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We introduce a novel method for handling endpoint constraints in constrained differential dynamic programming (DDP). Unlike existing approaches, our method guarantees quadratic convergence and is exact, effectively managing rank…

Optimization and Control · Mathematics 2025-03-07 Maria Parilli , Sergi Martinez , Carlos Mastalli

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…

Machine Learning · Statistics 2025-10-09 Chiara Mignacco , Matthieu Jonckheere , Gilles Stoltz

Deep Reinforcement Learning (DRL) agents frequently face challenges in adapting to tasks outside their training distribution, including issues with over-fitting, catastrophic forgetting and sample inefficiency. Although the application of…

Artificial Intelligence · Computer Science 2023-11-21 Yizhao Jin , Greg Slabaugh , Simon Lucas

Deep Reinforcement Learning (DRL) has been a promising solution to many complex decision-making problems. Nevertheless, the notorious weakness in generalization among environments prevent widespread application of DRL agents in real-world…

Machine Learning · Computer Science 2022-05-31 Tong Sang , Hongyao Tang , Yi Ma , Jianye Hao , Yan Zheng , Zhaopeng Meng , Boyan Li , Zhen Wang

Direct Preference Optimization (DPO) has emerged as a simple and effective method for aligning large language models. However, its reliance on a fixed temperature parameter leads to suboptimal training on diverse preference data, causing…

Machine Learning · Computer Science 2025-10-08 Hyung Gyu Rho

Domain Randomization (DR) is commonly used for sim2real transfer of reinforcement learning (RL) policies in robotics. Most DR approaches require a simulator with a fixed set of tunable parameters from the start of the training, from which…

Deep learning models are widely used in decision-making and recommendation systems, where they typically rely on the assumption of a static data distribution between training and deployment. However, real-world deployment environments often…

Machine Learning · Computer Science 2025-11-04 Bo-Yi Liu , Zhi-Xuan Liu , Kuan Lun Chen , Shih-Yu Tsai , Jie Gao , Hao-Tsung Yang

While traditional Deep Learning (DL) optimization methods treat all training samples equally, Distributionally Robust Optimization (DRO) adaptively assigns importance weights to different samples. However, a significant gap exists between…

In this paper, we consider a distributionally robust resource planning model inspired by a real-world service industry problem. In this problem, there is a mixture of known demand and uncertain future demand. Prior to having full knowledge…

Optimization and Control · Mathematics 2022-07-07 Ben Black , Russell Ainslie , Trivikram Dokka , Christopher Kirkbride

Reinforcement learning with verifiable rewards (RLVR) has proven effective in eliciting complex reasoning in large language models (LLMs). However, standard RLVR training often leads to excessively verbose processes (in reasoning tasks) and…

Artificial Intelligence · Computer Science 2025-10-01 Gang Li , Yulei Qin , Xiaoyu Tan , Dingkang Yang , Yuchen Shi , Zihan Xu , Xiang Li , Xing Sun , Ke Li

Reliability quantification of deep reinforcement learning (DRL)-based control is a significant challenge for the practical application of artificial intelligence (AI) in safety-critical systems. This study proposes a method for quantifying…

Systems and Control · Electrical Eng. & Systems 2024-07-22 Hitoshi Yoshioka , Hirotada Hashimoto

Intergenerational mobility quantifies the transmission of socio-economic outcomes from parents to children. While rank-rank regression (RRR) is standard, adding covariates directly (RRRX) often yields parameters with unclear interpretation.…

Methodology · Statistics 2026-03-10 Xiaoyi Wang , Long Feng , Zhaojun Wang

Reinforcement Learning (RL) offers a promising solution to enable evolutionary automated driving. However, the conventional RL method is always concerned with risk performance. The updated policy may not obtain a performance enhancement,…

Systems and Control · Electrical Eng. & Systems 2024-12-17 Jia Hu , Xuerun Yan , Tian Xu , Haoran Wang

Most of previous machine learning algorithms are proposed based on the i.i.d. hypothesis. However, this ideal assumption is often violated in real applications, where selection bias may arise between training and testing process. Moreover,…

Computer Vision and Pattern Recognition · Computer Science 2018-08-24 Zheyan Shen , Peng Cui , Kun Kuang , Bo Li , Peixuan Chen

With the fast development of quantitative portfolio optimization in financial engineering, lots of AI-based algorithmic trading strategies have demonstrated promising results, among which reinforcement learning begins to manifest…

Mathematical Finance · Quantitative Finance 2023-03-10 Huifang Huang , Ting Gao , Pengbo Li , Jin Guo , Peng Zhang , Nan Du

Real-world autonomous decision-making systems, from robots to recommendation engines, must operate in environments that change over time. While deep reinforcement learning (RL) has shown an impressive ability to learn optimal policies in…

Machine Learning · Computer Science 2025-05-16 Jonathan Clifford Balloch

The traveling purchaser problem (TPP) is an important combinatorial optimization problem with broad applications. Due to the coupling between routing and purchasing, existing works on TPPs commonly address route construction and purchase…

Optimization and Control · Mathematics 2025-07-03 Haofeng Yuan , Rongping Zhu , Wanlu Yang , Shiji Song , Keyou You , Wei Fan , C. L. Philip Chen

As language models become increasingly capable, users expect them to provide not only accurate responses but also behaviors aligned with diverse human preferences across a variety of scenarios. To achieve this, Reinforcement learning (RL)…

This scientific research paper presents an innovative approach based on deep reinforcement learning (DRL) to solve the algorithmic trading problem of determining the optimal trading position at any point in time during a trading activity in…

Trading and Market Microstructure · Quantitative Finance 2022-06-06 Thibaut Théate , Damien Ernst

Autonomous robots are widely utilized for mapping and exploration tasks due to their cost-effectiveness. Multi-robot systems offer scalability and efficiency, especially in terms of the number of robots deployed in more complex…

Robotics · Computer Science 2025-06-04 Apoorva Vashisth , Manav Kulshrestha , Damon Conover , Aniket Bera
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