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As the share of variable renewable energy sources increases in the electricity mix, new solutions are needed to build a flexible and reliable grid. Energy arbitrage with battery storage systems supports renewable energy integration into the…

最优化与控制 · 数学 2025-12-17 Alban Puech , Gorazd Dimitrov , Claudia D'Ambrosio

Reinforcement learning (RL) has been widely applied to sequential decision making, where interpretability and performance are both critical for practical adoption. Current approaches typically focus on performance and rely on post hoc…

机器学习 · 计算机科学 2025-10-07 Qianxin Yi , Shao-Bo Lin , Jun Fan , Yao Wang

This article introduces a novel framework for data-driven linear quadratic regulator (LQR) design. First, we introduce a reinforcement learning paradigm for on-policy data-driven LQR, where exploration and exploitation are simultaneously…

系统与控制 · 电气工程与系统科学 2024-02-23 Marco Borghesi , Alessandro Bosso , Giuseppe Notarstefano

Reinforcement learning (RL)-based methods have achieved significant success in managing grid-interactive efficient buildings (GEBs). However, RL does not carry intrinsic guarantees of constraint satisfaction, which may lead to severe safety…

系统与控制 · 电气工程与系统科学 2024-09-13 Xiang Huo , Boming Liu , Jin Dong , Jianming Lian , Mingxi Liu

Constrained Reinforcement Learning has been employed to enforce safety constraints on policy through the use of expected cost constraints. The key challenge is in handling expected cost accumulated using the policy and not just in a single…

机器学习 · 计算机科学 2024-01-17 Hao Jiang , Tien Mai , Pradeep Varakantham , Minh Huy Hoang

Reinforcement learning (RL) algorithms have been successfully used to develop control policies for dynamical systems. For many such systems, these policies are trained in a simulated environment. Due to discrepancies between the simulated…

系统与控制 · 电气工程与系统科学 2020-11-23 Anubhav Guha , Anuradha Annaswamy

Reliant on too many experiments to learn good actions, current Reinforcement Learning (RL) algorithms have limited applicability in real-world settings, which can be too expensive to allow exploration. We propose an algorithm for batch RL,…

机器学习 · 计算机科学 2021-12-07 Rasool Fakoor , Jonas Mueller , Kavosh Asadi , Pratik Chaudhari , Alexander J. Smola

Reinforcement learning (RL) based investment strategies have been widely adopted in portfolio management (PM) in recent years. Nevertheless, most RL-based approaches may often emphasize on pursuing returns while ignoring the risks of the…

投资组合管理 · 定量金融 2023-06-13 Zhenglong Li , Hejun Huang , Vincent Tam

Despite the many recent advances in reinforcement learning (RL), the question of learning policies that robustly satisfy state constraints under unknown disturbances remains open. In this paper, we offer a new perspective on achieving…

机器学习 · 计算机科学 2025-12-23 Pierre-François Massiani , Alexander von Rohr , Lukas Haverbeck , Sebastian Trimpe

Execution algorithms are vital to modern trading, they enable market participants to execute large orders while minimising market impact and transaction costs. As these algorithms grow more sophisticated, optimising them becomes…

计算金融 · 定量金融 2025-10-28 Ollie Olby , Andreea Bacalum , Rory Baggott , Namid Stillman

Many of the challenges facing today's reinforcement learning (RL) algorithms, such as robustness, generalization, transfer, and computational efficiency are closely related to compression. Prior work has convincingly argued why minimizing…

机器学习 · 计算机科学 2021-09-08 Benjamin Eysenbach , Ruslan Salakhutdinov , Sergey Levine

Optimizing radio transmission power and user data rates in wireless systems via power control requires an accurate and instantaneous knowledge of the system model. While this problem has been extensively studied in the literature, an…

最优化与控制 · 数学 2016-11-22 Euhanna Ghadimi , Francesco Davide Calabrese , Gunnar Peters , Pablo Soldati

Reinforcement learning (RL) can provide adaptive and scalable controllers essential for power grid decarbonization. However, RL methods struggle with power grids' complex dynamics, long-horizon goals, and hard physical constraints. For…

An increasing share of energy is produced from renewable sources by many small producers. The efficiency of those sources is volatile and, to some extent, random, exacerbating the problem of energy market balancing. In many countries, this…

机器学习 · 计算机科学 2024-02-15 Łukasz Lepak , Paweł Wawrzyński

Real-world reinforcement learning (RL) problems often demand that agents behave safely by obeying a set of designed constraints. We address the challenge of safe RL by coupling a safety guide based on model predictive control (MPC) with a…

机器学习 · 计算机科学 2022-03-30 Samuel Pfrommer , Tanmay Gautam , Alec Zhou , Somayeh Sojoudi

In the trial-and-error mechanism of reinforcement learning (RL), a notorious contradiction arises when we expect to learn a safe policy: how to learn a safe policy without enough data and prior model about the dangerous region? Existing…

机器学习 · 计算机科学 2021-11-29 Haitong Ma , Changliu Liu , Shengbo Eben Li , Sifa Zheng , Wenchao Sun , Jianyu Chen

Batch reinforcement learning (RL) aims at leveraging pre-collected data to find an optimal policy that maximizes the expected total rewards in a dynamic environment. The existing methods require absolutely continuous assumption (e.g., there…

机器学习 · 统计学 2024-06-27 Xiaohong Chen , Zhengling Qi , Runzhe Wan

The application of Reinforcement Learning (RL) to economic modeling reveals a fundamental conflict between the assumptions of equilibrium theory and the emergent behavior of learning agents. While canonical economic models assume atomistic…

综合经济学 · 经济学 2025-10-21 Ruxin Chen , Zeqiang Zhang

The cost of the power distribution infrastructures is driven by the peak power encountered in the system. Therefore, the distribution network operators consider billing consumers behind a common transformer in the function of their peak…

系统与控制 · 电气工程与系统科学 2022-04-01 Wenqi Cai , Hossein N. Esfahani , Arash B. Kordabad , Sébastien Gros

Reinforcement learning (RL) has recently been used for solving challenging decision-making problems in the context of automated driving. However, one of the main drawbacks of the presented RL-based policies is the lack of safety guarantees,…

机器人学 · 计算机科学 2021-07-16 Danial Kamran , Yu Ren , Martin Lauer