Related papers: Reinforcement Learning for Task Specifications wit…
We consider model-free reinforcement learning for infinite-horizon discounted Markov Decision Processes (MDPs) with a continuous state space and unknown transition kernel, when only a single sample path under an arbitrary policy of the…
We investigate the use of Reinforcement Learning for the optimal execution of meta-orders, where the objective is to execute incrementally large orders while minimizing implementation shortfall and market impact over an extended period of…
Consider a Markov decision process (MDP) that admits a set of state-action features, which can linearly express the process's probabilistic transition model. We propose a parametric Q-learning algorithm that finds an approximate-optimal…
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…
We study reinforcement learning with linear function approximation and finite-memory approximations for partially observed Markov decision processes (POMDPs). We first present an algorithm for the value evaluation of finite-memory feedback…
Curriculum learning in reinforcement learning is a training methodology that seeks to speed up learning of a difficult target task, by first training on a series of simpler tasks and transferring the knowledge acquired to the target task.…
It is challenging for a security analyst to detect or defend against cyber-attacks. Moreover, traditional defense deployment methods require the security analyst to manually enforce the defenses in the presence of uncertainties about the…
Safe exploration is crucial for the real-world application of reinforcement learning (RL). Previous works consider the safe exploration problem as Constrained Markov Decision Process (CMDP), where the policies are being optimized under…
We study online learning in episodic constrained Markov decision processes (CMDPs), where the learner aims at collecting as much reward as possible over the episodes, while satisfying some long-term constraints during the learning process.…
The Markov decision process (MDP) formulation used to model many real-world sequential decision making problems does not efficiently capture the setting where the set of available decisions (actions) at each time step is stochastic.…
The increasing use of autonomous and semi-autonomous agents in society has made it crucial to validate their safety. However, the complex scenarios in which they are used may make formal verification impossible. To address this challenge,…
We characterize the class of nondeterministic ${\omega}$-automata that can be used for the analysis of finite Markov decision processes (MDPs). We call these automata `good-for-MDPs' (GFM). We show that GFM automata are closed under classic…
We consider the problem of learning by demonstration from agents acting in unknown stochastic Markov environments or games. Our aim is to estimate agent preferences in order to construct improved policies for the same task that the agents…
We consider the problem of learning by demonstration from agents acting in unknown stochastic Markov environments or games. Our aim is to estimate agent preferences in order to construct improved policies for the same task that the agents…
Reinforcement learning (RL) has shown a promising performance in learning optimal policies for a variety of sequential decision-making tasks. However, in many real-world RL problems, besides optimizing the main objectives, the agent is…
Our work aims at developing reinforcement learning algorithms that do not rely on the Markov assumption. We consider the class of Non-Markov Decision Processes where histories can be abstracted into a finite set of states while preserving…
We present a non-asymptotic convergence analysis of $Q$-learning and actor-critic algorithms for robust average-reward Markov Decision Processes (MDPs) under contamination, total-variation (TV) distance, and Wasserstein uncertainty sets. A…
Reinforcement Learning is a powerful framework for training agents to navigate different situations, but it is susceptible to changes in environmental dynamics. However, solving Markov Decision Processes that are robust to changes is…
Most reinforcement learning methods are based upon the key assumption that the transition dynamics and reward functions are fixed, that is, the underlying Markov decision process is stationary. However, in many real-world applications, this…
The primary goal of reinforcement learning is to develop decision-making policies that prioritize optimal performance without considering risk or safety. In contrast, safe reinforcement learning aims to mitigate or avoid unsafe states. This…