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Model Predictive Control (MPC)-based Reinforcement Learning (RL) offers a structured and interpretable alternative to Deep Neural Network (DNN)-based RL methods, with lower computational complexity and greater transparency. However,…
We address the problem of production planning and distribution in multi-echelon supply chains. We consider uncertain demands and lead times which makes the problem stochastic and non-linear. A Markov Decision Process formulation and a…
This paper investigates the application of Reinforcement Learning (RL) to optimise call routing in call centres to minimise client waiting time and staff idle time. Two methods are compared: a model-based approach using Value Iteration (VI)…
Reinforcement learning (RL) has emerged as a powerful tool for fine-tuning large language models (LLMs) to improve complex reasoning abilities. However, state-of-the-art policy optimization methods often suffer from high computational…
A key task in Artificial Intelligence is learning effective policies for controlling agents in unknown environments to optimize performance measures. Off-policy learning methods, like Q-learning, allow learners to make optimal decisions…
Although in recent years reinforcement learning has become very popular the number of successful applications to different kinds of operations research problems is rather scarce. Reinforcement learning is based on the well-studied dynamic…
Deep Deterministic Policy Gradient (DDPG) algorithm is one of the most well-known reinforcement learning methods. However, this method is inefficient and unstable in practical applications. On the other hand, the bias and variance of the Q…
Reinforcement learning algorithms such as the deep deterministic policy gradient algorithm (DDPG) has been widely used in continuous control tasks. However, the model-free DDPG algorithm suffers from high sample complexity. In this paper we…
Dynamic Algorithm Configuration (DAC) studies the efficient identification of control policies for parameterized optimization algorithms. Numerous studies leverage Reinforcement Learning (RL) to address DAC challenges; however, applying RL…
Deep reinforcement learning (DRL) on Markov decision processes (MDPs) with continuous action spaces is often approached by directly training parametric policies along the direction of estimated policy gradients (PGs). Previous research…
Deep Reinforcement Learning (DRL) algorithms have recently made significant strides in improving network performance. Nonetheless, their practical use is still limited in the absence of safe exploration and safe decision-making. In the…
The policy gradient method enjoys the simplicity of the objective where the agent optimizes the cumulative reward directly. Moreover, in the continuous action domain, parameterized distribution of action distribution allows easy control of…
Recently, foundation models such as OpenAI's O1 and O3, along with DeepSeek's R1, have demonstrated strong reasoning capacities and problem-solving skills acquired through large-scale reinforcement learning (RL), with wide applications in…
We study continuous action reinforcement learning problems in which it is crucial that the agent interacts with the environment only through safe policies, i.e.,~policies that do not take the agent to undesirable situations. We formulate…
By reusing data throughout training, off-policy deep reinforcement learning algorithms offer improved sample efficiency relative to on-policy approaches. For continuous action spaces, the most popular methods for off-policy learning include…
The theory of continuous-time reinforcement learning (RL) has progressed rapidly in recent years. While the ultimate objective of RL is typically to learn deterministic control policies, most existing continuous-time RL methods rely on…
Recent deep reinforcement learning (DRL) methods in finance show promising outcomes. However, there is limited research examining the behavior of these DRL algorithms. This paper aims to investigate their tendencies towards holding or…
Reinforcement learning (RL) shows great potential in sequential decision-making. At present, mainstream RL algorithms are data-driven, which usually yield better asymptotic performance but much slower convergence compared with model-driven…
The alignment of language models~(LMs) with human preferences is critical for building reliable AI systems. The problem is typically framed as optimizing an LM policy to maximize the expected reward that reflects human preferences.…
This paper prescribes a suite of techniques for off-policy Reinforcement Learning (RL) that simplify the training process and reduce the sample complexity. First, we show that simple Deterministic Policy Gradient works remarkably well as…