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Reinforcement learning (RL) algorithms have been around for decades and employed to solve various sequential decision-making problems. These algorithms however have faced great challenges when dealing with high-dimensional environments. The…

Reinforcement learning (RL) studies how an agent comes to achieve reward in an environment through interactions over time. Recent advances in machine RL have surpassed human expertise at the world's oldest board games and many classic video…

In this work, we study model-based reinforcement learning (RL) in unknown stabilizable linear dynamical systems. When learning a dynamical system, one needs to stabilize the unknown dynamics in order to avoid system blow-ups. We propose an…

This research focuses on enhancing reinforcement learning (RL) algorithms by integrating penalty functions to guide agents in avoiding unwanted actions while optimizing rewards. The goal is to improve the learning process by ensuring that…

As agentic AI becomes more widespread, agents with distinct and possibly conflicting goals will interact in complex ways. These multi-agent interactions pose a fundamental challenge, particularly in social dilemmas, where agents' individual…

Reinforcement Learning (RL) agents have great successes in solving tasks with large observation and action spaces from limited feedback. Still, training the agents is data-intensive and there are no guarantees that the learned behavior is…

The application of Reinforcement Learning (RL) to economic modeling reveals a fundamental conflict between the assumptions of equilibrium theory and the emergent behavior of learning agents. While canonical economic models assume atomistic…

Reinforcement learning (RL) has emerged as a powerful paradigm for solving decision-making problems in dynamic environments. In this research, we explore the application of Double DQN (DDQN) and Dueling Network Architectures, to financial…

Deep reinforcement learning (RL) is a promising approach to solving complex robotics problems. However, the process of learning through trial-and-error interactions is often highly time-consuming, despite recent advancements in RL…

A key method for creating Artificial Intelligence (AI) agents is Reinforcement Learning (RL). However, constructing a standalone RL policy that maps perception to action directly encounters severe problems, chief among them being its lack…

Deep reinforcement learning (RL) algorithms can learn complex policies to optimize agent operation over time. RL algorithms have shown promising results in solving complicated problems in recent years. However, their application on…

It is desirable for an agent to be able to solve a rich variety of problems that can be specified through language in the same environment. A popular approach towards obtaining such agents is to reuse skills learned in prior tasks to…

Multi-task reinforcement learning (RL) aims to find a single policy that effectively solves multiple tasks at the same time. This paper presents a constrained formulation for multi-task RL where the goal is to maximize the average…

Conventional reinforcement learning (RL) methods can successfully solve a wide range of sequential decision problems. However, learning policies that can generalize predictably across multiple tasks in a setting with non-Markovian reward…

Envisioned application areas for reinforcement learning (RL) include autonomous driving, precision agriculture, and finance, which all require RL agents to make decisions in the real world. A significant challenge hindering the adoption of…

Robust Reinforcement Learning (RL) focuses on improving performances under model errors or adversarial attacks, which facilitates the real-life deployment of RL agents. Robust Adversarial Reinforcement Learning (RARL) is one of the most…

In this thesis, we research learning algorithms for optimal decision making in two different contexts, Reinforcement Learning in Part I and Auction Design in Part II. Reinforcement learning (RL) is an area of machine learning that is…

Safe and efficient autonomous driving maneuvers in an interactive and complex environment can be considerably challenging due to the unpredictable actions of other surrounding agents that may be cooperative or adversarial in their…

Reinforcement learning (RL) involves sequential decision making in uncertain environments. The aim of the decision-making agent is to maximize the benefit of acting in its environment over an extended period of time. Finding an optimal…

Reinforcement Learning (RL) enables an intelligent agent to optimise its performance in a task by continuously taking action from an observed state and receiving a feedback from the environment in form of rewards. RL typically uses tables…