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Travel decisions tend to exhibit sensitivity to uncertainty and information processing constraints. These behavioural conditions can be characterized by a generative learning process. We propose a data-driven generative model version of…

计量经济学 · 经济学 2019-07-29 Melvin Wong , Bilal Farooq

We consider the inventory management problem, where the goal is to balance conflicting objectives such as availability and wastage of a large range of products in a store. We propose a reinforcement learning (RL) approach that utilises…

机器学习 · 计算机科学 2023-11-07 Durgesh Kalwar , Omkar Shelke , Harshad Khadilkar

In this paper, we consider joint drift rate control and impulse control for a stochastic inventory system under long-run average cost criterion. Assuming the inventory level must be nonnegative, we prove that a…

最优化与控制 · 数学 2020-09-03 Ping Cao , Dacheng Yao

On-policy imitation learning algorithms such as DAgger evolve a robot control policy by executing it, measuring performance (loss), obtaining corrective feedback from a supervisor, and generating the next policy. As the loss between…

机器人学 · 计算机科学 2019-07-10 Jonathan N. Lee , Michael Laskey , Ajay Kumar Tanwani , Anil Aswani , Ken Goldberg

We consider joint optimization and learning problems arising in real-time decision systems. While most existing work focuses primarily on convex, revenue-based objectives, we extend this line of research to multi-objective formulations. In…

最优化与控制 · 数学 2026-04-14 Zijun Li , Aswin Kannan

We investigate the use of Reinforcement Learning for the optimal execution of meta-orders, where the objective is to execute incrementally large orders while minimizing implementation shortfall and market impact over an extended period of…

交易与市场微观结构 · 定量金融 2025-11-20 Tomas Espana , Yadh Hafsi , Fabrizio Lillo , Edoardo Vittori

Import container dwell time (ICDT) prediction is a key task for improving productivity in container terminals, as accurate predictions enable the reduction of container re-handling operations by yard cranes. Achieving this objective…

计算工程、金融与科学 · 计算机科学 2026-02-25 Minseop Kim , Takhyeong Kim , Taekhyun Park , Hanbyeol Park , Hyerim Bae

Linear dynamical systems that obey stochastic differential equations are canonical models. While optimal control of known systems has a rich literature, the problem is technically hard under model uncertainty and there are hardly any…

系统与控制 · 电气工程与系统科学 2023-06-09 Mohamad Kazem Shirani Faradonbeh , Mohamad Sadegh Shirani Faradonbeh

A re-entrant manufacturing system producing a large number of items and involving many steps can be approximately modeled by a hyperbolic partial differential equation (PDE) according to mass conservation law with respect to a continuous…

最优化与控制 · 数学 2016-11-15 Xiaodong Xu , Stevan Dubljevic

Offline reinforcement learning provides a viable approach to obtain advanced control strategies for dynamical systems, in particular when direct interaction with the environment is not available. In this paper, we introduce a conceptual…

机器学习 · 计算机科学 2024-01-04 Marc Weber , Phillip Swazinna , Daniel Hein , Steffen Udluft , Volkmar Sterzing

Faults are endemic to all systems. Adaptive fault-tolerant control maintains degraded performance when faults occur as opposed to unsafe conditions or catastrophic events. In systems with abrupt faults and strict time constraints, it is…

机器学习 · 计算机科学 2020-12-14 Ibrahim Ahmed , Marcos Quinones-Grueiro , Gautam Biswas

We propose $\textit{iterative inversion}$ -- an algorithm for learning an inverse function without input-output pairs, but only with samples from the desired output distribution and access to the forward function. The key challenge is a…

机器学习 · 计算机科学 2023-05-31 Gal Leibovich , Guy Jacob , Or Avner , Gal Novik , Aviv Tamar

Q learning is widely used to simulate the behaviors of generation companies (GenCos) in an electricity market. However, existing Q learning method usually requires numerous iterations to converge, which is time-consuming and inefficient in…

系统与控制 · 电气工程与系统科学 2020-08-05 Qiangang Jia , Zhaoyu Hu , Yiyan Li , Zheng Yan , Sijie Chen

Controlling the departure time of the trucks from a container hub is important to both the traffic and the logistics systems. This, however, requires an intelligent decision support system that can control and manage truck arrival times at…

人工智能 · 计算机科学 2023-11-28 Ali Nadi , Maaike Snelder , J. W. C. van Lint , Lóránt Tavasszy

Offline reinforcement learning learns an effective policy on offline datasets without online interaction, and it attracts persistent research attention due to its potential of practical application. However, extrapolation error generated by…

机器学习 · 计算机科学 2023-01-18 Ke Jiang , Jiayu Yao , Xiaoyang Tan

We investigate congestion-aware control of quantum repeater nodes operating under stochastic traffic and finite memory coherence. Entanglement generation is modeled as a probabilistic process producing Werner states subject to depolarizing…

量子物理 · 物理学 2026-03-27 Nicolò Lo Piparo , William J. Munro , Kae Nemoto

In this article, we delve into the applications and extensions of the queue-reactive model for the simulation of limit order books. Our approach emphasizes the importance of order sizes, in conjunction with their type and arrival rate, by…

交易与市场微观结构 · 定量金融 2024-05-30 Hamza Bodor , Laurent Carlier

Deep model-based reinforcement learning methods offer a conceptually simple approach to the decision-making and control problem: use learning for the purpose of estimating an approximate dynamics model, and offload the rest of the work to…

机器学习 · 计算机科学 2023-07-13 Michael Janner

This paper presents a novel methodology to develop scheduling algorithms. The scheduling problem is phrased as a control problem, and control-theoretical techniques are used to design a scheduling algorithm that meets specific requirements.…

系统与控制 · 计算机科学 2010-09-20 Carlo A. Furia , Alberto Leva , Martina Maggio , Paola Spoletini

Unloading containers in the courier, express and parcel industry is a physically demanding and labor-intensive work. Automatizing this process is an important step towards increasing the efficiency of parcel-handling systems. This work…

系统与控制 · 电气工程与系统科学 2026-05-27 Jan Rüdiger , Max Schenke , Daniel Weber