Related papers: Robust Risk-Aware Reinforcement Learning
Robust reinforcement learning (RRL) aims at seeking a robust policy to optimize the worst case performance over an uncertainty set of Markov decision processes (MDPs). This set contains some perturbed MDPs from a nominal MDP (N-MDP) that…
Due to the nature of risk management in learning applicable policies, risk-sensitive reinforcement learning (RSRL) has been realized as an important direction. RSRL is usually achieved by learning risk-sensitive objectives characterized by…
This paper focuses on reinforcement learning (RL) with limited prior knowledge. In the domain of swarm robotics for instance, the expert can hardly design a reward function or demonstrate the target behavior, forbidding the use of both…
We introduce a sampling perspective to tackle the challenging task of training robust Reinforcement Learning (RL) agents. Leveraging the powerful Stochastic Gradient Langevin Dynamics, we present a novel, scalable two-player RL algorithm,…
This paper investigates the so-called reward-balancing methods, a novel class of algorithms for solving discounted-return reinforcement learning (RL) problems. These methods consist of iteratively adjusting the reward function to transform…
Robust reinforcement learning (RL) considers the problem of learning policies that perform well in the worst case among a set of possible environment parameter values. In real-world environments, choosing the set of possible values for…
Reinforcement learning (RL)-based driver assistance systems seek to improve fuel consumption via continual improvement of powertrain control actions considering experiential data from the field. However, the need to explore diverse…
Reinforcement Learning (RL) applied to financial problems has been the subject of a lively area of research. The use of RL for optimal trading strategies that exploit latent information in the market is, to the best of our knowledge, not…
Robust reinforcement learning (RL) aims to learn policies that remain effective despite uncertainties in its environment, which frequently arise in real-world applications due to variations in environment dynamics. The robust RL methods…
Reinforcement Learning (RL) is an effective tool for controller design but can struggle with issues of robustness, failing catastrophically when the underlying system dynamics are perturbed. The Robust RL formulation tackles this by adding…
Portfolio management is a fundamental problem in finance. It involves periodic reallocations of assets to maximize the expected returns within an appropriate level of risk exposure. Deep reinforcement learning (RL) has been considered a…
Reinforcement Learning (RL) is essentially a trial-and-error learning procedure which may cause unsafe behavior during the exploration-and-exploitation process. This hinders the application of RL to real-world control problems, especially…
Deep neural networks coupled with fast simulation and improved computation have led to recent successes in the field of reinforcement learning (RL). However, most current RL-based approaches fail to generalize since: (a) the gap between…
We develop a portfolio allocation framework that leverages deep learning techniques to address challenges arising from high-dimensional, non-stationary, and low-signal-to-noise market information. Our approach includes a dynamic embedding…
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…
From out-competing grandmasters in chess to informing high-stakes healthcare decisions, emerging methods from artificial intelligence are increasingly capable of making complex and strategic decisions in diverse, high-dimensional, and…
To overcome the sim-to-real gap in reinforcement learning (RL), learned policies must maintain robustness against environmental uncertainties. While robust RL has been widely studied in single-agent regimes, in multi-agent environments, the…
Recent studies have shown that deep reinforcement learning agents are vulnerable to small adversarial perturbations on the agent's inputs, which raises concerns about deploying such agents in the real world. To address this issue, we…
Risk-sensitive reinforcement learning (RL) is crucial for maintaining reliable performance in high-stakes applications. While traditional RL methods aim to learn a point estimate of the random cumulative cost, distributional RL (DRL) seeks…
This study presents a Reinforcement Learning (RL)-based portfolio management model tailored for high-risk environments, addressing the limitations of traditional RL models and exploiting market opportunities through two-sided transactions…