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Problem definition: Supply chains are constantly evolving networks. Reinforcement learning is increasingly proposed as a solution to provide optimal control of these networks. Academic/practical: However, learning in continuously varying…

Systems and Control · Electrical Eng. & Systems 2023-12-27 Wan Wang , Haiyan Wang , Adam J. Sobey

We propose Stochastic Weight Averaging in Parallel (SWAP), an algorithm to accelerate DNN training. Our algorithm uses large mini-batches to compute an approximate solution quickly and then refines it by averaging the weights of multiple…

Machine Learning · Computer Science 2020-01-09 Vipul Gupta , Santiago Akle Serrano , Dennis DeCoste

Deep reinforcement learning (RL) algorithms can learn complex policies to optimize agent operation over time. RL algorithms have shown promising results in solving complicated problems in recent years. However, their application on…

Machine Learning · Computer Science 2021-09-29 Hamed Khorasgani , Haiyan Wang , Chetan Gupta , Susumu Serita

Learning-based approaches are increasingly popular for traffic control problems. However, these approaches are applied typically as black boxes with limited theoretical guarantees and interpretability. In this paper, we consider the theory…

Systems and Control · Electrical Eng. & Systems 2024-04-16 Yidan Wu , Jianan Zhang , Li Jin

Unmanned combat air vehicle (UCAV) combat is a challenging scenario with continuous action space. In this paper, we propose a general hierarchical framework to resolve the within-vision-range (WVR) air-to-air combat problem under 6…

Artificial Intelligence · Computer Science 2024-09-21 Jiajun Chai , Wenzhang Chen , Yuanheng Zhu , Zong-xin Yao , Dongbin Zhao

The autonomous trading agent is one of the most actively studied areas of artificial intelligence to solve the capital market portfolio management problem. The two primary goals of the portfolio management problem are maximizing profit and…

Trading and Market Microstructure · Quantitative Finance 2019-09-10 Wonsup Shin , Seok-Jun Bu , Sung-Bae Cho

A self-learning optimal control algorithm for episodic fixed-horizon manufacturing processes with time-discrete control actions is proposed and evaluated on a simulated deep drawing process. The control model is built during consecutive…

Systems and Control · Computer Science 2020-01-07 Johannes Dornheim , Norbert Link , Peter Gumbsch

Offline-to-online reinforcement learning harnesses the stability of offline pretraining and the flexibility of online fine-tuning. A key challenge lies in the non-stationary distribution shift between offline datasets and the evolving…

Machine Learning · Computer Science 2026-05-15 Letian Yang , Xu Liu , Yiqiang Lu , Jian Liu , Weiqiang Wang , Shuai Li

Revenue-optimal auction design is a challenging problem with significant theoretical and practical implications. Sequential auction mechanisms, known for their simplicity and strong strategyproofness guarantees, are often limited by…

Computer Science and Game Theory · Computer Science 2024-07-12 Sai Srivatsa Ravindranath , Zhe Feng , Di Wang , Manzil Zaheer , Aranyak Mehta , David C. Parkes

Autonomous deployment of unmanned aerial vehicles (UAVs) supporting next-generation communication networks requires efficient trajectory planning methods. We propose a new end-to-end reinforcement learning (RL) approach to UAV-enabled data…

Machine Learning · Computer Science 2021-01-28 Harald Bayerlein , Mirco Theile , Marco Caccamo , David Gesbert

We consider two data-driven approaches to hedging, Reinforcement Learning and Deep Trajectory-based Stochastic Optimal Control, under a stepwise mean-variance objective. We compare their performance for a European call option in the…

Computational Finance · Quantitative Finance 2023-11-22 Ali Fathi , Bernhard Hientzsch

Efficient traffic signal control (TSC) is crucial for reducing congestion, travel delays, pollution, and for ensuring road safety. Traditional approaches, such as fixed signal control and actuated control, often struggle to handle dynamic…

Systems and Control · Electrical Eng. & Systems 2025-09-29 Anirud Nandakumar , Chayan Banerjee , Lelitha Devi Vanajakshi

Group-based reinforcement learning methods, like Group Relative Policy Optimization (GRPO), are widely used nowadays to post-train large language models. Despite their empirical success, they exhibit structural mismatches between reward…

Machine Learning · Computer Science 2026-01-09 Aleksandar Fontana , Marco Simoni , Giulio Rossolini , Andrea Saracino , Paolo Mori

This paper studies reinforcement learning for high-frequency trading on limit order books by pairing an Order-Flow-based state model with policy-gradient methods. Instead of value-based RL techniques like tabular Q-learning, our approach…

Machine Learning · Computer Science 2026-05-26 Sayak Charabarty , Souradip Pal

In this paper, we discuss the Dutch power market, which is comprised of a day-ahead market and an intraday balancing market that operates like an auction. Due to fluctuations in power supply and demand, there is often an imbalance that…

Trading and Market Microstructure · Quantitative Finance 2023-09-12 Yuanrong Wang , Vignesh Raja Swaminathan , Nikita P. Granger , Carlos Ros Perez , Christian Michler

Reinforcement Learning, a machine learning framework for training an autonomous agent based on rewards, has shown outstanding results in various domains. However, it is known that learning a good policy is difficult in a domain where…

Machine Learning · Computer Science 2019-06-27 Takahisa Imagawa , Takuya Hiraoka , Yoshimasa Tsuruoka

We introduce DynAMO, a reinforcement learning paradigm for Dynamic Anticipatory Mesh Optimization. Adaptive mesh refinement is an effective tool for optimizing computational cost and solution accuracy in numerical methods for partial…

Numerical Analysis · Mathematics 2024-03-12 Tarik Dzanic , Ketan Mittal , Dohyun Kim , Jiachen Yang , Socratis Petrides , Brendan Keith , Robert Anderson

When transferring a control policy from simulation to a physical system, the policy needs to be robust to variations in the dynamics to perform well. Commonly, the optimal policy overfits to the approximate model and the corresponding…

Machine Learning · Computer Science 2021-05-27 Michael Lutter , Shie Mannor , Jan Peters , Dieter Fox , Animesh Garg

Research on reinforcement learning has demonstrated promising results in manifold applications and domains. Still, efficiently learning effective robot behaviors is very difficult, due to unstructured scenarios, high uncertainties, and…

Robotics · Computer Science 2018-03-26 Francesco Riccio , Roberto Capobianco , Daniele Nardi

The dilemma between plasticity and stability presents a significant challenge in Incremental Learning (IL), especially in the exemplar-free scenario where accessing old-task samples is strictly prohibited during the learning of a new task.…

Computer Vision and Pattern Recognition · Computer Science 2024-03-20 Wenju Sun , Qingyong Li , Wen Wang , Yangli-ao Geng