Questions tagged [reinforcement-learning]

For questions related to reinforcement learning, a type of machine learning algorithm in which a computerized agent learns through experimentation how to optimize its actions in an environment to maximize its reward.

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Convergence of an approximate DP for a stochastic shortest path problem

I'm new to the field of sequential decision making. I got intrigued by a stochastic shortest path problem, described in Chapter 5 of this book by W. Powell. Consider the following stochastic shortest ...
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2 votes
1 answer
62 views

Determining which choice strategy (epsilon-greedy, softmax, UCB, etc.) fits participant behavior in a multi armed bandit study

I'm trying to estimate the effect of personality on exploration behavior in multi armed bandit problems. My current approach is to identify the choice strategy that most accurately fits the behavior ...
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19 votes
1 answer
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Deep Reinforcement Learning for General Purpose Optimization

Recently, I attended a very nice talk given by someone at the place I work about applying Deep Reinforcement Learning (DRL) for a design optimization problem. It was particularly interesting to me ...
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2 votes
1 answer
134 views

Understanding MDP's Dual Linear Program

I'm trying to understand a proof in Puterman'05 (Markov Decision Processes: Discrete Stochastic Systems). My question is within Theorem 6.9.1 pertaining to the equivalence of solutions to the primal (...
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3 votes
2 answers
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Can we use reinforcement learning and convex optimization to solve an optimization problem?

For an optimization problem, there are multiple-type variables should be optimized. Can we use the convex optimization method to solve a subproblem of partial variables, and then, with the obtained ...
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3 votes
1 answer
107 views

Can Deep RL be used to find optimal division point in an application?

I need to optimise the end-to-end latency for a multi-service application while distributing it on multiple devices. The application is a series of services interconnected to each other. The goal is ...
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14 votes
4 answers
547 views

Online Education for OR and Developing Decision Support Systems

I am looking for educational programmes which can be conducted online, such as full MSc., degree certificates, postgraduate courses/modules, MOOCs. Topics I am looking for are on advanced ...
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  • 299
14 votes
2 answers
211 views

Suggestion of some courses in sequential decision making

I am studying about sequential decision making and I am willing to know if there is any course which is recorded and is publically available covering topics in dynamic programming (DP), reinforcement ...
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24 votes
4 answers
815 views

What are the tradeoffs between "exact" and Reinforcement Learning methods for solving optimization problems

Exact methods, e.g., models that utilize an MIP approach with a specified objective and constraints, have advantages like the following: Using off the shelf solvers Optimality gap provability ...
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17 votes
3 answers
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What is the connection of Operations Research and Reinforcement Learning?

I know that Markov Chains and Markov Decision Processes have been studied in the OR community too. But, I was wondering what is the relationship of Operations Research (OR) and Reinforcement Learning (...
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