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Deep reinforcement learning (RL) has been endowed with high expectations in tackling challenging manipulation tasks in an autonomous and self-directed fashion. Despite the significant strides made in the development of reinforcement…

Robotics · Computer Science 2023-04-27 Zhenshan Bing , Aleksandr Mavrichev , Sicong Shen , Xiangtong Yao , Kejia Chen , Kai Huang , Alois Knoll

Many sequential decision-making problems that are currently automated, such as those in manufacturing or recommender systems, operate in an environment where there is either little uncertainty, or zero risk of catastrophe. As companies and…

Machine Learning · Computer Science 2023-04-04 Marc Rigter

Recent rapid developments in reinforcement learning algorithms have been giving us novel possibilities in many fields. However, due to their exploring property, we have to take the risk into consideration when we apply those algorithms to…

Machine Learning · Computer Science 2023-03-21 Yoshihiro Okawa , Tomotake Sasaki , Hitoshi Yanami , Toru Namerikawa

Reinforcement learning has been explored for many problems, from video games with deterministic environments to portfolio and operations management in which scenarios are stochastic; however, there have been few attempts to test these…

General Finance · Quantitative Finance 2024-02-19 Sherly Alfonso-Sánchez , Jesús Solano , Alejandro Correa-Bahnsen , Kristina P. Sendova , Cristián Bravo

The rise of process data availability has recently led to the development of data-driven learning approaches. However, most of these approaches restrict the use of the learned model to predict the future of ongoing process executions. The…

Artificial Intelligence · Computer Science 2025-07-25 Stefano Branchi , Chiara Di Francescomarino , Chiara Ghidini , David Massimo , Francesco Ricci , Massimiliano Ronzani

Reinforcement Learning agents are expected to eventually perform well. Typically, this takes the form of a guarantee about the asymptotic behavior of an algorithm given some assumptions about the environment. We present an algorithm for a…

Machine Learning · Computer Science 2020-04-02 Michael K. Cohen , Elliot Catt , Marcus Hutter

The ability to learn and execute optimal control policies safely is critical to realization of complex autonomy, especially where task restarts are not available and/or the systems are safety-critical. Safety requirements are often…

Systems and Control · Electrical Eng. & Systems 2021-10-06 S M Nahid Mahmud , Moad Abudia , Scott A Nivison , Zachary I. Bell , Rushikesh Kamalapurkar

Many applications -- including power systems, robotics, and economics -- involve a dynamical system interacting with a stochastic and hard-to-model environment. We adopt a reinforcement learning approach to control such systems.…

Optimization and Control · Mathematics 2025-08-26 Abed AlRahman Al Makdah , Oliver Kosut , Lalitha Sankar , Shaofeng Zou

Many problems in Reinforcement Learning (RL) seek an optimal policy with large discrete multidimensional yet unordered action spaces; these include problems in randomized allocation of resources such as placements of multiple security…

Machine Learning · Computer Science 2023-11-28 Changyu Chen , Ramesha Karunasena , Thanh Hong Nguyen , Arunesh Sinha , Pradeep Varakantham

In this thesis, we consider two simple but typical control problems and apply deep reinforcement learning to them, i.e., to cool and control a particle which is subject to continuous position measurement in a one-dimensional quadratic…

Quantum Physics · Physics 2022-12-15 Zhikang Wang

Active Feature Acquisition is an instance-wise, sequential decision making problem. The aim is to dynamically select which feature to measure based on current observations, independently for each test instance. Common approaches either use…

Machine Learning · Computer Science 2025-08-07 Alexander Norcliffe , Changhee Lee , Fergus Imrie , Mihaela van der Schaar , Pietro Lio

Recent work has demonstrated that problems-- particularly imitation learning and structured prediction-- where a learner's predictions influence the input-distribution it is tested on can be naturally addressed by an interactive approach…

Machine Learning · Computer Science 2014-06-24 Stephane Ross , J. Andrew Bagnell

We study the problem of joint optimization involving coding and control policies for a controlled Markovian sytem over a finite-rate noiseless communication channel. While structural results on the optimal encoding and control have been…

Optimization and Control · Mathematics 2026-03-18 Evelyn Hubbard , Liam Cregg , Serdar Yüksel

This paper considers a stochastic linear quadratic problem for discrete-time systems with multiplicative noises over an infinite horizon. To obtain the optimal solution, we propose an online iterative algorithm of reinforcement learning…

Optimization and Control · Mathematics 2023-11-22 Hongdan Li , Lucky Qiaofeng Li , Xun Li , Zhaorong Zhang

Stochastic resetting, where a dynamical process is intermittently returned to a fixed reference state, has emerged as a powerful mechanism for optimizing first-passage properties. Existing theory largely treats static, non-learning…

Machine Learning · Computer Science 2026-03-18 Jello Zhou , Vudtiwat Ngampruetikorn , David J. Schwab

Deep reinforcement learning (DRL) has become a powerful tool for complex decision-making in machine learning and AI. However, traditional methods often assume perfect action execution, overlooking the uncertainties and deviations between an…

Robotics · Computer Science 2025-07-02 Oren Fivel , Matan Rudman , Kobi Cohen

A common formulation of constrained reinforcement learning involves multiple rewards that must individually accumulate to given thresholds. In this class of problems, we show a simple example in which the desired optimal policy cannot be…

Machine Learning · Computer Science 2023-09-22 Miguel Calvo-Fullana , Santiago Paternain , Luiz F. O. Chamon , Alejandro Ribeiro

While deep reinforcement learning has achieved tremendous successes in various applications, most existing works only focus on maximizing the expected value of total return and thus ignore its inherent stochasticity. Such stochasticity is…

Machine Learning · Computer Science 2023-09-19 Han Zhong , Xun Deng , Ethan X. Fang , Zhuoran Yang , Zhaoran Wang , Runze Li

We propose a two-component data-driven controller to safely perform docking maneuvers for satellites. Reinforcement Learning is used to deduce an optimal control policy based on measurement data. To safeguard the learning phase, an…

Optimization and Control · Mathematics 2024-07-30 Simon Gottschalk , Lukas Lanza , Karl Worthmann , Kerstin Lux-Gottschalk

Reinforcement Learning has emerged as a strong alternative to solve optimization tasks efficiently. The use of these algorithms highly depends on the feedback signals provided by the environment in charge of informing about how good (or…

Machine Learning · Computer Science 2022-12-01 Alain Andres , Esther Villar-Rodriguez , Javier Del Ser