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We consider the challenge of finding a deterministic policy for a Markov decision process that uniformly (in all states) maximizes one reward subject to a probabilistic constraint over a different reward. Existing solutions do not fully…

Machine Learning · Computer Science 2022-01-21 Jaeyoung Lee , Sean Sedwards , Krzysztof Czarnecki

This paper addresses key challenges in task scheduling for multi-tenant distributed systems, including dynamic resource variation, heterogeneous tenant demands, and fairness assurance. An adaptive scheduling method based on reinforcement…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-08-13 Xiaopei Zhang , Xingang Wang , Xin Wang

We demonstrate an application of risk-sensitive reinforcement learning to optimizing execution in limit order book markets. We represent taking order execution decisions based on limit order book knowledge by a Markov Decision Process; and…

Trading and Market Microstructure · Quantitative Finance 2021-01-07 Svitlana Vyetrenko , Shaojie Xu

Transfer learning significantly accelerates the reinforcement learning process by exploiting relevant knowledge from previous experiences. The problem of optimally selecting source policies during the learning process is of great importance…

Artificial Intelligence · Computer Science 2017-09-26 Siyuan Li , Chongjie Zhang

Nowadays, human resource is an important part of various resources of enterprises. For enterprises, high-loyalty and high-quality talented persons are often the core competitiveness of enterprises. Therefore, it is of great practical…

Artificial Intelligence · Computer Science 2020-12-02 Xiaohan Cheng

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

Reinforcement learning agents have been mostly developed and evaluated under the assumption that they will operate in a fully autonomous manner -- they will take all actions. In this work, our goal is to develop algorithms that, by learning…

Machine Learning · Computer Science 2023-07-04 Vahid Balazadeh , Abir De , Adish Singla , Manuel Gomez-Rodriguez

To overcome the curses of dimensionality and modeling of Dynamic Programming (DP) methods to solve Markov Decision Process (MDP) problems, Reinforcement Learning (RL) methods are adopted in practice. Contrary to traditional RL algorithms…

Machine Learning · Computer Science 2021-08-24 Arghyadip Roy , Vivek Borkar , Abhay Karandikar , Prasanna Chaporkar

We develop a Multi-Agent Reinforcement Learning (MARL) method to learn scalable control policies for target tracking. Our method can handle an arbitrary number of pursuers and targets; we show results for tasks consisting up to 1000…

Multiagent Systems · Computer Science 2021-11-11 Christopher D. Hsu , Heejin Jeong , George J. Pappas , Pratik Chaudhari

As the industry of autonomous driving grows, so does the potential interaction of groups of autonomous cars. Combined with the advancement of Artificial Intelligence and simulation, such groups can be simulated, and safety-critical models…

Machine Learning · Computer Science 2024-02-22 Omar Tanner

Recent advancements in machine learning and reinforcement learning have brought increased attention to their applicability in a range of decision-making tasks in the operations of power systems, such as short-term emergency control,…

Systems and Control · Electrical Eng. & Systems 2021-10-14 Yize Chen , Daniel Arnold , Yuanyuan Shi , Sean Peisert

In aims to uncover insights into medical decision-making embedded within observational data from clinical settings, we present a novel application of Inverse Reinforcement Learning (IRL) that identifies suboptimal clinician actions based on…

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…

Machine Learning · Computer Science 2020-04-03 Manuel Schneckenreither

We study automated intrusion prevention using reinforcement learning. In a novel approach, we formulate the problem of intrusion prevention as an optimal stopping problem. This formulation allows us insight into the structure of the optimal…

Artificial Intelligence · Computer Science 2024-04-23 Kim Hammar , Rolf Stadler

In this work we introduce reinforcement learning techniques for solving lexicographic multi-objective problems. These are problems that involve multiple reward signals, and where the goal is to learn a policy that maximises the first reward…

Machine Learning · Computer Science 2022-12-29 Joar Skalse , Lewis Hammond , Charlie Griffin , Alessandro Abate

Safe reinforcement learning has been a promising approach for optimizing the policy of an agent that operates in safety-critical applications. In this paper, we propose an algorithm, SNO-MDP, that explores and optimizes Markov decision…

Machine Learning · Computer Science 2020-08-18 Akifumi Wachi , Yanan Sui

We consider reinforcement learning in changing Markov Decision Processes where both the state-transition probabilities and the reward functions may vary over time. For this problem setting, we propose an algorithm using a sliding window…

Machine Learning · Computer Science 2018-05-28 Pratik Gajane , Ronald Ortner , Peter Auer

Recent techniques in dynamical scheduling and resource management have found applications in warehouse environments due to their ability to organize and prioritize tasks in a higher temporal resolution. The rise of deep reinforcement…

Machine Learning · Computer Science 2022-03-08 Stelios Stavroulakis , Biswa Sengupta

We study episodic reinforcement learning in Markov decision processes when the agent receives additional feedback per step in the form of several transition observations. Such additional observations are available in a range of tasks…

Machine Learning · Computer Science 2020-05-11 Christoph Dann , Yishay Mansour , Mehryar Mohri , Ayush Sekhari , Karthik Sridharan

Reinforcement learning refers to a group of methods from artificial intelligence where an agent performs learning through trial and error. It differs from supervised learning, since reinforcement learning requires no explicit labels;…

Machine Learning · Computer Science 2018-10-02 Nicolas Pröllochs , Stefan Feuerriegel