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In practical applications, we can rarely assume full observability of a system's environment, despite such knowledge being important for determining a reactive control system's precise interaction with its environment. Therefore, we propose…

Machine Learning · Computer Science 2022-06-24 Edi Muskardin , Martin Tappler , Bernhard K. Aichernig , Ingo Pill

Deep reinforcement learning (DRL) algorithms have proven effective in robot navigation, especially in unknown environments, by directly mapping perception inputs into robot control commands. However, most existing methods ignore the local…

Robotics · Computer Science 2023-07-06 Yu'an Chen , Ruosong Ye , Ziyang Tao , Hongjian Liu , Guangda Chen , Jie Peng , Jun Ma , Yu Zhang , Jianmin Ji , Yanyong Zhang

We study risk-sensitive reinforcement learning (RL) based on an entropic risk measure in episodic non-stationary Markov decision processes (MDPs). Both the reward functions and the state transition kernels are unknown and allowed to vary…

Machine Learning · Computer Science 2022-11-22 Yuhao Ding , Ming Jin , Javad Lavaei

Reinforcement learning (RL) has gained increasing attraction in the academia and tech industry with launches to a variety of impactful applications and products. Although research is being actively conducted on many fronts (e.g., offline…

Machine Learning · Computer Science 2021-12-13 Ruiyang Xu , Zhengxing Chen

Various methods for Multi-Agent Reinforcement Learning (MARL) have been developed with the assumption that agents' policies are based on accurate state information. However, policies learned through Deep Reinforcement Learning (DRL) are…

Artificial Intelligence · Computer Science 2024-04-15 Songyang Han , Sanbao Su , Sihong He , Shuo Han , Haizhao Yang , Shaofeng Zou , Fei Miao

Deep reinforcement learning has recently made significant progress in solving computer games and robotic control tasks. A known problem, though, is that policies overfit to the training environment and may not avoid rare, catastrophic…

Machine Learning · Computer Science 2019-04-02 Xinlei Pan , Daniel Seita , Yang Gao , John Canny

Off-policy evaluation (OPE) in reinforcement learning allows one to evaluate novel decision policies without needing to conduct exploration, which is often costly or otherwise infeasible. We consider for the first time the semiparametric…

Machine Learning · Computer Science 2020-06-08 Nathan Kallus , Masatoshi Uehara

Offline reinforcement learning (RL) refers to the problem of learning policies entirely from a large batch of previously collected data. This problem setting offers the promise of utilizing such datasets to acquire policies without any…

Machine Learning · Computer Science 2020-11-24 Tianhe Yu , Garrett Thomas , Lantao Yu , Stefano Ermon , James Zou , Sergey Levine , Chelsea Finn , Tengyu Ma

Multi-Agent Reinforcement Learning (MARL) considers settings in which a set of coexisting agents interact with one another and their environment. The adaptation and learning of other agents induces non-stationarity in the environment…

Machine Learning · Computer Science 2020-06-09 Ian Davies , Zheng Tian , Jun Wang

We consider Model-Agnostic Meta-Learning (MAML) methods for Reinforcement Learning (RL) problems, where the goal is to find a policy using data from several tasks represented by Markov Decision Processes (MDPs) that can be updated by one…

Machine Learning · Computer Science 2021-11-18 Alireza Fallah , Kristian Georgiev , Aryan Mokhtari , Asuman Ozdaglar

Inverse Reinforcement Learning (IRL) -- the problem of learning reward functions from demonstrations of an \emph{expert policy} -- plays a critical role in developing intelligent systems. While widely used in applications, theoretical…

Machine Learning · Statistics 2024-02-13 Lei Zhao , Mengdi Wang , Yu Bai

Reinforcement Learning (RL) has achieved remarkable success in sequential decision tasks. However, recent studies have revealed the vulnerability of RL policies to different perturbations, raising concerns about their effectiveness and…

Machine Learning · Computer Science 2025-07-08 Buqing Nie , Yangqing Fu , Jingtian Ji , Yue Gao

This paper addresses the problem of learning optimal control policies for systems with uncertain dynamics and high-level control objectives specified as Linear Temporal Logic (LTL) formulas. Uncertainty is considered in the workspace…

Robotics · Computer Science 2024-10-17 Yiannis Kantaros , Jun Wang

Due to the proliferation of renewable energy and its intrinsic intermittency and stochasticity, current power systems face severe operational challenges. Data-driven decision-making algorithms from reinforcement learning (RL) offer a…

Systems and Control · Electrical Eng. & Systems 2021-10-20 Alexander Pan , Yongkyun Lee , Huan Zhang , Yize Chen , Yuanyuan Shi

Most known regret bounds for reinforcement learning are either episodic or assume an environment without traps. We derive a regret bound without making either assumption, by allowing the algorithm to occasionally delegate an action to an…

Machine Learning · Computer Science 2019-07-22 Vanessa Kosoy

The standard assumption in reinforcement learning (RL) is that agents observe feedback for their actions immediately. However, in practice feedback is often observed in delay. This paper studies online learning in episodic Markov decision…

Machine Learning · Computer Science 2023-01-24 Tiancheng Jin , Tal Lancewicki , Haipeng Luo , Yishay Mansour , Aviv Rosenberg

We show that adversarial reinforcement learning (ARL) can be used to produce market marking agents that are robust to adversarial and adaptively-chosen market conditions. To apply ARL, we turn the well-studied single-agent model of…

Trading and Market Microstructure · Quantitative Finance 2020-07-09 Thomas Spooner , Rahul Savani

Deep reinforcement learning (DRL) policies have been shown to be deceived by perturbations (e.g., random noise or intensional adversarial attacks) on state observations that appear at test time but are unknown during training. To increase…

Machine Learning · Computer Science 2020-12-25 Xinghua Qu , Yew-Soon Ong , Abhishek Gupta , Zhu Sun

Reinforcement learning (RL) methods learn optimal decisions in the presence of a stationary environment. However, the stationary assumption on the environment is very restrictive. In many real world problems like traffic signal control,…

Machine Learning · Computer Science 2020-06-08 Sindhu Padakandla , Prabuchandran K. J , Shalabh Bhatnagar

In this work, we propose a novel inverse reinforcement learning (IRL) algorithm for constrained Markov decision process (CMDP) problems. In standard IRL problems, the inverse learner or agent seeks to recover the reward function of the MDP,…

Machine Learning · Computer Science 2024-01-08 Nirjhar Das , Arpan Chattopadhyay