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Stochastic linear bandits are a natural and simple generalisation of finite-armed bandits with numerous practical applications. Current approaches focus on generalising existing techniques for finite-armed bandits, notably the optimism…

Deterministic policy gradient algorithms for continuous control suffer from value estimation biases that degrade performance. While double critics reduce such biases, the exploration potential of double actors remains underexplored.…

In this paper, we propose and study opportunistic reinforcement learning - a new variant of reinforcement learning problems where the regret of selecting a suboptimal action varies under an external environmental condition known as the…

We study the offline contextual bandit problem, where we aim to acquire an optimal policy using observational data. However, this data usually contains two deficiencies: (i) some variables that confound actions are not observed, and (ii)…

The optimistic nature of the Q-learning target leads to an overestimation bias, which is an inherent problem associated with standard $Q-$learning. Such a bias fails to account for the possibility of low returns, particularly in risky…

Model-free deep reinforcement learning (RL) algorithms have been successfully applied to a range of challenging sequential decision making and control tasks. However, these methods typically suffer from two major challenges: high sample…

Policy optimization methods are one of the most widely used classes of Reinforcement Learning (RL) algorithms. Yet, so far, such methods have been mostly analyzed from an optimization perspective, without addressing the problem of…

This paper studies the adaptive optimal stationary control of continuous-time linear stochastic systems with both additive and multiplicative noises, using reinforcement learning techniques. Based on policy iteration, a novel off-policy…

Deep reinforcement learning algorithms require large amounts of experience to learn an individual task. While in principle meta-reinforcement learning (meta-RL) algorithms enable agents to learn new skills from small amounts of experience,…

Most theoretically motivated work in the offline reinforcement learning setting requires precise uncertainty estimates. This requirement restricts the algorithms derived in that work to the tabular and linear settings where such estimates…

We present a method for finding optimal hedging policies for arbitrary initial portfolios and market states. We develop a novel actor-critic algorithm for solving general risk-averse stochastic control problems and use it to learn hedging…

Temporal abstraction allows reinforcement learning agents to represent knowledge and develop strategies over different temporal scales. The option-critic framework has been demonstrated to learn temporally extended actions, represented as…

We consider online reinforcement learning in episodic Markov decision process (MDP) with unknown transition function and stochastic rewards drawn from some fixed but unknown distribution. The learner aims to learn the optimal policy and…

Optimization of parameterized policies for reinforcement learning (RL) is an important and challenging problem in artificial intelligence. Among the most common approaches are algorithms based on gradient ascent of a score function…

Originating in the artificial intelligence literature, optimistic planning (OP) is an algorithm that generates near-optimal control inputs for generic nonlinear discrete-time systems whose input set is finite. This technique is therefore…

Task and motion planning (TAMP) for robotics manipulation necessitates long-horizon reasoning involving versatile actions and skills. While deterministic actions can be crafted by sampling or optimizing with certain constraints, planning…

Behavior constrained policy optimization has been demonstrated to be a successful paradigm for tackling Offline Reinforcement Learning. By exploiting historical transitions, a policy is trained to maximize a learned value function while…

Robust Reinforcement Learning aims to derive optimal behavior that accounts for model uncertainty in dynamical systems. However, previous studies have shown that by considering the worst case scenario, robust policies can be overly…

This paper develops a model of reference-dependent assessment of subjective beliefs in which loss-averse people optimally choose the expectation as the reference point to balance the current felicity from the optimistic anticipation and the…

Offline reinforcement learning (RL) aims to learn an optimal policy from pre-collected data. However, it faces challenges of distributional shift, where the learned policy may encounter unseen scenarios not covered in the offline data.…