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We introduce a new numerical method based on machine learning to approximate the solution of elliptic partial differential equations with collocation using a set of sigmoidal functions. We show that a feedforward neural network with a…

Numerical Analysis · Mathematics 2023-03-24 Francesco Calabrò , Gianluca Fabiani , Constantinos Siettos

Learning to solve combinatorial optimization problems, such as the vehicle routing problem, offers great computational advantages over classical operations research solvers and heuristics. The recently developed deep reinforcement learning…

Machine Learning · Computer Science 2022-01-06 Daniela Thyssens , Jonas Falkner , Lars Schmidt-Thieme

We propose deep neural network algorithms to calculate efficient frontier in some Mean-Variance and Mean-CVaR portfolio optimization problems. We show that we are able to deal with such problems when both the dimension of the state and the…

Portfolio Management · Quantitative Finance 2022-02-16 Xavier Warin

Booking control problems are sequential decision-making problems that occur in the domain of revenue management. More precisely, freight booking control focuses on the problem of deciding to accept or reject bookings: given a limited…

Optimization and Control · Mathematics 2023-04-06 Justin Dumouchelle , Emma Frejinger , Andrea Lodi

In the field of reinforcement learning there has been recent progress towards safety and high-confidence bounds on policy performance. However, to our knowledge, no practical methods exist for determining high-confidence policy performance…

Artificial Intelligence · Computer Science 2018-06-26 Daniel S. Brown , Scott Niekum

Designing faster algorithms for solving Mixed-Integer Linear Programming (MILP) problems is highly desired across numerous practical domains, as a vast array of complex real-world challenges can be effectively modeled as MILP formulations.…

Artificial Intelligence · Computer Science 2026-01-23 Ruizhi Liu , Liming Xu , Xulin Huang , Jingyan Sui , Shizhe Ding , Boyang Xia , Chungong Yu , Dongbo Bu

Recent advancements in model-free deep reinforcement learning have enabled efficient agent training. However, challenges arise when determining the region of attraction for these controllers, especially if the region does not fully cover…

Systems and Control · Electrical Eng. & Systems 2024-09-04 Armin Ghanbarzadeh , Esmaeil Najafi

Due to critical environmental issues, the power systems have to accommodate a significant level of penetration of renewable generation which requires smart approaches to the power grid control. Associated optimal control problems are…

Optimization and Control · Mathematics 2020-01-30 Juraj Kardos , Drosos Kourounis , Olaf Schenk

Model-based reinforcement learning attempts to use an available or learned model to improve the data efficiency of reinforcement learning. This work proposes a one-step lookback approach that jointly learns the deep incremental model and…

Robotics · Computer Science 2025-02-28 Cong Li

Physics-informed neural networks (PINNs) are a new tool for solving boundary value problems by defining loss functions of neural networks based on governing equations, boundary conditions, and initial conditions. Recent investigations have…

Computational Engineering, Finance, and Science · Computer Science 2023-11-14 Ali Harandi , Ahmad Moeineddin , Michael Kaliske , Stefanie Reese , Shahed Rezaei

In most optimization problems, users have a clear understanding of the function to optimize (e.g., minimize the makespan for scheduling problems). However, the constraints may be difficult to state and their modelling often requires…

Artificial Intelligence · Computer Science 2021-11-24 Mohamed-Bachir Belaid , Arnaud Gotlieb , Nadjib Lazaar

We present an end-to-end framework for solving the Vehicle Routing Problem (VRP) using reinforcement learning. In this approach, we train a single model that finds near-optimal solutions for problem instances sampled from a given…

Artificial Intelligence · Computer Science 2018-05-23 Mohammadreza Nazari , Afshin Oroojlooy , Lawrence V. Snyder , Martin Takáč

In this paper, we present a novel nonlinear programming-based approach to fine-tune pre-trained neural networks to improve robustness against adversarial attacks while maintaining high accuracy on clean data. Our method introduces…

Machine Learning · Computer Science 2024-10-28 Shudian Zhao , Jan Kronqvist

We consider the problem of optimal unsignalized intersection management, wherein we seek to obtain safe and optimal trajectories, for a set of robots that arrive randomly and continually. This problem involves repeatedly solving a mixed…

Robotics · Computer Science 2024-08-08 Nishchal Hoysal G. , Pavankumar Tallapragada

Deep learning techniques have been widely applied, achieving state-of-the-art results in various fields of study. This survey focuses on deep learning solutions that target learning control policies for robotics applications. We carry out…

Robotics · Computer Science 2018-04-10 Lei Tai , Jingwei Zhang , Ming Liu , Joschka Boedecker , Wolfram Burgard

Reinforcement learning systems require good representations to work well. For decades practical success in reinforcement learning was limited to small domains. Deep reinforcement learning systems, on the other hand, are scalable, not…

Machine Learning · Computer Science 2020-03-18 Sina Ghiassian , Banafsheh Rafiee , Yat Long Lo , Adam White

Finite element discretizations of problems in computational physics often rely on adaptive mesh refinement (AMR) to preferentially resolve regions containing important features during simulation. However, these spatial refinement strategies…

Computational Engineering, Finance, and Science · Computer Science 2022-09-27 Corbin Foucart , Aaron Charous , Pierre F. J. Lermusiaux

For safe and efficient planning and control in autonomous driving, we need a driving policy which can achieve desirable driving quality in long-term horizon with guaranteed safety and feasibility. Optimization-based approaches, such as…

Artificial Intelligence · Computer Science 2017-07-11 Liting Sun , Cheng Peng , Wei Zhan , Masayoshi Tomizuka

Deep learning and reinforcement learning methods have recently been used to solve a variety of problems in continuous control domains. An obvious application of these techniques is dexterous manipulation tasks in robotics which are…

Stochastic control problems with delay are challenging due to the path-dependent feature of the system and thus its intrinsic high dimensions. In this paper, we propose and systematically study deep neural networks-based algorithms to solve…

Optimization and Control · Mathematics 2021-06-18 Jiequn Han , Ruimeng Hu