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Reinforcement learning (RL) for exponential-utility optimization in discounted Markov decision processes (MDPs) lacks principled value-based algorithms. We address this gap in the fixed risk-aversion setting. Building on the Bellman-type…

Offline policy evaluation (OPE) is considered a fundamental and challenging problem in reinforcement learning (RL). This paper focuses on the value estimation of a target policy based on pre-collected data generated from a possibly…

Sample efficiency and exploration remain critical challenges in Deep Reinforcement Learning (DRL), particularly in complex domains. Offline RL, which enables agents to learn optimal policies from static, pre-collected datasets, has emerged…

Many sequential decision-making tasks involve optimizing multiple conflicting objectives, requiring policies that adapt to different user preferences. In multi-objective reinforcement learning (MORL), one widely studied approach} addresses…

Model-free Reinforcement Learning (RL) algorithms such as Q-learning [Watkins, Dayan 92] have been widely used in practice and can achieve human level performance in applications such as video games [Mnih et al. 15]. Recently, equipped with…

This work focuses on off-policy evaluation (OPE) with function approximation in infinite-horizon undiscounted Markov decision processes (MDPs). For MDPs that are ergodic and linear (i.e. where rewards and dynamics are linear in some known…

Reinforcement learning (RL) approaches for Large Language Models (LLMs) frequently use on-policy algorithms, such as PPO or GRPO. However, policy lag from distributed training architectures and differences between the training and inference…

We study offline-online reinforcement learning in linear mixture Markov decision processes (MDPs) under environment shift. In the offline phase, data are collected by an unknown behavior policy and may come from a mismatched environment,…

Resource allocation plays a critical role in minimizing cycle time and improving the efficiency of business processes. Recently, Deep Reinforcement Learning (DRL) has emerged as a powerful technique to optimize resource allocation policies…

Reinforcement learning (RL) is a branch of machine learning which is employed to solve various sequential decision making problems without proper supervision. Due to the recent advancement of deep learning, the newly proposed Deep-RL…

Reinforcement Learning (RL) or Deep Reinforcement Learning (DRL) is a powerful approach to solving Markov Decision Processes (MDPs) when the model of the environment is not known a priori. However, RL models are still faced with challenges…

We present a novel method for Deep Reinforcement Learning (DRL), incorporating the convex property of the value function over the belief space in Partially Observable Markov Decision Processes (POMDPs). We introduce hard- and soft-enforced…

Due to recent breakthroughs, reinforcement learning (RL) has demonstrated impressive performance in challenging sequential decision-making problems. However, an open question is how to make RL cope with partial observability which is…

Multi-objective reinforcement learning (MORL) is an extension of ordinary, single-objective reinforcement learning (RL) that is applicable to many real-world tasks where multiple objectives exist without known relative costs. We study the…

Many advances that have improved the robustness and efficiency of deep reinforcement learning (RL) algorithms can, in one way or another, be understood as introducing additional objectives or constraints in the policy optimization step.…

A deep reinforcement learning (DRL) agent observes its states through observations, which may contain natural measurement errors or adversarial noises. Since the observations deviate from the true states, they can mislead the agent into…

Optimizing survival outcomes, such as patient survival or customer retention, is a critical objective in data-driven decision-making. Off-Policy Evaluation~(OPE) provides a powerful framework for assessing such decision-making policies…

Improving the sample efficiency of reinforcement learning algorithms requires effective exploration. Following the principle of $\textit{optimism in the face of uncertainty}$ (OFU), we train a separate exploration policy to maximize the…

Parallel thinking has emerged as a new paradigm for large reasoning models (LRMs) in tackling complex problems. Recent methods leverage Reinforcement Learning (RL) to enhance parallel thinking, aiming to address the limitations in…

The offline reinforcement learning (RL) problem is often motivated by the need to learn data-driven decision policies in financial, legal and healthcare applications. However, the learned policy could retain sensitive information of…