Related papers: Application of deep and reinforcement learning to …
In this article, we propose a data-enabled economic predictive control method for a class of nonlinear systems, which aims to optimize the economic operational performance while handling hard constraints on the system outputs. Two lifting…
We investigate the applicability of deep reinforcement learning algorithms to the adaptive initial access beam alignment problem for mmWave communications using the state-of-the-art proximal policy optimization algorithm as an example. In…
This paper formulates a stochastic optimal control problem for linear networked control systems featuring stochastic packet disordering with a unique stabilizing solution certified. The problem is solved by proposing reinforcement learning…
Reinforcement learning has recently gained traction as a means to improve combinatorial optimization methods, yet its effectiveness within local search metaheuristics specifically remains comparatively underexamined. In this study, we…
Creating impact in real-world settings requires artificial intelligence techniques to span the full pipeline from data, to predictive models, to decisions. These components are typically approached separately: a machine learning model is…
We present a novel deep learning approach to approximate the solution of large, sparse, symmetric, positive-definite linear systems of equations. These systems arise from many problems in applied science, e.g., in numerical methods for…
Many real-world control problems involve both discrete decision variables - such as the choice of control modes, gear switching or digital outputs - as well as continuous decision variables - such as velocity setpoints, control gains or…
Combinatorial optimization problems are typically tackled by the branch-and-bound paradigm. We propose a new graph convolutional neural network model for learning branch-and-bound variable selection policies, which leverages the natural…
Solving inverse problems in physics is central to understanding complex systems and advancing technologies in various fields. Iterative optimization algorithms, commonly used to solve these problems, often encounter local minima, chaos, or…
The increasing penetration of renewables in distribution networks calls for faster and more advanced voltage regulation strategies. A promising approach is to formulate the problem as an optimization problem, where the optimal reactive…
We propose a machine learning algorithm for solving finite-horizon stochastic control problems based on a deep neural network representation of the optimal policy functions. The algorithm has three features: (1) It can solve…
We introduce Structure Informed Neural Networks (SINNs), a novel method for solving boundary observation problems involving PDEs. The SINN methodology is a data-driven framework for creating approximate solutions to internal variables on…
This paper presents a novel deep learning framework for solving multiple optimal stopping problems in high dimensions. While deep learning has recently shown promise for single stopping problems, the multiple exercise case involves complex…
Designing a stabilizing controller for nonlinear systems is a challenging task, especially for high-dimensional problems with unknown dynamics. Traditional reinforcement learning algorithms applied to stabilization tasks tend to drive the…
Free boundary problems appear naturally in numerous areas of mathematics, science and engineering. These problems present a great computational challenge because they necessitate numerical methods that can yield an accurate approximation of…
Iterative refinement -- start with a random guess, then iteratively improve the guess -- is a useful paradigm for representation learning because it offers a way to break symmetries among equally plausible explanations for the data. This…
In recent years, deep reinforcement learning has emerged as a technique to solve closed-loop flow control problems. Employing simulation-based environments in reinforcement learning enables a priori end-to-end optimization of the control…
We consider the joint design and control of discrete-time stochastic dynamical systems over a finite time horizon. We formulate the problem as a multi-step optimization problem under uncertainty seeking to identify a system design and a…
This work considers artificial feed-forward neural networks as parametric approximators in optimal control of discrete-time systems. Two different approaches are introduced to take polytopic input constraints into account. The first…
Many convex optimization problems with important applications in machine learning are formulated as empirical risk minimization (ERM). There are several examples: linear and logistic regression, LASSO, kernel regression, quantile…