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Reinforcement learning (RL) in episodic, factored Markov decision processes (FMDPs) is studied. We propose an algorithm called FMDP-BF, which leverages the factorization structure of FMDP. The regret of FMDP-BF is shown to be exponentially…

机器学习 · 计算机科学 2021-03-11 Xiaoyu Chen , Jiachen Hu , Lihong Li , Liwei Wang

Combinatorial Optimization underpins many real-world applications and yet, designing performant algorithms to solve these complex, typically NP-hard, problems remains a significant research challenge. Reinforcement Learning (RL) provides a…

Optimal control strategies are often combined with safety certificates to ensure both performance and safety in safety-critical systems. A prominent example is combining Model Predictive Control (MPC) with Control Barrier Functions (CBF).…

系统与控制 · 电气工程与系统科学 2025-12-05 Kerim Dzhumageldyev , Filippo Airaldi , Azita Dabiri

Reinforcement learning (RL) is currently one of the most prominent methods for optimizing dynamical systems, with breakthrough results across various fields. The framework is based on the concept of a Markov decision process (MDP), leading…

最优化与控制 · 数学 2025-11-17 Rene Carmona , Mathieu Lauriere

Benders decomposition (BD), along with its generalized version (GBD), is a widely used algorithm for solving large-scale mixed-integer optimization problems that arise in the operation of process systems. However, the off-the-shelf…

最优化与控制 · 数学 2025-08-12 Zhe Li , Bernard T. Agyeman , Ilias Mitrai , Prodromos Daoutidis

As rapidly growing AI computational demands accelerate the need for new hardware installation and maintenance, this work explores optimal data center resource management by balancing operational efficiency with fault tolerance through…

人工智能 · 计算机科学 2025-04-02 Chang-Lin Chen , Jiayu Chen , Tian Lan , Zhaoxia Zhao , Hongbo Dong , Vaneet Aggarwal

Robust reinforcement learning (RL) aims to find a policy that optimizes the worst-case performance in the face of uncertainties. In this paper, we focus on action robust RL with the probabilistic policy execution uncertainty, in which,…

机器学习 · 计算机科学 2023-07-21 Guanlin Liu , Zhihan Zhou , Han Liu , Lifeng Lai

A popular perspective in Reinforcement learning (RL) casts the problem as probabilistic inference on a graphical model of the Markov decision process (MDP). The core object of study is the probability of each state-action pair being visited…

机器学习 · 计算机科学 2023-11-23 Jean Tarbouriech , Tor Lattimore , Brendan O'Donoghue

Many physical systems have underlying safety considerations that require that the policy employed ensures the satisfaction of a set of constraints. The analytical formulation usually takes the form of a Constrained Markov Decision Process…

机器学习 · 计算机科学 2021-03-03 Aria HasanzadeZonuzy , Archana Bura , Dileep Kalathil , Srinivas Shakkottai

In this paper, we present a local information theoretic approach to explicitly learn probabilistic clustering of a discrete random variable. Our formulation yields a convex maximization problem for which it is NP-hard to find the global…

机器学习 · 计算机科学 2018-10-12 David Qiu , Anuran Makur , Lizhong Zheng

We study combinatorial problems with real world applications such as machine scheduling, routing, and assignment. We propose a method that combines Reinforcement Learning (RL) and planning. This method can equally be applied to both the…

Optimal setting of several hyper-parameters in machine learning algorithms is key to make the most of available data. To this aim, several methods such as evolutionary strategies, random search, Bayesian optimization and heuristic rules of…

机器学习 · 计算机科学 2021-12-16 Juan Cruz Barsce , Jorge A. Palombarini , Ernesto C. Martínez

Reinforcement learning (RL) is attracting attention as an effective way to solve sequential optimization problems that involve high dimensional state/action space and stochastic uncertainties. Many such problems involve constraints…

机器学习 · 计算机科学 2021-04-01 Haeun Yoo , Victor M. Zavala , Jay H. Lee

Integrating combinatorial optimization layers into neural networks has recently attracted significant research interest. However, many existing approaches lack theoretical guarantees or fail to perform adequately when relying on inexact…

机器学习 · 计算机科学 2025-09-30 Germain Vivier-Ardisson , Mathieu Blondel , Axel Parmentier

We consider the problem of fitting a reinforcement learning (RL) model to some given behavioral data under a multi-armed bandit environment. These models have received much attention in recent years for characterizing human and animal…

计算工程、金融与科学 · 计算机科学 2026-03-27 Hao Zhu , Jasper Hoffmann , Baohe Zhang , Joschka Boedecker

Deep learning approaches have shown promising results in solving routing problems. However, there is still a substantial gap in solution quality between machine learning and operations research algorithms. Recently, another line of research…

人工智能 · 计算机科学 2021-09-20 Nasrin Sultana , Jeffrey Chan , Tabinda Sarwar , Babak Abbasi , A. K. Qin

Biclustering, also known as co-clustering or two-way clustering, simultaneously partitions the rows and columns of a data matrix to reveal submatrices with coherent patterns. Incorporating background knowledge into clustering to enhance…

最优化与控制 · 数学 2026-02-24 Antonio M. Sudoso

Model predictive control (MPC) is increasingly being considered for control of fast systems and embedded applications. However, the MPC has some significant challenges for such systems. Its high computational complexity results in high…

系统与控制 · 电气工程与系统科学 2024-10-28 Eivind Bøhn , Sebastien Gros , Signe Moe , Tor Arne Johansen

Max Restricted Path Consistency (maxRPC) is a local consistency for binary constraints that can achieve considerably stronger pruning than arc consistency. However, existing maxRRC algorithms suffer from overheads and redundancies as they…

人工智能 · 计算机科学 2010-09-01 Thanasis Balafoutis , Anastasia Paparrizou , Kostas Stergiou , Toby Walsh

The design of good heuristics or approximation algorithms for NP-hard combinatorial optimization problems often requires significant specialized knowledge and trial-and-error. Can we automate this challenging, tedious process, and learn the…

机器学习 · 计算机科学 2018-02-23 Hanjun Dai , Elias B. Khalil , Yuyu Zhang , Bistra Dilkina , Le Song