Integrating Robust Optimization or Stochastic Optimization with Deep Reforcement Learning?

13 December 2022 1 8K Report

May I ask what is the state-of-the-art for integrating RO or SO with DRL? Do you think this topic will be a powerful technique in the future? Following are some detailed questions.

What are the main challenges in this topic?

What are the typical applications for this method?

Do you have any inspired documents (original or classical) that can be shared with people to promote the development of this topic?

Mohamed-Mourad Lafifi

Hi,

I suggest you see the links on the topic.

https://castlelab.princeton.edu/wp-content/uploads/2019/10/Powell-Reinforcement-Learning-and-Stochastic-Optimization.pdf

https://arxiv.org/ftp/arxiv/papers/1904/1904.01934.pdf

https://ivado.ca/en/strategic-research-funding-program/program-1/

Article A Deep Reinforcement Learning Approach for Chemical Producti...

Article Deep Reinforcement Learning for Inventory Control: a Roadmap

Article Robust Reinforcement Learning: A Review of Foundations and R...

Preprint Policy Gradient Bayesian Robust Optimization for Imitation Learning

Chapter Artificial Intelligence and Its Application in Optimization ...

https://theses.hal.science/tel-03485159/document

Best regards

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