Related papers: A Policy Efficient Reduction Approach to Convex Co…

Goal-conditioned reinforcement learning (RL) is a promising direction for training agents that are capable of solving multiple tasks and reach a diverse set of objectives. How to \textit{specify} and \textit{ground} these goals in such a…

Many challenging real-world problems require the deployment of ensembles multiple complementary learning models to reach acceptable performance levels. While effective, applying the entire ensemble to every sample is costly and often…

Reinforcement learning (RL) is attracting attention as an effective way to solve sequential optimization problems that involve high dimensional state/action space and stochastic uncertainties. Many such problems involve constraints…

We study the budget allocation problem in online marketing campaigns that utilize previously collected offline data. We first discuss the long-term effect of optimizing marketing budget allocation decisions in the offline setting. To…

This paper develops an inherently parallelised, fast, approximate learning-based solution to the generic class of Capacitated Vehicle Routing Problems with Time Windows and Dynamic Routing (CVRP-TWDR). Considering vehicles in a fleet as…

We propose policy gradient algorithms for solving a risk-sensitive reinforcement learning (RL) problem in on-policy as well as off-policy settings. We consider episodic Markov decision processes, and model the risk using the broad class of…

Constrained Reinforcement Learning (RL) aims to maximize the return while adhering to predefined constraint limits, which represent domain-specific safety requirements. In continuous control settings, where learning agents govern system…

Many sequential decision-making tasks involve optimizing multiple conflicting objectives, requiring policies that adapt to different user preferences. In multi-objective reinforcement learning (MORL), one widely studied approach} addresses…

A promising paradigm for offline reinforcement learning (RL) is to constrain the learned policy to stay close to the dataset behaviors, known as policy constraint offline RL. However, existing works heavily rely on the purity of the data,…

Combinatorial optimization has found applications in numerous fields, from aerospace to transportation planning and economics. The goal is to find an optimal solution among a finite set of possibilities. The well-known challenge one faces…

The framework of deep reinforcement learning (DRL) provides a powerful and widely applicable mathematical formalization for sequential decision-making. This paper present a novel DRL framework, termed \emph{$f$-Divergence Reinforcement…

Constrained Reinforcement Learning (CRL) aims to optimize decision-making policies under constraint conditions, making it highly applicable to safety-critical domains such as autonomous driving, robotics, and power grid management. However,…

This paper explores the use of Maximum Causal Entropy Inverse Reinforcement Learning (IRL) within the context of discrete-time stationary Mean-Field Games (MFGs) characterized by finite state spaces and an infinite-horizon,…

In reinforcement learning (RL), it is often advantageous to consider additional constraints on the action space to ensure safety or action relevance. Existing work on such action-constrained RL faces challenges regarding effective policy…

Most offline reinforcement learning (RL) algorithms return a target policy maximizing a trade-off between (1) the expected performance gain over the behavior policy that collected the dataset, and (2) the risk stemming from the…

Meta reinforcement learning (Meta-RL) is an approach wherein the experience gained from solving a variety of tasks is distilled into a meta-policy. The meta-policy, when adapted over only a small (or just a single) number of steps, is able…

We study a Federated Reinforcement Learning (FedRL) problem with constraint heterogeneity. In our setting, we aim to solve a reinforcement learning problem with multiple constraints while $N$ training agents are located in $N$ different…

Since the 1990s, considerable empirical work has been carried out to train statistical models, such as neural networks (NNs), as learned heuristics for combinatorial optimization (CO) problems. When successful, such an approach eliminates…

Offline goal-conditioned reinforcement learning (GCRL) aims at solving goal-reaching tasks with sparse rewards from an offline dataset. While prior work has demonstrated various approaches for agents to learn near-optimal policies, these…

Meta-Reinforcement Learning (MRL) is a promising framework for training agents that can quickly adapt to new environments and tasks. In this work, we study the MRL problem under the policy gradient formulation, where we propose a novel…