Accelerating Reinforcement Learning Training Using Simulation Surrogate Models

High-fidelity simulation models are widely used to analyze complex stochastic systems, but their high computational cost motivates the development of cheaper surrogate models that approximate the simulation model's input-output relationship. In parallel, reinforcement learning (RL) has emerged as a powerful framework for making online decisions in stochastic environments, with increasing attention being given to the use of simulation models as training environments for RL models. We investigate a class of surrogate models suitable for accelerating RL training in settings where the reward structure, model parameters, or system dynamics change over time and explore their interactions with simulation models and RL models. Through numerical experiments on a stochastic service system modeled via discrete-event simulation, we demonstrate that leveraging surrogate models can substantially accelerate RL training and re-training.

Quantifying and Attributing Submodel Uncertainty in Stochastic Simulation Models and Digital Twins

Stochastic simulation is widely used to study complex systems composed of various interconnected subprocesses, such as input processes, routing and control logic, optimization routines, and data-driven decision modules. In practice, these subprocesses may be inherently unknown or too computationally intensive to directly embed in the simulation model. Replacing these elements with estimated or learned approximations introduces a form of epistemic uncertainty that we refer to as submodel uncertainty. This paper investigates how submodel uncertainty affects the estimation of system performance metrics. We develop a framework for quantifying submodel uncertainty in stochastic simulation models and extend the framework to digital-twin settings, where simulation experiments are repeatedly conducted with the model initialized from observed system states. Building on approaches from input uncertainty analysis, we leverage bootstrapping and Bayesian model averaging to construct quantile-based confidence or credible intervals for key performance indicators. We propose a tree-based method that decomposes total output variability and attributes uncertainty to individual submodels in the form of importance scores. The proposed framework is model-agnostic and accommodates both parametric and nonparametric submodels under frequentist and Bayesian modeling paradigms. A synthetic numerical experiment and a more realistic digital-twin simulation of a contact center illustrate the importance of understanding how and how much individual submodels contribute to overall uncertainty.

Informed Forecasting: Leveraging Auxiliary Knowledge to Boost LLM Performance on Time Series Forecasting

With the widespread adoption of Large Language Models (LLMs), there is a growing need to establish best practices for leveraging their capabilities beyond traditional natural language tasks. In this paper, a novel cross-domain knowledge transfer framework is proposed to enhance the performance of LLMs in time series forecasting -- a task of increasing relevance in fields such as energy systems, finance, and healthcare. The approach systematically infuses LLMs with structured temporal information to improve their forecasting accuracy. This study evaluates the proposed method on a real-world time series dataset and compares it to a naive baseline where the LLM receives no auxiliary information. Results show that knowledge-informed forecasting significantly outperforms the uninformed baseline in terms of predictive accuracy and generalization. These findings highlight the potential of knowledge transfer strategies to bridge the gap between LLMs and domain-specific forecasting tasks.

Agglomerative Clustering of Simulation Output Distributions Using Regularized Wasserstein Distance

We investigate the use of clustering methods on data produced by a stochastic simulator, with applications in anomaly detection, pre-optimization, and online monitoring. We introduce an agglomerative clustering algorithm that clusters multivariate empirical distributions using the regularized Wasserstein distance and apply the proposed methodology on a call-center model.