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We develop a framework for designing simple and efficient policies for a family of online allocation and pricing problems, that includes online packing, budget-constrained probing, dynamic pricing, and online contextual bandits with…
We consider a network inventory system motivated by one-way, on-demand vehicle sharing services. Under uncertain and correlated network demand, the service operator periodically repositions vehicles to match a fixed supply with spatial…
A 3D flexible bin packing problem (3D-FBPP) arises from the process of warehouse packing in e-commerce. An online customer's order usually contains several items and needs to be packed as a whole before shipping. In particular, 5% of tens…
We consider a problem in which a single repairer is responsible for the maintenance and repair of a collection of machines, positioned at different locations on a network of nodes and edges. Machines deteriorate according to stochastic…
One of the fundamental challenges for offline reinforcement learning (RL) is ensuring robustness to data distribution. Whether the data originates from a near-optimal policy or not, we anticipate that an algorithm should demonstrate its…
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…
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…
Reinforcement learning demonstrated immense success in modelling complex physics-driven systems, providing end-to-end trainable solutions by interacting with a simulated or real environment, maximizing a scalar reward signal. In this work,…
Offline reinforcement learning (RL) defines the task of learning from a fixed batch of data. Due to errors in value estimation from out-of-distribution actions, most offline RL algorithms take the approach of constraining or regularizing…
Offline reinforcement learning (RL) aims to learn a policy that maximizes the expected return using a given static dataset of transitions. However, offline RL faces the distribution shift problem. The policy constraint offline RL method is…
In this paper we propose a Deep Reinforcement Learning approach to solve a multimodal transportation planning problem, in which containers must be assigned to a truck or to trains that will transport them to their destination. While…
In this paper, the inverse reinforcement learning (IRL) problem is addressed to reconstruct the unknown cost function underlying an observed optimal policy in a model-free manner, whose online adaptation with completely off-policy system…
Traditional reinforcement learning usually assumes either episodic interactions with resets or continuous operation to minimize average or cumulative loss. While episodic settings have many theoretical results, resets are often unrealistic…
To overcome the curses of dimensionality and modeling of Dynamic Programming (DP) methods to solve Markov Decision Process (MDP) problems, Reinforcement Learning (RL) methods are adopted in practice. Contrary to traditional RL algorithms…
Offline policy optimization could have a large impact on many real-world decision-making problems, as online learning may be infeasible in many applications. Importance sampling and its variants are a commonly used type of estimator in…
Offline Reinforcement Learning (RL) aims to learn a near-optimal policy from a fixed dataset of transitions collected by another policy. This problem has attracted a lot of attention recently, but most existing methods with strong…
Reinforcement Learning (RL) has achieved state-of-the-art results in domains such as robotics and games. We build on this previous work by applying RL algorithms to a selection of canonical online stochastic optimization problems with a…
We explore an online reinforcement learning (RL) paradigm to dynamically optimize parallel particle tracing performance in distributed-memory systems. Our method combines three novel components: (1) a work donation algorithm, (2) a…
Auction-based recommender systems are prevalent in online advertising platforms, but they are typically optimized to allocate recommendation slots based on immediate expected return metrics, neglecting the downstream effects of…
Although in recent years reinforcement learning has become very popular the number of successful applications to different kinds of operations research problems is rather scarce. Reinforcement learning is based on the well-studied dynamic…