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Deep Reinforcement Learning (DRL) has achieved remarkable success in sequential decision-making tasks across diverse domains, yet its reliance on black-box neural architectures hinders interpretability, trust, and deployment in high-stakes…
We introduce a method to verify stochastic reinforcement learning (RL) policies. This approach is compatible with any RL algorithm as long as the algorithm and its corresponding environment collectively adhere to the Markov property. In…
Deep reinforcement learning (DRL) is a well-suited approach to financial decision-making, where an agent makes decisions based on its trading strategy developed from market observations. Existing DRL intraday trading strategies mainly use…
Trial-and-error based reinforcement learning (RL) has seen rapid advancements in recent times, especially with the advent of deep neural networks. However, the majority of autonomous RL algorithms require a large number of interactions with…
This paper presents a method for testing the decision making systems of autonomous vehicles. Our approach involves perturbing stochastic elements in the vehicle's environment until the vehicle is involved in a collision. Instead of applying…
Deep reinforcement learning (DRL) has been widely studied in the portfolio management task. However, it is challenging to understand a DRL-based trading strategy because of the black-box nature of deep neural networks. In this paper, we…
Classical portfolio optimization often requires forecasting asset returns and their corresponding variances in spite of the low signal-to-noise ratio provided in the financial markets. Modern deep reinforcement learning (DRL) offers a…
Motivated by the need for a robust policy in the face of environment shifts between training and deployment, we contribute to the theoretical foundation of distributionally robust reinforcement learning (DRRL). This is accomplished through…
Deep Reinforcement Learning (DRL) techniques have received significant attention in control and decision-making algorithms. Most applications involve complex decision-making systems, justified by the algorithms' computational power and…
Autonomous driving systems are always built on motion-related modules such as the planner and the controller. An accurate and robust trajectory tracking method is indispensable for these motion-related modules as a primitive routine.…
Deep reinforcement learning (DRL) has reached super human levels in complex tasks like game solving (Go and autonomous driving). However, it remains an open question whether DRL can reach human level in applications to financial problems…
Deep Reinforcement Learning (DRL) is applied to control a nonlinear, chaotic system governed by the one-dimensional Kuramoto-Sivashinsky (KS) equation. DRL uses reinforcement learning principles for the determination of optimal control…
Deep Reinforcement Learning (DRL) has emerged as a powerful control technique in robotic science. In contrast to control theory, DRL is more robust in the thorough exploration of the environment. This capability of DRL generates more…
Deep reinforcement learning (DRL) has become a dominant deep-learning paradigm for tasks where complex policies are learned within reactive systems. Unfortunately, these policies are known to be susceptible to bugs. Despite significant…
In domains such as finance, healthcare, and robotics, managing worst-case scenarios is critical, as failure to do so can lead to catastrophic outcomes. Distributional Reinforcement Learning (DRL) provides a natural framework to incorporate…
As power systems are undergoing a significant transformation with more uncertainties, less inertia and closer to operation limits, there is increasing risk of large outages. Thus, there is an imperative need to enhance grid emergency…
Can an agent learn efficiently in a noisy and self adapting environment with sequential, non-stationary and non-homogeneous observations? Through trading bots, we illustrate how Deep Reinforcement Learning (DRL) can tackle this challenge.…
Deep Reinforcement Learning (DRL) has become a powerful methodology to solve complex decision-making problems. However, DRL has several limitations when used in real-world problems (e.g., robotics applications). For instance, long training…
Since deep neural networks' resurgence, reinforcement learning has gradually strengthened and surpassed humans in many conventional games. However, it is not easy to copy these accomplishments to autonomous driving because state spaces are…
Deterministic and Stochastic techniques in Deep Reinforcement Learning (Deep-RL) have become a promising solution to improve motion control and the decision-making tasks for a wide variety of robots. Previous works showed that these Deep-RL…