Additive Manufacturing (AM) is a powerful technology that produces complex 3D geometries using various materials in a layer-by-layer fashion. However, quality assurance is the main challenge in AM industry due to the possible time-varying processing conditions during AM process. Notably, new defects may occur during printing, which cannot be mitigated by offline analysis tools that focus on existing defects. This challenge motivates this work to develop online learning-based methods to deal with the new defects during printing. Since AM typically fabricates a small number of customized products, this paper aims to create an online learning-based strategy to mitigate the new defects in AM process while minimizing the number of samples needed. The proposed method is based on model-free Reinforcement Learning (RL). It is called Continual G-learning since it transfers several sources of prior knowledge to reduce the needed training samples in the AM process. Offline knowledge is obtained from literature, while online knowledge is learned during printing. The proposed method develops a new algorithm for learning the optimal defect mitigation strategies proven the best performance when utilizing both knowledge sources. Numerical and real-world case studies in a fused filament fabrication (FFF) platform are performed and demonstrate the effectiveness of the proposed method.

We present a reinforcement learning approach to goal based wealth management problems such as optimization of retirement plans or target dated funds. In such problems, an investor seeks to achieve a financial goal by making periodic investments in the portfolio while being employed, and periodically draws from the account when in retirement, in addition to the ability to re-balance the portfolio by selling and buying different assets (e.g. stocks). Instead of relying on a utility of consumption, we present G-Learner: a reinforcement learning algorithm that operates with explicitly defined one-step rewards, does not assume a data generation process, and is suitable for noisy data. Our approach is based on G-learning - a probabilistic extension of the Q-learning method of reinforcement learning. In this paper, we demonstrate how G-learning, when applied to a quadratic reward and Gaussian reference policy, gives an entropy-regulated Linear Quadratic Regulator (LQR). This critical insight provides a novel and computationally tractable tool for wealth management tasks which scales to high dimensional portfolios. In addition to the solution of the direct problem of G-learning, we also present a new algorithm, GIRL, that extends our goal-based G-learning approach to the setting of Inverse Reinforcement Learning (IRL) where rewards collected by the agent are not observed, and should instead be inferred. We demonstrate that GIRL can successfully learn the reward parameters of a G-Learner agent and thus imitate its behavior. Finally, we discuss potential applications of the G-Learner and GIRL algorithms for wealth management and robo-advising.