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We present a two-step hybrid reinforcement learning (RL) policy that is designed to generate interpretable and robust hierarchical policies on the RL problem with graph-based input. Unlike prior deep reinforcement learning policies…
We provide a framework for incorporating robustness -- to perturbations in the transition dynamics which we refer to as model misspecification -- into continuous control Reinforcement Learning (RL) algorithms. We specifically focus on…
This article develops a deep reinforcement learning (Deep-RL) framework for dynamic pricing on managed lanes with multiple access locations and heterogeneity in travelers' value of time, origin, and destination. This framework relaxes…
Reinforcement Learning with Verifiable Rewards (RLVR) has catalyzed a leap in Large Language Model (LLM) reasoning, yet its optimization dynamics remain fragile. Standard algorithms like GRPO enforce stability via "hard clipping", which…
In recent years, reinforcement learning (RL) systems with general goals beyond a cumulative sum of rewards have gained traction, such as in constrained problems, exploration, and acting upon prior experiences. In this paper, we consider…
Reinforcement learning (RL) algorithms assume that users specify tasks by manually writing down a reward function. However, this process can be laborious and demands considerable technical expertise. Can we devise RL algorithms that instead…
Policy gradient (PG) methods are successful approaches to deal with continuous reinforcement learning (RL) problems. They learn stochastic parametric (hyper)policies by either exploring in the space of actions or in the space of parameters.…
Many practical applications of reinforcement learning constrain agents to learn from a fixed batch of data which has already been gathered, without offering further possibility for data collection. In this paper, we demonstrate that due to…
Risk-sensitive reinforcement learning (RL) has become a popular tool for controlling the risk of uncertain outcomes and ensuring reliable performance in highly stochastic sequential decision-making problems. While it has been shown that…
Large Language Models (LLMs) have shown promise as intelligent agents in interactive decision-making tasks. Traditional approaches often depend on meticulously designed prompts, high-quality examples, or additional reward models for…
Reinforcement learning (RL) has achieved remarkable success in a wide range of control and decision-making tasks. However, RL agents often exhibit unstable or degraded performance when deployed in environments subject to unexpected external…
We evaluate benchmark deep reinforcement learning algorithms on the task of portfolio optimisation using simulated data. The simulator to generate the data is based on correlated geometric Brownian motion with the Bertsimas-Lo market impact…
Reinforcement learning algorithms such as the deep deterministic policy gradient algorithm (DDPG) has been widely used in continuous control tasks. However, the model-free DDPG algorithm suffers from high sample complexity. In this paper we…
Reinforcement learning (RL) is about sequential decision making and is traditionally opposed to supervised learning (SL) and unsupervised learning (USL). In RL, given the current state, the agent makes a decision that may influence the next…
Off-Policy reinforcement learning (RL) is an important class of methods for many problem domains, such as robotics, where the cost of collecting data is high and on-policy methods are consequently intractable. Standard methods for applying…
Inverse reinforcement learning aims to infer the reward function that explains expert behavior observed through trajectories of state--action pairs. A long-standing difficulty in classical IRL is the non-uniqueness of the recovered reward:…
In this work, we consider policy-based methods for solving the reinforcement learning problem, and establish the sample complexity guarantees. A policy-based algorithm typically consists of an actor and a critic. We consider using various…
A widely-used actor-critic reinforcement learning algorithm for continuous control, Deep Deterministic Policy Gradients (DDPG), suffers from the overestimation problem, which can negatively affect the performance. Although the…
In this paper, we focus on the problem of robustifying reinforcement learning (RL) algorithms with respect to model uncertainties. Indeed, in the framework of model-based RL, we propose to merge the theory of constrained Markov decision…
Policy gradient methods have been successfully applied to many complex reinforcement learning problems. However, policy gradient methods suffer from high variance, slow convergence, and inefficient exploration. In this work, we introduce a…