Related papers: Robust Value Iteration for Continuous Control Task…
Adversarial optimization algorithms that explicitly search for flaws in agents' policies have been successfully applied to finding robust and diverse policies in multi-agent settings. However, the success of adversarial optimization has…
Robust Markov Decision Processes (RMDPs) have received significant research interest, offering an alternative to standard Markov Decision Processes (MDPs) that often assume fixed transition probabilities. RMDPs address this by optimizing…
Dynamic portfolio optimization is the process of sequentially allocating wealth to a collection of assets in some consecutive trading periods, based on investors' return-risk profile. Automating this process with machine learning remains a…
Various methods for solving the inverse reinforcement learning (IRL) problem have been developed independently in machine learning and economics. In particular, the method of Maximum Causal Entropy IRL is based on the perspective of entropy…
Deep reinforcement learning has made significant progress in robotic manipulation tasks and it works well in the ideal disturbance-free environment. However, in a real-world environment, both internal and external disturbances are…
We study non-rectangular robust Markov decision processes under the average-reward criterion, where the ambiguity set couples transition probabilities across states and the adversary commits to a stationary kernel for the entire horizon. We…
Ensuring the robustness of deep reinforcement learning (DRL) agents against adversarial attacks is critical for their trustworthy deployment. Recent research highlights the challenges of achieving state-adversarial robustness and suggests…
This paper presents a model-free reinforcement learning (RL) algorithm to solve the risk-averse optimal control (RAOC) problem for discrete-time nonlinear systems. While successful RL algorithms have been presented to learn optimal control…
Imitation learning (IL) is a popular paradigm for training policies in robotic systems when specifying the reward function is difficult. However, despite the success of IL algorithms, they impose the somewhat unrealistic requirement that…
This paper proposes a general incremental policy iteration adaptive dynamic programming (ADP) algorithm for model-free robust optimal control of unknown nonlinear systems. The approach integrates recursive least squares estimation with…
This paper investigates the resilience and robustness of Deep Reinforcement Learning (DRL) policies to adversarial perturbations in the state space. We first present an approach for the disentanglement of vulnerabilities caused by…
Robust optimization has been widely used in nowadays data science, especially in adversarial training. However, little research has been done to quantify how robust optimization changes the optimizers and the prediction losses comparing to…
Three major challenges in reinforcement learning are the complex dynamical systems with large state spaces, the costly data acquisition processes, and the deviation of real-world dynamics from the training environment deployment. To…
Following the recent resurgence in establishing linear control theoretic benchmarks for reinforcement leaning (RL)-based policy optimization (PO) for complex dynamical systems with continuous state and action spaces, an optimal control…
Although adversarial examples and model robustness have been extensively studied in the context of linear models and neural networks, research on this issue in tree-based models and how to make tree-based models robust against adversarial…
Constrained reinforcement learning is to maximize the expected reward subject to constraints on utilities/costs. However, the training environment may not be the same as the test one, due to, e.g., modeling error, adversarial attack,…
Reinforcement learning (RL) agents are vulnerable to adversarial disturbances, which can deteriorate task performance or compromise safety specifications. Existing methods either address safety requirements under the assumption of no…
A neurochip is a device that reproduces the signal processing mechanisms of brain neurons and calculates Spiking Neural Networks (SNNs) with low power consumption and at high speed. Thus, neurochips are attracting attention from edge robot…
Reinforcement learning (RL) in continuous state-action spaces remains challenging in scientific computing due to poor sample efficiency and lack of pathwise physical consistency. We introduce Differential Reinforcement Learning…
This note provides a simple example demonstrating that, if exact computations are allowed, the number of iterations required for the value iteration algorithm to find an optimal policy for discounted dynamic programming problems may grow…