management, where real-time…