Related papers: Reinforcement-learning-based Algorithms for Optimi…
With the impact of real-time processing being realized in the recent past, the need for efficient implementations of reinforcement learning algorithms has been on the rise. Albeit the numerous advantages of Bellman equations utilized in RL…
In recent years, Reinforcement Learning (RL) has been applied to real-world problems with increasing success. Such applications often require to put constraints on the agent's behavior. Existing algorithms for constrained RL (CRL) rely on…
A recent goal in the Reinforcement Learning (RL) framework is to choose a sequence of actions or a policy to maximize the reward collected or minimize the regret incurred in a finite time horizon. For several RL problems in operation…
Inverse optimization is a powerful paradigm for learning preferences and restrictions that explain the behavior of a decision maker, based on a set of external signal and the corresponding decision pairs. However, most inverse optimization…
Optimal operation of chemical processes is vital for energy, resource, and cost savings in chemical engineering. The problem of optimal operation can be tackled with reinforcement learning, but traditional reinforcement learning methods…
Reinforcement learning (RL) is typically concerned with estimating stationary policies or single-step models, leveraging the Markov property to factorize problems in time. However, we can also view RL as a generic sequence modeling problem,…
Model-free or learning-based control, in particular, reinforcement learning (RL), is expected to be applied for complex robotic tasks. Traditional RL requires a policy to be optimized is state-dependent, that means, the policy is a kind of…
We consider the problem of learning the optimal policy for Markov decision processes with safety constraints. We formulate the problem in a reach-avoid setup. Our goal is to design online reinforcement learning algorithms that ensure safety…
Reinforcement learning (RL) is an innovative approach to financial decision making, offering specialized solutions to complex investment problems where traditional methods fail. This review analyzes 167 articles from 2017--2025, focusing on…
We present an off-policy actor-critic algorithm for Reinforcement Learning (RL) that combines ideas from gradient-free optimization via stochastic search with learned action-value function. The result is a simple procedure consisting of…
This paper presents a framework to tackle constrained combinatorial optimization problems using deep Reinforcement Learning (RL). To this end, we extend the Neural Combinatorial Optimization (NCO) theory in order to deal with constraints in…
We study inverse reinforcement learning (IRL) and imitation learning (IM), the problems of recovering a reward or policy function from expert's demonstrated trajectories. We propose a new way to improve the learning process by adding a…
In distributed optimization, the practical problem-solving performance is essentially sensitive to algorithm selection, parameter setting, problem type and data pattern. Thus, it is often laborious to acquire a highly efficient method for a…
Reinforcement Learning (RL) has shown great empirical success in various application domains. The theoretical aspects of the problem have been extensively studied over past decades, particularly under tabular and linear Markov Decision…
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…
Reinforcement learning (RL) is a powerful machine learning technique that enables an intelligent agent to learn an optimal policy that maximizes the cumulative rewards in sequential decision making. Most of methods in the existing…
Constraint handling plays a key role in solving realistic complex optimization problems. Though intensively discussed in the last few decades, existing constraint handling techniques predominantly rely on human experts' designs, which more…
We propose a reinforcement learning (RL) framework under a broad class of risk objectives, characterized by convex scoring functions. This class covers many common risk measures, such as variance, Expected Shortfall, entropic Value-at-Risk,…
Discrete optimization belongs to the set of $\mathcal{NP}$-hard problems, spanning fields such as mixed-integer programming and combinatorial optimization. A current standard approach to solving convex discrete optimization problems is the…
In inverse reinforcement learning (IRL), an agent seeks to replicate expert demonstrations through interactions with the environment. Traditionally, IRL is treated as an adversarial game, where an adversary searches over reward models, and…