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We develop a deep reinforcement learning (RL) framework for an optimal market-making (MM) trading problem, specifically focusing on price processes with semi-Markov and Hawkes Jump-Diffusion dynamics. We begin by discussing the basics of RL…
Traditional reinforcement learning (RL) generates discrete control policies, assigning one action per cycle. These policies are usually implemented as in a fixed-frequency control loop. This rigidity presents challenges as optimal control…
Deep Reinforcement Learning (Deep RL) and Evolutionary Algorithms (EA) are two major paradigms of policy optimization with distinct learning principles, i.e., gradient-based v.s. gradient-free. An appealing research direction is integrating…
Multi-agent deep reinforcement learning makes optimal decisions dependent on system states observed by agents, but any uncertainty on the observations may mislead agents to take wrong actions. The Mean-Field Actor-Critic reinforcement…
The integration of Reinforcement Learning (RL) and Evolutionary Algorithms (EAs) aims at simultaneously exploiting the sample efficiency as well as the diversity and robustness of the two paradigms. Recently, hybrid learning frameworks…
We propose WSAC (Weighted Safe Actor-Critic), a novel algorithm for Safe Offline Reinforcement Learning (RL) under functional approximation, which can robustly optimize policies to improve upon an arbitrary reference policy with limited…
Safety is essential for reinforcement learning (RL) applied in real-world situations. Chance constraints are suitable to represent the safety requirements in stochastic systems. Previous chance-constrained RL methods usually have a low…
Combinatorial optimization problems are notoriously challenging due to their discrete structure and exponentially large solution space. Recent advances in deep reinforcement learning (DRL) have enabled the learning heuristics directly from…
Learning-based methods have enabled robots to acquire bio-inspired movements with increasing levels of naturalness and adaptability. Among these, Imitation Learning (IL) has proven effective in transferring complex motion patterns from…
Modern offline Reinforcement Learning (RL) methods find performant actor-critics, however, fine-tuning these actor-critics online with value-based RL algorithms typically causes immediate drops in performance. We provide evidence consistent…
We study the robustness of deep reinforcement learning algorithms against distribution shifts within contextual multi-stage stochastic combinatorial optimization problems from the operations research domain. In this context, risk-sensitive…
Evolution strategies (ES), as a family of black-box optimization algorithms, recently emerge as a scalable alternative to reinforcement learning (RL) approaches such as Q-learning or policy gradient, and are much faster when many central…
The Soft Actor-Critic (SAC) algorithm, a state-of-the-art method in maximum entropy reinforcement learning, traditionally relies on minimizing reverse Kullback-Leibler (KL) divergence for policy updates. However, this approach leads to an…
An innovative evolutionary method for the dynamic control of reconfigurable intelligent surfaces (RISs) is proposed. It leverages, on the one hand, on the exploration capabilities of evolutionary strategies and their effectiveness in…
Evolution Strategies (ES) have recently been demonstrated to be a viable alternative to reinforcement learning (RL) algorithms on a set of challenging deep RL problems, including Atari games and MuJoCo humanoid locomotion benchmarks. While…
As modern air combat evolves toward beyond-visual-range (BVR) multi-aircraft cooperative engagements, autonomous decision-making for unmanned combat aerial vehicles (UCAVs) faces significant challenges due to high-dimensional state spaces,…
It is difficult to be able to imitate well in unknown states from a small amount of expert data and sampling data. Supervised learning methods such as Behavioral Cloning do not require sampling data, but usually suffer from distribution…
While the maximum entropy (MaxEnt) reinforcement learning (RL) framework -- often touted for its exploration and robustness capabilities -- is usually motivated from a probabilistic perspective, the use of deep probabilistic models has not…
In this work, we explore UAV-assisted reconfigurable intelligent surface (RIS) technology to enhance downlink communications in wireless networks. By integrating RIS on both UAVs and ground infrastructure, we aim to boost network coverage,…
Providing densely shaped reward functions for RL algorithms is often exceedingly challenging, motivating the development of RL algorithms that can learn from easier-to-specify sparse reward functions. This sparsity poses new exploration…