Related papers: Risk-Sensitive Deep RL: Variance-Constrained Actor…
Learning a predictive model of the mean return, or value function, plays a critical role in many reinforcement learning algorithms. Distributional reinforcement learning (DRL) has been shown to improve performance by modeling the value…
This scientific paper propose a novel portfolio optimization model using an improved deep reinforcement learning algorithm. The objective function of the optimization model is the weighted sum of the expectation and value at risk(VaR) of…
Learning optimal behavior from existing data is one of the most important problems in Reinforcement Learning (RL). This is known as "off-policy control" in RL where an agent's objective is to compute an optimal policy based on the data…
Dynamic real-time optimization (DRTO) is a challenging task due to the fact that optimal operating conditions must be computed in real time. The main bottleneck in the industrial application of DRTO is the presence of uncertainty. Many…
Traditional economic models often rely on fixed assumptions about market dynamics, limiting their ability to capture the complexities and stochastic nature of real-world scenarios. However, reality is more complex and includes noise, making…
In this paper, we study the problem of robust cooperative multi-agent reinforcement learning (RL) where a large number of cooperative agents with distributed information aim to learn policies in the presence of \emph{stochastic} and…
Evolutionary strategies have recently been shown to achieve competing levels of performance for complex optimization problems in reinforcement learning. In such problems, one often needs to optimize an objective function subject to a set of…
In recent years, there has been significant progress in applying deep reinforcement learning (RL) for solving challenging problems across a wide variety of domains. Nevertheless, convergence of various methods has been shown to suffer from…
In the domain of continuous control, deep reinforcement learning (DRL) demonstrates promising results. However, the dependence of DRL on deep neural networks (DNNs) results in the demand for extensive data and increased computational cost.…
In this paper, we propose an off-policy deep reinforcement learning (DRL) method utilizing the average reward criterion. While most existing DRL methods employ the discounted reward criterion, this can potentially lead to a discrepancy…
In this paper, we consider the problem of learning safe policies for probabilistic-constrained reinforcement learning (RL). Specifically, a safe policy or controller is one that, with high probability, maintains the trajectory of the agent…
Deep reinforcement learning (DRL) has achieved significant breakthroughs in various tasks. However, most DRL algorithms suffer a problem of generalizing the learned policy which makes the learning performance largely affected even by minor…
Deep reinforcement learning has obtained significant breakthroughs in recent years. Most methods in deep-RL achieve good results via the maximization of the reward signal provided by the environment, typically in the form of discounted…
In cooperative stochastic games multiple agents work towards learning joint optimal actions in an unknown environment to achieve a common goal. In many real-world applications, however, constraints are often imposed on the actions that can…
We present Distributional Soft Actor-Critic (DSAC), a distributional reinforcement learning (RL) algorithm that combines the strengths of distributional information of accumulated rewards and entropy-driven exploration from Soft…
Residual Reinforcement Learning (RL) is a popular approach for adapting pretrained policies by learning a lightweight residual policy that provides corrective actions. While Residual RL is more sample-efficient than finetuning the entire…
Deep reinforcement learning (DRL) algorithms have been demonstrated to be effective in a wide range of challenging decision making and control tasks. However, these methods typically suffer from severe action oscillations in particular in…
Many problems in Reinforcement Learning (RL) seek an optimal policy with large discrete multidimensional yet unordered action spaces; these include problems in randomized allocation of resources such as placements of multiple security…
Reinforcement learning in multi-agent scenarios is important for real-world applications but presents challenges beyond those seen in single-agent settings. We present an actor-critic algorithm that trains decentralized policies in…
Deep reinforcement learning (RL) has proven a powerful technique in many sequential decision making domains. However, Robotics poses many challenges for RL, most notably training on a physical system can be expensive and dangerous, which…