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A reinforcement learning agent tries to maximize its cumulative payoff by interacting in an unknown environment. It is important for the agent to explore suboptimal actions as well as to pick actions with highest known rewards. Yet, in…

机器学习 · 计算机科学 2019-01-23 Reazul Hasan Russel

In this paper, the problem of optimal dynamic pricing for retail electricity with an unknown demand model is considered. Under the day-ahead dynamic pricing (a.k.a. real time pricing) mechanism, a retailer obtains electricity in a…

最优化与控制 · 数学 2014-04-07 Liyan Jia , Lang Tong , Qing Zhao

We introduce a novel theoretical framework for Return On Investment (ROI) maximization in repeated decision-making. Our setting is motivated by the use case of companies that regularly receive proposals for technological innovations and…

机器学习 · 计算机科学 2021-12-24 Nicolò Cesa-Bianchi , Tommaso Cesari , Yishay Mansour , Vianney Perchet

One of the key challenges in applying reinforcement learning to real-life problems is that the amount of train-and-error required to learn a good policy increases drastically as the task becomes complex. One potential solution to this…

机器学习 · 计算机科学 2018-06-29 Kazeto Yamamoto , Takashi Onishi , Yoshimasa Tsuruoka

In reinforcement learning, Return, which is the weighted accumulated future rewards, and Value, which is the expected return, serve as the objective that guides the learning of the policy. In classic RL, return is defined as the…

机器学习 · 计算机科学 2020-10-27 Yufei Wang , Qiwei Ye , Tie-Yan Liu

Determining the most appropriate features for machine learning predictive models is challenging regarding performance and feature acquisition costs. In particular, global feature choice is limited given that some features will only benefit…

机器学习 · 计算机科学 2026-03-17 Gabriel Bernardino , Anders Jonsson , Patrick Clarysse , Nicolas Duchateau

We study the problem of Reinforcement Learning (RL) with linear function approximation, i.e. assuming the optimal action-value function is linear in a known $d$-dimensional feature mapping. Unfortunately, however, based on only this…

机器学习 · 计算机科学 2022-11-15 Zeyu Jia , Randy Jia , Dhruv Madeka , Dean P. Foster

A basic assumption of traditional reinforcement learning is that the value of a reward does not change once it is received by an agent. The present work forgoes this assumption and considers the situation where the value of a reward decays…

人工智能 · 计算机科学 2023-03-01 Taylor Dohmen , Ashutosh Trivedi

Decomposition methods have been proposed to approximate solutions to large sequential decision making problems. In contexts where an agent interacts with multiple entities, utility decomposition can be used to separate the global objective…

机器学习 · 计算机科学 2019-04-24 Maxime Bouton , Kyle Julian , Alireza Nakhaei , Kikuo Fujimura , Mykel J. Kochenderfer

Reinforcement learning suffers from limitations in real practices primarily due to the number of required interactions with virtual environments. It results in a challenging problem because we are implausible to obtain a local optimal…

机器学习 · 计算机科学 2024-10-28 Qizhen Wu , Kexin Liu , Lei Chen

To improve decision-making and planning efficiency in back-end centralized redundant supply chains, this paper proposes a decision model integrating deep learning with intelligent particle swarm optimization. A distributed node deployment…

机器学习 · 计算机科学 2025-11-04 Shiman Zhang , Jinghan Zhou , Zhoufan Yu , Ningai Leng

In this paper we present an end-to-end framework for addressing the problem of dynamic pricing (DP) on E-commerce platform using methods based on deep reinforcement learning (DRL). By using four groups of different business data to…

机器学习 · 计算机科学 2021-09-01 Jiaxi Liu , Yidong Zhang , Xiaoqing Wang , Yuming Deng , Xingyu Wu

Optimal motion planning involves obstacles avoidance where path planning is the key to success in optimal motion planning. Due to the computational demands, most of the path planning algorithms can not be employed for real-time based…

机器人学 · 计算机科学 2022-02-15 Geesara Kulathunga

In this work, we study the task of distributed optimization over a network of learners in which each learner possesses a convex cost function, a set of affine equality constraints, and a set of convex inequality constraints. We propose a…

最优化与控制 · 数学 2015-06-18 Zaid J. Towfic , Ali H. Sayed

Making the right decision in traffic is a challenging task that is highly dependent on individual preferences as well as the surrounding environment. Therefore it is hard to model solely based on expert knowledge. In this work we use Deep…

机器学习 · 计算机科学 2020-02-04 Peter Wolf , Karl Kurzer , Tobias Wingert , Florian Kuhnt , J. Marius Zöllner

Ramp merging is a critical maneuver for road safety and traffic efficiency. Most of the current automated driving systems developed by multiple automobile manufacturers and suppliers are typically limited to restricted access freeways only.…

人工智能 · 计算机科学 2018-03-28 Pin Wang , Ching-Yao Chan

In this paper, we study the optimal dividend problem under the continuous time diffusion model with the bounded dividend rate from the Reinforcement Learning (RL) perspective. Unlike the standard literature, our main focus will be on…

最优化与控制 · 数学 2026-03-30 Lihua Bai , Thejani Gamage , Jin Ma , Gaozhan Wang

The autonomous systems need to decide how to react to the changes at runtime efficiently. The ability to rigorously analyze the environment and the system together is theoretically possible by the model-driven approaches; however, the model…

软件工程 · 计算机科学 2021-10-28 Melika Dastranj , Mehran Alidoost Nia , Mehdi Kargahi

This paper presents a model-free deep reinforcement learning framework for informative path planning with heterogeneous fleets of autonomous surface vehicles to locate and collect plastic waste. The system employs two teams of vehicles:…

Autonomous robots are often employed for data collection due to their efficiency and low labour costs. A key task in robotic data acquisition is planning paths through an initially unknown environment to collect observations given…

机器人学 · 计算机科学 2024-07-08 Apoorva Vashisth , Julius Rückin , Federico Magistri , Cyrill Stachniss , Marija Popović