Related papers: Increasing the Action Gap: New Operators for Reinf…

In this paper, we will deal with a Linear Quadratic Optimal Control problem with unknown dynamics. As a modeling assumption, we will suppose that the knowledge that an agent has on the current system is represented by a probability…

We devise a distributional variant of gradient temporal-difference (TD) learning. Distributional reinforcement learning has been demonstrated to outperform the regular one in the recent study \citep{bellemare2017distributional}. In the…

In many real-world settings, reinforcement learning systems suffer performance degradation when the environment encountered at deployment differs from that observed during training. Distributionally robust reinforcement learning (DR-RL)…

This paper studies accelerated algorithms for Q-learning. We propose an acceleration scheme by incorporating the historical iterates of the Q-function. The idea is conceptually inspired by the momentum-based acceleration methods in the…

Offline reinforcement learning and offline inverse reinforcement learning aim to recover near-optimal value functions or reward models from a fixed batch of logged trajectories, yet current practice still struggles to enforce Bellman…

We propose a refinement of temporal-difference learning that enforces first-order Bellman consistency: the learned value function is trained to match not only the Bellman targets in value but also their derivatives with respect to states…

Decentralised optimisation tasks are important components of multi-agent systems. These tasks can be interpreted as n-player potential games: therefore game-theoretic learning algorithms can be used to solve decentralised optimisation…

Most deep reinforcement learning (RL) algorithms distill experience into parametric behavior policies or value functions via gradient updates. While effective, this approach has several disadvantages: (1) it is computationally expensive,…

This paper considers a stochastic linear quadratic problem for discrete-time systems with multiplicative noises over an infinite horizon. To obtain the optimal solution, we propose an online iterative algorithm of reinforcement learning…

Training reinforcement learning (RL) agents often requires significant computational resources and prolonged training durations. To address this challenge, we build upon prior work that introduced a neural architecture with…

We study offline multi-agent reinforcement learning (RL) in Markov games, where the goal is to learn an approximate equilibrium -- such as Nash equilibrium and (Coarse) Correlated Equilibrium -- from an offline dataset pre-collected from…

Reinforcement learning has been explored for many problems, from video games with deterministic environments to portfolio and operations management in which scenarios are stochastic; however, there have been few attempts to test these…

When a game involves many agents or when communication between agents is not possible, it is useful to resort to distributed learning where each agent acts in complete autonomy without any information on the other agents' situations.…

Reinforcement learning is commonly concerned with problems of maximizing accumulated rewards in Markov decision processes. Oftentimes, a certain goal state or a subset of the state space attain maximal reward. In such a case, the…

Recent work has shown that reinforcement learning agents can develop policies that exploit spurious correlations between rewards and observations. This phenomenon, known as policy confounding, arises because the agent's policy influences…

Reinforcement Learning in large action spaces is a challenging problem. Cooperative multi-agent reinforcement learning (MARL) exacerbates matters by imposing various constraints on communication and observability. In this work, we consider…

While deep reinforcement learning excels at solving tasks where large amounts of data can be collected through virtually unlimited interaction with the environment, learning from limited interaction remains a key challenge. We posit that an…

This paper presents a novel approach combining inductive logic programming with reinforcement learning to improve training performance and explainability. We exploit inductive learning of answer set programs from noisy examples to learn a…

Actor-critic Reinforcement Learning (RL) algorithms have achieved impressive performance in continuous control tasks. However, they still suffer two nontrivial obstacles, i.e., low sample efficiency and overestimation bias. To this end, we…

We study a game between liquidity provider and liquidity taker agents interacting in an over-the-counter market, for which the typical example is foreign exchange. We show how a suitable design of parameterized families of reward functions…