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相关论文: A Reinforcement Learning Approach to Parameter Sel…

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This research gauges the ability of deep reinforcement learning (DRL) techniques to assist the optimization and control of fluid mechanical systems. It combines a novel, "degenerate" version of the proximal policy optimization (PPO)…

最优化与控制 · 数学 2021-05-19 H. Ghraieb , J. Viquerat , A. Larcher , P. Meliga , E. Hachem

We develop theory and algorithms for average-reward on-policy Reinforcement Learning (RL). We first consider bounding the difference of the long-term average reward for two policies. We show that previous work based on the discounted return…

机器学习 · 计算机科学 2021-06-15 Yiming Zhang , Keith W. Ross

Many challenging real-world problems require the deployment of ensembles multiple complementary learning models to reach acceptable performance levels. While effective, applying the entire ensemble to every sample is costly and often…

密码学与安全 · 计算机科学 2022-09-20 Orel Lavie , Asaf Shabtai , Gilad Katz

In reinforcement learning (RL), it is often advantageous to consider additional constraints on the action space to ensure safety or action relevance. Existing work on such action-constrained RL faces challenges regarding effective policy…

机器学习 · 计算机科学 2025-12-01 Roland Stolz , Michael Eichelbeck , Matthias Althoff

Traditional portfolio management methods can incorporate specific investor preferences but rely on accurate forecasts of asset returns and covariances. Reinforcement learning (RL) methods do not rely on these explicit forecasts and are…

投资组合管理 · 定量金融 2022-03-23 Ruan Pretorius , Terence van Zyl

Several applications in the scientific simulation of physical systems can be formulated as control/optimization problems. The computational models for such systems generally contain hyperparameters, which control solution fidelity and…

计算物理 · 物理学 2020-12-09 Suraj Pawar , Romit Maulik

This paper presents a deep reinforcement learning (DRL) framework for active flow control (AFC) to reduce drag in aerodynamic bodies. Tested on a 3D cylinder at Re = 100, the DRL approach achieved a 9.32% drag reduction and a 78.4% decrease…

机器学习 · 计算机科学 2024-11-11 Ricard Montalà , Bernat Font , Pol Suárez , Jean Rabault , Oriol Lehmkuhl , Ivette Rodriguez

The alternating direction method of multipliers (ADMM) has been widely adopted in low-rank approximation and low-order model identification tasks; however, the performance of nonconvex ADMM is highly reliant on the choice of penalty…

最优化与控制 · 数学 2023-09-11 Qingyuan Liu , Zhengchao Huang , Hao Ye , Dexian Huang , Chao Shang

Deep Reinforcement Learning (RL) is remarkably effective in addressing sequential resource allocation problems in domains such as healthcare, public policy, and resource management. However, deep RL policies often lack transparency and…

机器学习 · 计算机科学 2025-02-18 Mauricio Tec , Guojun Xiong , Haichuan Wang , Francesca Dominici , Milind Tambe

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

We study estimation and inference using data collected by reinforcement learning (RL) algorithms. These algorithms adaptively experiment by interacting with individual units over multiple stages, updating their strategies based on past…

机器学习 · 统计学 2025-10-06 Vasilis Syrgkanis , Ruohan Zhan

Designing robust algorithms for the optimal power flow (OPF) problem is critical for the control of large-scale power systems under uncertainty. The chance-constrained OPF (CCOPF) problem provides a natural formulation of the trade-off…

最优化与控制 · 数学 2025-01-23 Eli Brock , Haixiang Zhang , Javad Lavaei , Somayeh Sojoudi

Due to the proliferation of renewable energy and its intrinsic intermittency and stochasticity, current power systems face severe operational challenges. Data-driven decision-making algorithms from reinforcement learning (RL) offer a…

系统与控制 · 电气工程与系统科学 2021-10-20 Alexander Pan , Yongkyun Lee , Huan Zhang , Yize Chen , Yuanyuan Shi

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…

机器学习 · 计算机科学 2025-09-12 Somnath Hazra , Pallab Dasgupta , Soumyajit Dey

A big challenge in branch and bound lies in identifying the optimal node within the search tree from which to proceed. Current state-of-the-art selectors utilize either hand-crafted ensembles that automatically switch between naive sub-node…

机器学习 · 计算机科学 2024-06-06 Alexander Mattick , Christopher Mutschler

Many practical applications of optimal control are subject to real-time computational constraints. When applying model predictive control (MPC) in these settings, respecting timing constraints is achieved by limiting the number of…

最优化与控制 · 数学 2024-12-16 Anusha Srikanthan , Aren Karapetyan , Vijay Kumar , Nikolai Matni

Deep Reinforcement Learning (DRL) has emerged as a promising approach for solving Combinatorial Optimization (CO) problems, such as the 3D Bin Packing Problem (3D-BPP), Traveling Salesman Problem (TSP), or Vehicle Routing Problem (VRP), but…

机器学习 · 计算机科学 2026-01-30 Han Fang , Paul Weng , Yutong Ban

Deep reinforcement learning (DRL) algorithms are rapidly making inroads into fluid mechanics, following the remarkable achievements of these techniques in a wide range of science and engineering applications. In this paper, a deep…

流体动力学 · 物理学 2020-12-21 M. A. Elhawary

Deep reinforcement learning (RL) algorithms can learn complex policies to optimize agent operation over time. RL algorithms have shown promising results in solving complicated problems in recent years. However, their application on…

机器学习 · 计算机科学 2021-09-29 Hamed Khorasgani , Haiyan Wang , Chetan Gupta , Susumu Serita

Reinforcement learning (RL) is an important field of research in machine learning that is increasingly being applied to complex optimization problems in physics. In parallel, concepts from physics have contributed to important advances in…

机器学习 · 计算机科学 2023-05-11 Argenis Arriojas , Jacob Adamczyk , Stas Tiomkin , Rahul V. Kulkarni
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