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Deep Reinforcement Learning (DRL) has become a popular method for solving control problems in power systems. Conventional DRL encourages the agent to explore various policies encoded in a neural network (NN) with the goal of maximizing the…
In dynamic programming (DP) and reinforcement learning (RL), an agent learns to act optimally in terms of expected long-term return by sequentially interacting with its environment modeled by a Markov decision process (MDP). More generally…
Domain randomization is a simple, effective, and flexible scheme for obtaining robust feedback policies aimed at reducing the sim-to-real gap due to model mismatch. While domain randomization methods have yielded impressive demonstrations…
Reinforcement Learning (RL) has been used to finetune Large Language Models (LLMs) using a reward model trained from preference data, to better align with human judgment. The recently introduced direct alignment methods, which are often…
While policy optimization algorithms have played an important role in recent empirical success of Reinforcement Learning (RL), the existing theoretical understanding of policy optimization remains rather limited -- they are either…
We propose a compositional approach to synthesize policies for networks of continuous-space stochastic control systems with unknown dynamics using model-free reinforcement learning (RL). The approach is based on implicitly abstracting each…
We propose a method to encourage safety in Model Predictive Control (MPC)-based Reinforcement Learning (RL) via Gaussian Process (GP) regression. This framework consists of 1) a parametric MPC scheme that is employed as model-based…
Distributional reinforcement learning (DRL) enhances the understanding of the effects of the randomness in the environment by letting agents learn the distribution of a random return, rather than its expected value as in standard RL. At the…
In contemporary control theory, self-adaptive methodologies are highly esteemed for their inherent flexibility and robustness in managing modeling uncertainties. Particularly, robust adaptive control stands out owing to its potent…
Lagrangian methods are widely used algorithms for constrained optimization problems, but their learning dynamics exhibit oscillations and overshoot which, when applied to safe reinforcement learning, leads to constraint-violating behavior…
Uncertainty estimation for Reinforcement Learning (RL) is a critical component in control tasks where agents must balance safe exploration and efficient learning. While deep neural networks have enabled breakthroughs in RL, they often lack…
We study the problem of learning safe control policies that are also effective; i.e., maximizing the probability of satisfying a linear temporal logic (LTL) specification of a task, and the discounted reward capturing the (classic) control…
The purpose of this paper is to develop a self-optimized association algorithm based on PGRL (Policy Gradient Reinforcement Learning), which is both scalable, stable and robust. The term robust means that performance degradation in the…
Recent developments in Reinforcement learning have significantly enhanced sequential decision-making in uncertain environments. Despite their strong performance guarantees, most existing work has focused primarily on improving the…
The volatility fitting is one of the core problems in the equity derivatives business. Through a set of deterministic rules, the degrees of freedom in the implied volatility surface encoding (parametrization, density, diffusion) are…
While reinforcement learning methods have delivered remarkable results in a number of settings, generalization, i.e., the ability to produce policies that generalize in a reliable and systematic way, has remained a challenge. The problem of…
We investigate the challenge of parametrizing policies for reinforcement learning (RL) in high-dimensional continuous action spaces. Our objective is to develop a multimodal policy that overcomes limitations inherent in the commonly-used…
We consider a new form of reinforcement learning (RL) that is based on opportunities to directly learn the optimal control policy and a general Markov decision process (MDP) framework devised to support these opportunities. Derivations of…
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…
In recent years, reinforcement learning (RL) systems with general goals beyond a cumulative sum of rewards have gained traction, such as in constrained problems, exploration, and acting upon prior experiences. In this paper, we consider…