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We propose a novel framework to solve risk-sensitive reinforcement learning (RL) problems where the agent optimises time-consistent dynamic spectral risk measures. Based on the notion of conditional elicitability, our methodology constructs…

Machine Learning · Computer Science 2023-05-02 Anthony Coache , Sebastian Jaimungal , Álvaro Cartea

We propose a framework for distributed robust statistical learning on {\em big contaminated data}. The Distributed Robust Learning (DRL) framework can reduce the computational time of traditional robust learning methods by several orders of…

Machine Learning · Statistics 2015-02-10 Jiashi Feng , Huan Xu , Shie Mannor

Distributionally robust offline reinforcement learning (RL) aims to find a policy that performs the best under the worst environment within an uncertainty set using an offline dataset collected from a nominal model. While recent advances in…

Machine Learning · Computer Science 2025-01-07 Ruiquan Huang , Yingbin Liang , Jing Yang

We consider the problem of learning a set of probability distributions from the empirical Bellman dynamics in distributional reinforcement learning (RL), a class of state-of-the-art methods that estimate the distribution, as opposed to only…

Machine Learning · Computer Science 2020-12-10 Thanh Tang Nguyen , Sunil Gupta , Svetha Venkatesh

Recently, deep reinforcement learning (RL) methods have been applied successfully to multi-agent scenarios. Typically, these methods rely on a concatenation of agent states to represent the information content required for decentralized…

Multiagent Systems · Computer Science 2019-06-07 Maximilian Hüttenrauch , Adrian Šošić , Gerhard Neumann

Safety in reinforcement learning (RL) is a key property in both training and execution in many domains such as autonomous driving or finance. In this paper, we formalize it with a constrained RL formulation in the distributional RL setting.…

Machine Learning · Computer Science 2021-03-01 Jianyi Zhang , Paul Weng

A common setting of reinforcement learning (RL) is a Markov decision process (MDP) in which the environment is a stochastic discrete-time dynamical system. Whereas MDPs are suitable in such applications as video-games or puzzles, physical…

Robotics · Computer Science 2022-11-29 Pavel Osinenko , Dmitrii Dobriborsci , Grigory Yaremenko , Georgiy Malaniya

Deep reinforcement learning (DRL) has emerged as a powerful paradigm for solving complex decision-making problems. However, DRL-based systems still face significant dependability challenges particularly in real-time environments due to the…

Software Engineering · Computer Science 2026-03-25 Guoxin Su , Thomas Robinson , Hoa Khanh Dam , Li Liu , David S. Rosenblum

In traditional reinforcement learning, an agent maximizes the reward collected during its interaction with the environment by approximating the optimal policy through the estimation of value functions. Typically, given a state s and action…

Machine Learning · Computer Science 2018-06-20 Shangda Li , Selina Bing , Steven Yang

Reinforcement Learning (RL) is a learning paradigm concerned with learning to control a system so as to maximize an objective over the long term. This approach to learning has received immense interest in recent times and success manifests…

Artificial Intelligence · Computer Science 2018-07-26 Sanyam Kapoor

Deep reinforcement learning (DRL) has been increasingly employed to handle the dynamic and complex resource management in network slicing. The deployment of DRL policies in real networks, however, is complicated by heterogeneous cell…

Networking and Internet Architecture · Computer Science 2023-06-26 Tianlun Hu , Qi Liao , Qiang Liu , Georg Carle

Despite its notable success in adversarial learning approaches to multi-domain task-oriented dialog system, training the dialog policy via adversarial inverse reinforcement learning often fails to balance the performance of the policy…

Artificial Intelligence · Computer Science 2020-06-02 Jeiyoon Park , Chanhee Lee , Kuekyeng Kim , Heuiseok Lim

Finding optimal bidding strategies for generation units in electricity markets would result in higher profit. However, it is a challenging problem due to the system uncertainty which is due to the unknown other generation units' strategies.…

Artificial Intelligence · Computer Science 2022-08-15 Pegah Rokhforoz , Olga Fink

In the domain of continuous control, deep reinforcement learning (DRL) demonstrates promising results. However, the dependence of DRL on deep neural networks (DNNs) results in the demand for extensive data and increased computational cost.…

Machine Learning · Computer Science 2025-04-15 Shiron Thalagala , Pak Kin Wong , Xiaozheng Wang , Tianang Sun

Deep reinforcement learning (RL) algorithms can use high-capacity deep networks to learn directly from image observations. However, these high-dimensional observation spaces present a number of challenges in practice, since the policy must…

Machine Learning · Computer Science 2020-10-27 Alex X. Lee , Anusha Nagabandi , Pieter Abbeel , Sergey Levine

Diffusion models have emerged as powerful generative tools across various domains, yet tailoring pre-trained models to exhibit specific desirable properties remains challenging. While reinforcement learning (RL) offers a promising…

Computer Vision and Pattern Recognition · Computer Science 2025-06-03 Fengyuan Dai , Zifeng Zhuang , Yufei Huang , Siteng Huang , Bangyan Liao , Donglin Wang , Fajie Yuan

Quantifying uncertainty about a policy's long-term performance is important to solve sequential decision-making tasks. We study the problem from a model-based Bayesian reinforcement learning perspective, where the goal is to learn the…

Machine Learning · Computer Science 2024-09-04 Carlos E. Luis , Alessandro G. Bottero , Julia Vinogradska , Felix Berkenkamp , Jan Peters

In recent years, a variety of tasks have been accomplished by deep reinforcement learning (DRL). However, when applying DRL to tasks in a real-world environment, designing an appropriate reward is difficult. Rewards obtained via actual…

Machine Learning · Computer Science 2023-10-04 Kanata Suzuki , Tetsuya Ogata

We present a distributional approach to theoretical analyses of reinforcement learning algorithms for constant step-sizes. We demonstrate its effectiveness by presenting simple and unified proofs of convergence for a variety of…

Machine Learning · Computer Science 2020-03-30 Philip Amortila , Doina Precup , Prakash Panangaden , Marc G. Bellemare

Deep reinforcement learning (DRL) has found application in numerous use-cases pertaining to flow control. Multi-agent RL (MARL), a variant of DRL, has shown to be more effective than single-agent RL in controlling flows exhibiting locality…