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Modern policy gradient algorithms such as Proximal Policy Optimization (PPO) rely on an arsenal of heuristics, including loss clipping and gradient clipping, to ensure successful learning. These heuristics are reminiscent of techniques from…

Reinforcement Learning has emerged as a promising framework for developing adaptive and data-driven strategies, enabling market makers to optimize decision-making policies based on interactions with the limit order book environment. This…

Trading and Market Microstructure · Quantitative Finance 2026-02-17 Rafael Zimmer , Oswaldo Luiz do Valle Costa

This paper presents a capacity-constrained incentive-based demand response approach for residential smart grids. It aims to maintain electricity grid capacity limits and prevent congestion by financially incentivising end users to reduce or…

Machine Learning · Computer Science 2026-02-19 Shafagh Abband Pashaki , Sepehr Maleki , Amir Badiee

Tremendous progress has been made in reinforcement learning (RL) over the past decade. Most of these advancements came through the continual development of new algorithms, which were designed using a combination of mathematical derivations,…

Machine Learning · Computer Science 2022-10-14 Chris Lu , Jakub Grudzien Kuba , Alistair Letcher , Luke Metz , Christian Schroeder de Witt , Jakob Foerster

The recent remarkable progress of deep reinforcement learning (DRL) stands on regularization of policy for stable and efficient learning. A popular method, named proximal policy optimization (PPO), has been introduced for this purpose. PPO…

Machine Learning · Computer Science 2023-07-04 Taisuke Kobayashi

Reinforcement learning (RL) is a promising tool to solve robust optimal well control problems where the model parameters are highly uncertain, and the system is partially observable in practice. However, RL of robust control policies often…

Machine Learning · Computer Science 2022-07-14 Atish Dixit , Ahmed H. ElSheikh

We consider the problem of offline reinforcement learning with model-based control, whose goal is to learn a dynamics model from the experience replay and obtain a pessimism-oriented agent under the learned model. Current model-based…

Machine Learning · Computer Science 2021-09-16 Ruizhen Liu , Dazhi Zhong , Zhicong Chen

Uncertainties in renewable generation and demand dynamics challenge day-ahead scheduling. To enhance renewable penetration and maintain intra-day balance, we develop a multi-agent reinforcement learning framework for self-interested…

Multiagent Systems · Computer Science 2026-04-13 Junhao Ren , Honglin Gao , Lan Zhao , Qiyu Kang , Gaoxi Xiao , Yajuan Sun

Large Language Models (LLMs) have shown impressive reasoning capabilities in well-defined problems with clear solutions, such as mathematics and coding. However, they still struggle with complex real-world scenarios like business…

Computation and Language · Computer Science 2025-05-29 Xiaoqian Liu , Ke Wang , Yongbin Li , Yuchuan Wu , Wentao Ma , Aobo Kong , Fei Huang , Jianbin Jiao , Junge Zhang

Smart solar inverters can be used to store, monitor and manage a home's solar energy. We describe a smart solar inverter system with battery which can either operate in an automatic mode or receive commands over a network to charge and…

Systems and Control · Computer Science 2018-10-29 Richard Bean , Hina Khan

Experience replay enables reinforcement learning agents to memorize and reuse past experiences, just as humans replay memories for the situation at hand. Contemporary off-policy algorithms either replay past experiences uniformly or utilize…

Machine Learning · Computer Science 2019-06-21 Daochen Zha , Kwei-Herng Lai , Kaixiong Zhou , Xia Hu

In electrical distribution grids, the constantly increasing number of power generation devices based on renewables demands a transition from a centralized to a distributed generation paradigm. In fact, power injection from Distributed…

Systems and Control · Computer Science 2017-06-30 Riccardo Bonetto , Michele Rossi , Stefano Tomasin , Carlo Fischione

To facilitate efficient learning, policy gradient approaches to deep reinforcement learning (RL) are typically paired with variance reduction measures and strategies for making large but safe policy changes based on a batch of experiences.…

Machine Learning · Computer Science 2023-11-13 Jared Markowitz , Edward W. Staley

Policy optimization methods are popular reinforcement learning algorithms, because their incremental and on-policy nature makes them more stable than the value-based counterparts. However, the same properties also make them slow to converge…

Machine Learning · Computer Science 2021-07-01 Andrea Zanette , Ching-An Cheng , Alekh Agarwal

Motivated by demand-side management in smart grids, a decentralized controlled Markov chain formulation is proposed to model a homogeneous population of users with binary demands (i.e., off or on). The binary demands often arise in…

Optimization and Control · Mathematics 2020-12-03 Jalal Arabneydi , Amir G. Aghdam

Model-based algorithms, which learn a dynamics model from logged experience and perform some sort of pessimistic planning under the learned model, have emerged as a promising paradigm for offline reinforcement learning (offline RL).…

Machine Learning · Computer Science 2022-01-28 Tianhe Yu , Aviral Kumar , Rafael Rafailov , Aravind Rajeswaran , Sergey Levine , Chelsea Finn

In real-world decision making tasks, it is critical for data-driven reinforcement learning methods to be both stable and sample efficient. On-policy methods typically generate reliable policy improvement throughout training, while…

Machine Learning · Computer Science 2021-11-02 James Queeney , Ioannis Ch. Paschalidis , Christos G. Cassandras

Supervised fine-tuning (SFT) has emerged as a crucial method for aligning large language models (LLMs) with human-annotated demonstrations. However, SFT, being an off-policy approach similar to behavior cloning, often struggles with…

Computation and Language · Computer Science 2025-10-27 Qingru Zhang , Liang Qiu , Ilgee Hong , Zhenghao Xu , Tianyi Liu , Shiyang Li , Rongzhi Zhang , Zheng Li , Lihong Li , Bing Yin , Chao Zhang , Jianshu Chen , Haoming Jiang , Tuo Zhao

The fast growth of communication technology within the concept of smart grids can provide data and control signals from/to all consumers in an online fashion. This could foster more participation for end-user customers. These types of…

Systems and Control · Electrical Eng. & Systems 2020-09-11 Arman Alahyari , David Pozo

Optimizing the energy management within a smart grids scenario presents significant challenges, primarily due to the complexity of real-world systems and the intricate interactions among various components. Reinforcement Learning (RL) is…

Machine Learning · Computer Science 2025-10-21 Julen Cestero , Carmine Delle Femine , Kenji S. Muro , Marco Quartulli , Marcello Restelli