Related papers: Learning to Stop: Deep Learning for Mean Field Opt…
In a classical optimal stopping problem the aim is to maximize the expected value of a functional of a diffusion evaluated at a stopping time. This note considers optimal stopping problems beyond this paradigm. We study problems in which…
In this paper, we propose several approaches to learn the optimal population-dependent controls in order to solve mean field control problems (MFC). Such policies enable us to solve MFC problems with forms of common noises at a level of…
The boundary control problem is a non-convex optimization and control problem in many scientific domains, including fluid mechanics, structural engineering, and heat transfer optimization. The aim is to find the optimal values for the…
This paper investigates reinforcement learning with constraints, which are indispensable in safety-critical environments. To drive the constraint violation monotonically decrease, we take the constraints as Lyapunov functions and impose new…
High percentage penetrations of renewable energy generations introduce significant uncertainty into power systems. It requires grid operators to solve alternative current optimal power flow (AC-OPF) problems more frequently for economical…
Finding tight bounds on the optimal solution is a critical element of practical solution methods for discrete optimization problems. In the last decade, decision diagrams (DDs) have brought a new perspective on obtaining upper and lower…
The main challenge of multiagent reinforcement learning is the difficulty of learning useful policies in the presence of other simultaneously learning agents whose changing behaviors jointly affect the environment's transition and reward…
Multi-agent reinforcement learning (MARL) becomes more challenging in the presence of more agents, as the capacity of the joint state and action spaces grows exponentially in the number of agents. To address such a challenge of scale, we…
Most reinforcement learning algorithms are based on a key assumption that Markov decision processes (MDPs) are stationary. However, non-stationary MDPs with dynamic action space are omnipresent in real-world scenarios. Yet problems of…
The performance of the code a compiler generates depends on the order in which it applies the optimization passes. Choosing a good order--often referred to as the phase-ordering problem, is an NP-hard problem. As a result, existing…
This paper offers a methodological contribution at the intersection of machine learning and operations research. Namely, we propose a methodology to quickly predict expected tactical descriptions of operational solutions (TDOSs). The…
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…
Multi-Agent Path Finding (MAPF) is a fundamental problem in robotics, requiring the computation of collision-free paths for multiple agents moving from their respective start to goal positions. Coordinating multiple agents in a shared…
Among sub-optimal Multi-Agent Path Finding (MAPF) solvers, rule-based algorithms are particularly appealing since they are complete. Even in crowded scenarios, they allow finding a feasible solution that brings each agent to its target,…
In this paper, we propose deep learning algorithms for ranking response surfaces, with applications to optimal stopping problems in financial mathematics. The problem of ranking response surfaces is motivated by estimating optimal feedback…
Robots that navigate among pedestrians use collision avoidance algorithms to enable safe and efficient operation. Recent works present deep reinforcement learning as a framework to model the complex interactions and cooperation. However,…
Future Mars missions will require advanced guidance, navigation, and control algorithms for the powered descent phase to target specific surface locations and achieve pinpoint accuracy (landing error ellipse $<$ 5 m radius). The latter…
This paper explores continuous-time and state-space optimal stopping problems from a reinforcement learning perspective. We begin by formulating the stopping problem using randomized stopping times, where the decision maker's control is…
Black-box optimization is ubiquitous in machine learning, operations research and engineering simulation. Black-box optimization algorithms typically do not assume structural information about the objective function and thus must make use…
We study stochastic motion planning problems which involve a controlled process, with possibly discontinuous sample paths, visiting certain subsets of the state-space while avoiding others in a sequential fashion. For this purpose, we first…