Related papers: LISPR: An Options Framework for Policy Reuse with …
In most common settings of Markov Decision Process (MDP), an agent evaluate a policy based on expectation of (discounted) sum of rewards. However in many applications this criterion might not be suitable from two perspective: first, in risk…
In this paper, we propose a novel framework for approximating the explicit MPC policy for linear parameter-varying systems using supervised learning. Our learning scheme guarantees feasibility and near-optimality of the approximated MPC…
Reinforcement learning (RL) has demonstrated its ability to solve high dimensional tasks by leveraging non-linear function approximators. However, these successes are mostly achieved by 'black-box' policies in simulated domains. When…
We study the policy testing problem in discounted Markov decision processes (MDPs) in the fixed-confidence setting under a generative model with static sampling. The goal is to decide whether the value of a given policy exceeds a specified…
The problem of offline reinforcement learning focuses on learning a good policy from a log of environment interactions. Past efforts for developing algorithms in this area have revolved around introducing constraints to online reinforcement…
In recommender systems, reinforcement learning solutions have shown promising results in optimizing the interaction sequence between users and the system over the long-term performance. For practical reasons, the policy's actions are…
A central task in control theory, artificial intelligence, and formal methods is to synthesize reward-maximizing strategies for agents that operate in partially unknown environments. In environments modeled by gray-box Markov decision…
The key assumption underlying linear Markov Decision Processes (MDPs) is that the learner has access to a known feature map $\phi(x, a)$ that maps state-action pairs to $d$-dimensional vectors, and that the rewards and transitions are…
This note re-visits the rolling-horizon control approach to the problem of a Markov decision process (MDP) with infinite-horizon discounted expected reward criterion. Distinguished from the classical value-iteration approach, we develop an…
We study the problem of learning optimal policies in finite-horizon Markov Decision Processes (MDPs) using low-rank reinforcement learning (RL) methods. In finite-horizon MDPs, the policies, and therefore the value functions (VFs) are not…
Recent advances in deep learning have enabled optimization of deep reactive policies (DRPs) for continuous MDP planning by encoding a parametric policy as a deep neural network and exploiting automatic differentiation in an end-to-end…
We propose novel model transfer-learning methods that refine a decision forest model M learned within a "source" domain using a training set sampled from a "target" domain, assumed to be a variation of the source. We present two random…
A recent goal in the Reinforcement Learning (RL) framework is to choose a sequence of actions or a policy to maximize the reward collected or minimize the regret incurred in a finite time horizon. For several RL problems in operation…
This paper proposes an observer-based framework for solving Partially Observable Markov Decision Processes (POMDPs) when an accurate model is not available. We first propose to use a Moving Horizon Estimation-Model Predictive Control…
In these notes we will tackle the problem of finding optimal policies for Markov decision processes (MDPs) which are not fully known to us. Our intention is to slowly transition from an offline setting to an online (learning) setting.…
Transfer learning of prediction models has been extensively studied, while the corresponding policy learning approaches are rarely discussed. In this paper, we propose principled approaches for learning the optimal policy in the target…
While most approaches to the problem of Inverse Reinforcement Learning (IRL) focus on estimating a reward function that best explains an expert agent's policy or demonstrated behavior on a control task, it is often the case that such…
We study multi-objective reinforcement learning with nonlinear preferences over trajectories. That is, we maximize the expected value of a nonlinear function over accumulated rewards (expected scalarized return or ESR) in a multi-objective…
The options framework in Hierarchical Reinforcement Learning breaks down overall goals into a combination of options or simpler tasks and associated policies, allowing for abstraction in the action space. Ideally, these options can be…
A crucial challenge in reinforcement learning is to reduce the number of interactions with the environment that an agent requires to master a given task. Transfer learning proposes to address this issue by re-using knowledge from previously…