Related papers: Lagrangian Duality in Reinforcement Learning
Reinforcement Learning (RL) has achieved tremendous development in recent years, but still faces significant obstacles in addressing complex real-life problems due to the issues of poor system generalization, low sample efficiency as well…
Reinforcement Learning (RL) has emerged as a transformative approach in the domains of automation and robotics, offering powerful solutions to complex problems that conventional methods struggle to address. In scenarios where the problem…
Traditional portfolio management methods can incorporate specific investor preferences but rely on accurate forecasts of asset returns and covariances. Reinforcement learning (RL) methods do not rely on these explicit forecasts and are…
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)…
Connector insertion and many other tasks commonly found in modern manufacturing settings involve complex contact dynamics and friction. Since it is difficult to capture related physical effects with first-order modeling, traditional control…
The remarkable empirical performance of distributional reinforcement learning (RL) has garnered increasing attention to understanding its theoretical advantages over classical RL. By decomposing the categorical distributional loss commonly…
Quantitative trading (QT), which refers to the usage of mathematical models and data-driven techniques in analyzing the financial market, has been a popular topic in both academia and financial industry since 1970s. In the last decade,…
Reinforcement learning (RL) research focuses on general solutions that can be applied across different domains. This results in methods that RL practitioners can use in almost any domain. However, recent studies often lack the engineering…
We present a new kind of Lagrangian duality theory for set-valued convex optimization problems whose objective and constraint maps are defined between preordered normed spaces. The theory is accomplished by introducing a new set-valued…
In recent years, reinforcement learning (RL) has gained popularity and has been applied to a wide range of tasks. One such popular domain where RL has been effective is resource management problems in systems. We look to extend work on RL…
With the widespread adoption of deep learning, reinforcement learning (RL) has experienced a dramatic increase in popularity, scaling to previously intractable problems, such as playing complex games from pixel observations, sustaining…
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…
This survey (re)introduces reinforcement learning methods to economists. The curse of dimensionality limits how far exact dynamic programming can be effectively applied, forcing us to rely on suitably "small" problems or our ability to…
Reinforcement learning (RL) algorithms interact with their environment in a trial-and-error fashion. Such interactions can be expensive, inefficient, and timely when learning on a physical system rather than in a simulation. This work…
Reinforcement learning (RL) is a framework to optimize a control policy using rewards that are revealed by the system as a response to a control action. In its standard form, RL involves a single agent that uses its policy to accomplish a…
Machine and reinforcement learning (RL) are increasingly being applied to plan and control the behavior of autonomous systems interacting with the physical world. Examples include self-driving vehicles, distributed sensor networks, and…
Inverse Reinforcement Learning (IRL) aims to facilitate a learner's ability to imitate expert behavior by acquiring reward functions that explain the expert's decisions. Regularized IRL applies strongly convex regularizers to the learner's…
Reinforcement Learning (RL) is an important machine learning paradigm for solving sequential decision-making problems. Recent years have witnessed remarkable progress in this field due to the rapid development of deep neural networks.…
Generative models have made significant progress in synthesizing visual content, including images, videos, and 3D/4D structures. However, they are typically trained with surrogate objectives such as likelihood or reconstruction loss, which…
Reinforcement learning (RL) has emerged as a powerful approach for tackling complex medical decision-making problems such as treatment planning, personalized medicine, and optimizing the scheduling of surgeries and appointments. It has…