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This paper presents a framework to tackle constrained combinatorial optimization problems using deep Reinforcement Learning (RL). To this end, we extend the Neural Combinatorial Optimization (NCO) theory in order to deal with constraints in…

Machine Learning · Computer Science 2020-06-23 Ruben Solozabal , Josu Ceberio , Martin Takáč

In this paper, we propose cautious policy programming (CPP), a novel value-based reinforcement learning (RL) algorithm that can ensure monotonic policy improvement during learning. Based on the nature of entropy-regularized RL, we derive a…

Machine Learning · Computer Science 2022-01-19 Lingwei Zhu , Toshinori Kitamura , Takamitsu Matsubara

We propose a first-order augmented Lagrangian algorithm (FALC) to solve the composite norm minimization problem min |sigma(F(X)-G)|_alpha + |C(X)- d|_beta subject to A(X)-b in Q; where sigma(X) denotes the vector of singular values of X,…

Optimization and Control · Mathematics 2012-08-07 Necdet Serhat Aybat , Garud Iyengar

Multi-armed bandit problems are the predominant theoretical model of exploration-exploitation tradeoffs in learning, and they have countless applications ranging from medical trials, to communication networks, to Web search and advertising.…

Data Structures and Algorithms · Computer Science 2017-09-06 Ashwinkumar Badanidiyuru , Robert Kleinberg , Aleksandrs Slivkins

Constrained decision-making is essential for designing safe policies in real-world control systems, yet simulated environments often fail to capture real-world adversities. We consider the problem of learning a policy that will maximize the…

Machine Learning · Computer Science 2026-02-10 Sourav Ganguly , Kishan Panaganti , Arnob Ghosh , Adam Wierman

Reinforcement learning (RL) and trajectory optimization (TO) present strong complementary advantages. On one hand, RL approaches are able to learn global control policies directly from data, but generally require large sample sizes to…

Robotics · Computer Science 2023-02-17 Quentin Le Lidec , Wilson Jallet , Ivan Laptev , Cordelia Schmid , Justin Carpentier

We study the problem of computing an optimal large language model (LLM) policy for the constrained alignment problem, where the goal is to maximize a primary reward objective while satisfying constraints on secondary utilities. Despite the…

Machine Learning · Computer Science 2025-11-27 Botong Zhang , Shuo Li , Ignacio Hounie , Osbert Bastani , Dongsheng Ding , Alejandro Ribeiro

This work studies reinforcement learning (RL) in the context of multi-period supply chains subject to constraints, e.g., on production and inventory. We introduce Distributional Constrained Policy Optimization (DCPO), a novel approach for…

Machine Learning · Computer Science 2023-02-06 Jaime Sabal Bermúdez , Antonio del Rio Chanona , Calvin Tsay

This paper investigates the so-called reward-balancing methods, a novel class of algorithms for solving discounted-return reinforcement learning (RL) problems. These methods consist of iteratively adjusting the reward function to transform…

Optimization and Control · Mathematics 2026-04-23 Simone Baroncini , Bahman Gharesifard , Giuseppe Notarstefano

Constrained Reinforcement Learning (RL) aims to maximize the return while adhering to predefined constraint limits, which represent domain-specific safety requirements. In continuous control settings, where learning agents govern system…

Machine Learning · Computer Science 2025-09-12 Somnath Hazra , Pallab Dasgupta , Soumyajit Dey

In this paper we present a Learning Model Predictive Control (LMPC) strategy for linear and nonlinear time optimal control problems. Our work builds on existing LMPC methodologies and it guarantees finite time convergence properties for the…

Systems and Control · Electrical Eng. & Systems 2020-10-06 Ugo Rosolia , Francesco Borrelli

In this work, we propose a novel joint client scheduling and resource block (RB) allocation policy to minimize the loss of accuracy in federated learning (FL) over wireless compared to a centralized training-based solution, under imperfect…

Networking and Internet Architecture · Computer Science 2020-02-07 Madhusanka Manimel Wadu , Sumudu Samarakoon , Mehdi Bennis

The nuclear fuel loading pattern optimization problem belongs to the class of large-scale combinatorial optimization. It is also characterized by multiple objectives and constraints, which makes it impossible to solve explicitly. Stochastic…

Machine Learning · Computer Science 2023-07-18 Paul Seurin , Koroush Shirvan

Designing a safe policy for uncertain environments is crucial in real-world control systems. However, this challenge remains inadequately addressed within the Markov decision process (MDP) framework. This paper presents the first algorithm…

The article poses a general model for optimal control subject to information constraints, motivated in part by recent work of Sims and others on information-constrained decision-making by economic agents. In the average-cost optimal control…

Optimization and Control · Mathematics 2016-02-24 Ehsan Shafieepoorfard , Maxim Raginsky , Sean P. Meyn

We study a type of reverse (procurement) auction problems in the presence of budget constraints. The general algorithmic problem is to purchase a set of resources, which come at a cost, so as not to exceed a given budget and at the same…

Computer Science and Game Theory · Computer Science 2016-10-05 Georgios Amanatidis , Georgios Birmpas , Evangelos Markakis

In this paper, we aim to maximize the SSR for heterogeneous service demands in the cooperative MEC-assisted RAN slicing system by jointly considering the multi-node computing resources cooperation and allocation, the transmission resource…

Networking and Internet Architecture · Computer Science 2024-05-29 Chong Zheng , Yongming Huang , Cheng Zhang , Tony Q. S. Quek

We present an Imitation Learning approach for the control of dynamical systems with a known model. Our policy search method is guided by solutions from MPC. Typical policy search methods of this kind minimize a distance metric between the…

Robotics · Computer Science 2020-02-18 Jan Carius , Farbod Farshidian , Marco Hutter

Budget feasible mechanisms, recently initiated by Singer (FOCS 2010), extend algorithmic mechanism design problems to a realistic setting with a budget constraint. We consider the problem of designing truthful budget feasible mechanisms for…

Computer Science and Game Theory · Computer Science 2010-07-23 Ning Chen , Nick Gravin , Pinyan Lu

In high-stakes engineering applications, optimization algorithms must come with provable worst-case guarantees over a mathematically defined class of problems. Designing for the worst case, however, inevitably sacrifices performance on the…

Systems and Control · Electrical Eng. & Systems 2025-08-04 Andrea Martin , Ian R. Manchester , Luca Furieri