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Model-based reinforcement learning has attracted much attention due to its high sample efficiency and is expected to be applied to real-world robotic applications. In the real world, as unobservable disturbances can lead to unexpected…

Robotics · Computer Science 2025-05-26 Taisuke Kobayashi

Reinforcement learning (RL) has achieved some impressive recent successes in various computer games and simulations. Most of these successes are based on having large numbers of episodes from which the agent can learn. In typical robotic…

Robotics · Computer Science 2024-01-05 Jonas Tebbe , Lukas Krauch , Yapeng Gao , Andreas Zell

Training large language models (LLMs) as interactive agents presents unique challenges including long-horizon decision making and interacting with stochastic environment feedback. While reinforcement learning (RL) has enabled progress in…

Reinforcement learning, evolutionary algorithms and imitation learning are three principal methods to deal with continuous control tasks. Reinforcement learning is sample efficient, yet sensitive to hyper-parameters setting and needs…

Machine Learning · Computer Science 2019-12-16 Shuai Lü , Shuai Han , Wenbo Zhou , Junwei Zhang

We study multi-task reinforcement learning (RL) in tabular episodic Markov decision processes (MDPs). We formulate a heterogeneous multi-player RL problem, in which a group of players concurrently face similar but not necessarily identical…

Machine Learning · Computer Science 2022-01-19 Chicheng Zhang , Zhi Wang

Generalization in reinforcement learning (RL) is of importance for real deployment of RL algorithms. Various schemes are proposed to address the generalization issues, including transfer learning, multi-task learning and meta learning, as…

Machine Learning · Computer Science 2022-10-07 Chang Yang , Ruiyu Wang , Xinrun Wang , Zhen Wang

Meta Reinforcement Learning (MRL) enables an agent to learn from a limited number of past trajectories and extrapolate to a new task. In this paper, we attempt to improve the robustness of MRL. We build upon model-agnostic meta-learning…

Machine Learning · Computer Science 2021-04-28 Shiqi Chen , Zhengyu Chen , Donglin Wang

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…

Systems and Control · Electrical Eng. & Systems 2024-06-04 Kabirat Olayemi , Mien Van , Luke Maguire , Sean McLoone

We examine online safe multi-agent reinforcement learning using constrained Markov games in which agents compete by maximizing their expected total rewards under a constraint on expected total utilities. Our focus is confined to an episodic…

Machine Learning · Computer Science 2023-06-02 Dongsheng Ding , Xiaohan Wei , Zhuoran Yang , Zhaoran Wang , Mihailo R. Jovanović

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…

Multiagent Systems · Computer Science 2023-08-02 Nelson Vadori , Leo Ardon , Sumitra Ganesh , Thomas Spooner , Selim Amrouni , Jared Vann , Mengda Xu , Zeyu Zheng , Tucker Balch , Manuela Veloso

In a multirobot system, a number of cyber-physical attacks (e.g., communication hijack, observation perturbations) can challenge the robustness of agents. This robustness issue worsens in multiagent reinforcement learning because there…

Machine Learning · Computer Science 2021-09-15 Chuangchuang Sun , Dong-Ki Kim , Jonathan P. How

Reinforcement learning (RL) approaches can illuminate emergent behaviors that facilitate coordination across teams of agents as part of a multi-agent system (MAS), which can provide windows of opportunity in various military tasks.…

We propose an adversarial deep reinforcement learning (ADRL) algorithm for high-dimensional stochastic control problems. Inspired by the information relaxation duality, ADRL reformulates the control problem as a min-max optimization between…

Optimization and Control · Mathematics 2025-07-03 Nan Chen , Mengzhou Liu , Xiaoyan Wang , Nanyi Zhang

Providing a suitable reward function to reinforcement learning can be difficult in many real world applications. While inverse reinforcement learning (IRL) holds promise for automatically learning reward functions from demonstrations,…

Machine Learning · Computer Science 2019-10-29 Lantao Yu , Tianhe Yu , Chelsea Finn , Stefano Ermon

We introduce an approach for deep reinforcement learning (RL) that improves upon the efficiency, generalization capacity, and interpretability of conventional approaches through structured perception and relational reasoning. It uses…

Reinforcement learning has achieved remarkable performance in a wide range of tasks these days. Nevertheless, some unsolved problems limit its applications in real-world control. One of them is model misspecification, a situation where an…

Machine Learning · Computer Science 2021-03-30 Lebin Yu , Jian Wang , Xudong Zhang

Developing agents that can perform challenging complex tasks is the goal of reinforcement learning. The model-free reinforcement learning has been considered as a feasible solution. However, the state of the art research has been to develop…

Machine Learning · Computer Science 2020-08-24 MyungJae Shin , Joongheon Kim

Robot decision-making in partially observable, real-time, dynamic, and multi-agent environments remains a difficult and unsolved challenge. Model-free reinforcement learning (RL) is a promising approach to learning decision-making in such…

The objectives of option hedging/trading extend beyond mere protection against downside risks, with a desire to seek gains also driving agent's strategies. In this study, we showcase the potential of robust risk-aware reinforcement learning…

Computational Finance · Quantitative Finance 2023-12-27 David Wu , Sebastian Jaimungal

Reinforcement learning (RL) struggles to scale to large, combinatorial action spaces common in many real-world problems. This paper introduces a novel framework for training discrete diffusion models as highly effective policies in these…

Machine Learning · Computer Science 2026-05-21 Haitong Ma , Ofir Nabati , Aviv Rosenberg , Bo Dai , Oran Lang , Craig Boutilier , Na Li , Shie Mannor , Lior Shani , Guy Tenneholtz