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Related papers: Reinforcement Learning with Parameterized Actions

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We explore Deep Reinforcement Learning in a parameterized action space. Specifically, we investigate how to achieve sample-efficient end-to-end training in these tasks. We propose a new compact architecture for the tasks where the parameter…

Machine Learning · Computer Science 2018-10-24 Ermo Wei , Drew Wicke , Sean Luke

Personalization in machine learning (ML) tailors models' decisions to the individual characteristics of users. While this approach has seen success in areas like recommender systems, its expansion into high-stakes fields such as healthcare…

Machine Learning · Computer Science 2024-01-15 Dmitry Ivanov , Omer Ben-Porat

Policy-based algorithms are among the most widely adopted techniques in model-free RL, thanks to their strong theoretical groundings and good properties in continuous action spaces. Unfortunately, these methods require precise and…

Machine Learning · Computer Science 2023-06-14 Luca Sabbioni , Francesco Corda , Marcello Restelli

We investigate the use of Reinforcement Learning for the optimal execution of meta-orders, where the objective is to execute incrementally large orders while minimizing implementation shortfall and market impact over an extended period of…

Trading and Market Microstructure · Quantitative Finance 2025-11-20 Tomas Espana , Yadh Hafsi , Fabrizio Lillo , Edoardo Vittori

It is challenging for a security analyst to detect or defend against cyber-attacks. Moreover, traditional defense deployment methods require the security analyst to manually enforce the defenses in the presence of uncertainties about the…

Cryptography and Security · Computer Science 2022-07-14 Xiaofan Zhou , Simon Yusuf Enoch , Dong Seong Kim

We propose a method to teach an automated agent to learn how to search for multi-hop paths of relations between entities in an open domain. The method learns a policy for directing existing information retrieval and machine reading…

Computation and Language · Computer Science 2022-05-31 Enrique Noriega-Atala , Mihai Surdeanu , Clayton T. Morrison

We present a data-efficient reinforcement learning algorithm resistant to observation noise. Our method extends the highly data-efficient PILCO algorithm (Deisenroth & Rasmussen, 2011) into partially observed Markov decision processes…

Machine Learning · Statistics 2016-02-09 Rowan McAllister , Carl Edward Rasmussen

In this paper, we propose a new solution to reward adaptation (RA) in reinforcement learning, where the agent adapts to a target reward function based on one or more existing source behaviors learned a priori under the same domain dynamics…

Machine Learning · Computer Science 2025-10-23 Kevin Vora , Yu Zhang

Most reinforcement learning algorithms are based on a key assumption that Markov decision processes (MDPs) are stationary. However, non-stationary MDPs with dynamic action space are omnipresent in real-world scenarios. Yet problems of…

Machine Learning · Computer Science 2023-04-04 Jiaqi Ye , Xiaodong Li , Pangjing Wu , Feng Wang

Action delays degrade the performance of reinforcement learning in many real-world systems. This paper proposes a formal definition of delay-aware Markov Decision Process and proves it can be transformed into standard MDP with augmented…

Machine Learning · Computer Science 2021-05-10 Baiming Chen , Mengdi Xu , Liang Li , Ding Zhao

We develop several provably efficient model-free reinforcement learning (RL) algorithms for infinite-horizon average-reward Markov Decision Processes (MDPs). We consider both online setting and the setting with access to a simulator. In the…

Machine Learning · Computer Science 2023-06-29 Zihan Zhang , Qiaomin Xie

Many real-world problems come with action spaces represented as feature vectors. Although high-dimensional control is a largely unsolved problem, there has recently been progress for modest dimensionalities. Here we report on a successful…

Artificial Intelligence · Computer Science 2015-12-17 Peter Sunehag , Richard Evans , Gabriel Dulac-Arnold , Yori Zwols , Daniel Visentin , Ben Coppin

In this paper, we propose a reinforcement learning algorithm to solve a multi-agent Markov decision process (MMDP). The goal, inspired by Blackwell's Approachability Theorem, is to lower the time average cost of each agent to below a…

Systems and Control · Electrical Eng. & Systems 2023-11-22 Keshav P. Keval , Vivek S. Borkar

Control applications often feature tasks with similar, but not identical, dynamics. We introduce the Hidden Parameter Markov Decision Process (HiP-MDP), a framework that parametrizes a family of related dynamical systems with a…

Machine Learning · Computer Science 2013-08-19 Finale Doshi-Velez , George Konidaris

Parameterised actions in reinforcement learning are composed of discrete actions with continuous action-parameters. This provides a framework for solving complex domains that require combining high-level actions with flexible control. The…

Machine Learning · Computer Science 2019-05-14 Craig J. Bester , Steven D. James , George D. Konidaris

We propose and study a general framework for regularized Markov decision processes (MDPs) where the goal is to find an optimal policy that maximizes the expected discounted total reward plus a policy regularization term. The extant…

Machine Learning · Statistics 2019-10-22 Xiang Li , Wenhao Yang , Zhihua Zhang

The problem of reinforcement learning is considered where the environment or the model undergoes a change. An algorithm is proposed that an agent can apply in such a problem to achieve the optimal long-time discounted reward. The algorithm…

Systems and Control · Electrical Eng. & Systems 2023-04-25 Wuxia Chen , Taposh Banerjee , Jemin George , Carl Busart

Recently regular decision processes have been proposed as a well-behaved form of non-Markov decision process. Regular decision processes are characterised by a transition function and a reward function that depend on the whole history,…

Artificial Intelligence · Computer Science 2022-05-19 Alessandro Ronca , Giuseppe De Giacomo

This article presents a short and concise description of stochastic approximation algorithms in reinforcement learning of Markov decision processes. The algorithms can also be used as a suboptimal method for partially observed Markov…

Optimization and Control · Mathematics 2015-12-25 Vikram Krishnamurthy

A common setting of reinforcement learning (RL) is a Markov decision process (MDP) in which the environment is a stochastic discrete-time dynamical system. Whereas MDPs are suitable in such applications as video-games or puzzles, physical…

Robotics · Computer Science 2022-11-29 Pavel Osinenko , Dmitrii Dobriborsci , Grigory Yaremenko , Georgiy Malaniya
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