INFORMS Open Forum

Stochastic Models & Reinforcement Learning at INFORMS Journal on Computing

  • 1.  Stochastic Models & Reinforcement Learning at INFORMS Journal on Computing

    Posted 07-27-2020 14:37
    INFORMS Journal on Computing is pleased to announce an enlargement of the Stochastic Models area to include Reinforcement Learning.  Please see the new area name and description below.  We immediately welcome papers in this domain.  The area editor is Nicola Secomandi of the Tepper School of Business at Carnegie Mellon University and associate editors are David Brown (Duke University), Douglas Down (McMaster University), Gianluca Fusai (Università del Piemonte Orientale and University of London), Adam Wierman (California Institute of Technology), and Dan Zhang (University of Colorado, Boulder)

    Stochastic Models & Reinforcement Learning

    The Stochastic Models & Reinforcement Learning Area welcomes manuscripts that deal with the computational aspects of models that represent systems in which uncertainty is a central concern and methods that evaluate or optimize the performance of these systems. Computation is a critical dimension in dealing with large-scale stochastic systems that defy exact analytical solution. The challenge is to develop efficient, effective, and reliable algorithms for such systems. Papers of interest develop new such methodologies; conduct novel and insightful analysis of methods; and report on timely, important, and innovative applications based on data or realistic parameter values. The scope of this area includes a variety of topics. Examples include Markovian modeling of stochastic systems; aggregation approaches for Markov chains, such as ones that arise in data-driven applications that feature huge data sets; and reinforcement learning, approximations, and bounding techniques for intractable Markov decision processes and stochastic dynamic programs. (Papers that focus on supervised or unsupervised learning should typically be submitted to one of the other areas of the journal.) Appealing manuscripts deal with models of both traditional and emerging contextual domains, such as inventory, supply-chain, and service management; revenue management, pricing, and market analytics; social networks; energy; and financial engineering, computational finance, and risk management. Clear and concise exposition and rigorous execution are defining elements of successful articles.

    Alice Smith, Editor in Chief, INFORMS Journal on Computing
    Forehand/Accenture Distinguished Professor
    Auburn University
    Auburn AL