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Deep Reinforcement Learning (DRL) is a frequently employed technique to solve scheduling problems. Although DRL agents ace at delivering viable results in short computing times, their reasoning remains opaque. We conduct a case study where…

Artificial Intelligence · Computer Science 2024-09-02 Daniel Fischer , Hannah M. Hüsener , Felix Grumbach , Lukas Vollenkemper , Arthur Müller , Pascal Reusch

We study iterative methods for (two-stage) robust combinatorial optimization problems with discrete uncertainty. We propose a machine-learning-based heuristic to determine starting scenarios that provide strong lower bounds. To this end, we…

Optimization and Control · Mathematics 2022-12-26 Marc Goerigk , Jannis Kurtz

Reinforcement learning algorithms describe how an agent can learn an optimal action policy in a sequential decision process, through repeated experience. In a given environment, the agent policy provides him some running and terminal…

Theoretical Economics · Economics 2020-03-24 Arthur Charpentier , Romuald Elie , Carl Remlinger

Identifying the trade-offs between model-based and model-free methods is a central question in reinforcement learning. Value-based methods offer substantial computational advantages and are sometimes just as statistically efficient as…

Machine Learning · Computer Science 2024-03-13 David Cheikhi , Daniel Russo

In this theoretical paper we are concerned with the problem of learning a value function by a smooth general function approximator, to solve a deterministic episodic control problem in a large continuous state space. It is shown that…

Machine Learning · Computer Science 2011-01-04 Michael Fairbank , Eduardo Alonso

Can deep reinforcement learning algorithms be exploited as solvers for optimal trading strategies? The aim of this work is to test reinforcement learning algorithms on conceptually simple, but mathematically non-trivial, trading…

Mathematical Finance · Quantitative Finance 2020-04-10 Ayman Chaouki , Stephen Hardiman , Christian Schmidt , Emmanuel Sérié , Joachim de Lataillade

Autonomous robotic wiping is an important task in various industries, ranging from industrial manufacturing to sanitization in healthcare. Deep reinforcement learning (Deep RL) has emerged as a promising algorithm, however, it often suffers…

Robotics · Computer Science 2025-02-19 Yihong Liu , Dongyeop Kang , Sehoon Ha

Despite the success achieved by the analysis of supervised learning algorithms in the framework of statistical mechanics, reinforcement learning has remained largely untouched. Here we move towards closing the gap by analyzing the dynamics…

Statistical Mechanics · Physics 2022-09-02 Riccardo Fabbricatore , Vladimir V. Palyulin

Model-free deep-reinforcement-based learning algorithms have been applied to a range of COPs~\cite{bello2016neural}~\cite{kool2018attention}~\cite{nazari2018reinforcement}. However, these approaches suffer from two key challenges when…

Machine Learning · Computer Science 2022-06-01 Nasrin Sultana , Jeffrey Chan , Tabinda Sarwar , A. K. Qin

We study how the behavior of deep policy gradient algorithms reflects the conceptual framework motivating their development. To this end, we propose a fine-grained analysis of state-of-the-art methods based on key elements of this…

Machine Learning · Computer Science 2020-05-26 Andrew Ilyas , Logan Engstrom , Shibani Santurkar , Dimitris Tsipras , Firdaus Janoos , Larry Rudolph , Aleksander Madry

Bilevel learning refers to machine learning problems that can be formulated as bilevel optimization models, where decisions are organized in a hierarchical structure. This paradigm has recently gained considerable attention in machine…

Optimization and Control · Mathematics 2026-05-05 Riccardo Grazzi , Massimiliano Pontil , Saverio Salzo , Alain Zemkoho

While deep learning has resulted in major breakthroughs in many application domains, the frameworks commonly used in deep learning remain fragile to artificially-crafted and imperceptible changes in the data. In response to this fragility,…

Machine Learning · Computer Science 2020-11-03 Alexander Robey , Hamed Hassani , George J. Pappas

Value-aware AI should recognise human values and adapt to the value systems (value-based preferences) of different users. This requires operationalization of values, which can be prone to misspecification. The social nature of values…

Artificial Intelligence · Computer Science 2026-02-12 Andrés Holgado-Sánchez , Peter Vamplew , Richard Dazeley , Sascha Ossowski , Holger Billhardt

Many real-world combinatorial problems involve uncertain parameters, which can be predicted given contextual features and historical data. These `predict-then-optimize' or `contextual optimization' problems have gained significant…

Machine Learning · Computer Science 2026-05-19 Noah Schutte , Senne Berden , Tias Guns , Krzysztof Postek , Neil Yorke-Smith

Quantifying the value of data is a fundamental problem in machine learning. Data valuation has multiple important use cases: (1) building insights about the learning task, (2) domain adaptation, (3) corrupted sample discovery, and (4)…

Machine Learning · Computer Science 2019-09-27 Jinsung Yoon , Sercan O. Arik , Tomas Pfister

Recently, deep reinforcement learning (DRL) methods have achieved impressive performance on tasks in a variety of domains. However, neural network policies produced with DRL methods are not human-interpretable and often have difficulty…

Machine Learning · Computer Science 2022-02-02 Dweep Trivedi , Jesse Zhang , Shao-Hua Sun , Joseph J. Lim

We consider the problem of learning a control policy that is robust against the parameter mismatches between the training environment and testing environment. We formulate this as a distributionally robust reinforcement learning (DR-RL)…

Machine Learning · Computer Science 2023-05-23 Zaiyan Xu , Kishan Panaganti , Dileep Kalathil

Reinforcement learning (RL) is a powerful machine learning technique that has been successfully applied to a wide variety of problems. However, it can be unpredictable and produce suboptimal results in complicated learning environments.…

Multiagent Systems · Computer Science 2024-11-19 Brian Mintz , Feng Fu

Deep learning has provided new ways of manipulating, processing and analyzing data. It sometimes may achieve results comparable to, or surpassing human expert performance, and has become a source of inspiration in the era of artificial…

Resource allocation plays a critical role in minimizing cycle time and improving the efficiency of business processes. Recently, Deep Reinforcement Learning (DRL) has emerged as a powerful technique to optimize resource allocation policies…

Machine Learning · Computer Science 2025-09-03 Jeroen Middelhuis , Zaharah Bukhsh , Ivo Adan , Remco Dijkman