相关论文: Optimal Policy Learning under Budget and Coverage …

When dealing with real-world optimization problems, decision-makers usually face high levels of uncertainty associated with partial information, unknown parameters, or complex relationships between these and the problem decision variables.…

We study reinforcement learning (RL) with linear function approximation. Existing algorithms for this problem only have high-probability regret and/or Probably Approximately Correct (PAC) sample complexity guarantees, which cannot guarantee…

Combinatorial optimization problems are typically tackled by the branch-and-bound paradigm. We propose a new graph convolutional neural network model for learning branch-and-bound variable selection policies, which leverages the natural…

We explore the question of how to learn an optimal search strategy within the example of a parking problem where parking opportunities arrive according to an unknown inhomogeneous Poisson process. The optimal policy is a threshold-type…

We consider reinforcement learning (RL) methods for finding optimal policies in linear quadratic (LQ) mean field control (MFC) problems over an infinite horizon in continuous time, with common noise and entropy regularization. We study…

Policy optimization, which finds the desired policy by maximizing value functions via optimization techniques, lies at the heart of reinforcement learning (RL). In addition to value maximization, other practical considerations arise as…

We present a novel algorithm that efficiently computes near-optimal deterministic policies for constrained reinforcement learning (CRL) problems. Our approach combines three key ideas: (1) value-demand augmentation, (2) action-space…

The submodular knapsack problem (SKP), which seeks to maximize a submodular set function by selecting a subset of elements within a given budget, is an important discrete optimization problem. The majority of existing approaches to solving…

When deploying artificial agents in real-world environments where they interact with humans, it is crucial that their behavior is aligned with the values, social norms or other requirements of that environment. However, many environments…

In the online multiple knapsack problem, an algorithm faces a stream of items, and each item has to be either rejected or stored irrevocably in one of $n$ bins (knapsacks) of equal size. The gain of an~algorithm is equal to the sum of sizes…

Robust optimization is a framework for modeling optimization problems involving data uncertainty and during the last decades has been an area of active research. If we focus on linear programming (LP) problems with i) uncertain data, ii)…

Primal-dual safe RL methods commonly perform iterations between the primal update of the policy and the dual update of the Lagrange Multiplier. Such a training paradigm is highly susceptible to the error in cumulative cost estimation since…

Inspired by regularization techniques in statistics and machine learning, we study complementary composite minimization in the stochastic setting. This problem corresponds to the minimization of the sum of a (weakly) smooth function endowed…

The multi-objective coverage control problem requires a robot swarm to collaboratively provide sensor coverage to multiple heterogeneous importance density fields IDFs simultaneously. We pose this as an optimization problem with constraints…

We propose a distributed solution for a constrained convex optimization problem over a network of clustered agents each consisted of a set of subagents. The communication range of the clustered agents is such that they can form a connected…

We investigate two new optimization problems -- minimizing a submodular function subject to a submodular lower bound constraint (submodular cover) and maximizing a submodular function subject to a submodular upper bound constraint…

In this technical note we analyse the performance improvement and optimality properties of the Learning Model Predictive Control (LMPC) strategy for linear deterministic systems. The LMPC framework is a policy iteration scheme where…

Reinforcement learning (RL) for reachability specifications is fundamental in sequential decision-making, yet theoretical guarantees remain less explored. A recent work achieves asymptotic convergence to optimal policies. However, this…

Autonomous agents must often deal with conflicting requirements, such as completing tasks using the least amount of time/energy, learning multiple tasks, or dealing with multiple opponents. In the context of reinforcement learning~(RL),…

Sample inefficiency is a long-lasting problem in reinforcement learning (RL). The state-of-the-art estimates the optimal action values while it usually involves an extensive search over the state-action space and unstable optimization.…