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Off-policy evaluation of sequential decision policies from observational data is necessary in applications of batch reinforcement learning such as education and healthcare. In such settings, however, unobserved variables confound observed…

Machine Learning · Computer Science 2020-07-14 Nathan Kallus , Angela Zhou

We study optimality for the safety-constrained Markov decision process which is the underlying framework for safe reinforcement learning. Specifically, we consider a constrained Markov decision process (with finite states and finite…

Systems and Control · Electrical Eng. & Systems 2023-07-13 Rahul Misra , Rafał Wisniewski , Carsten Skovmose Kallesøe

Deep reinforcement learning is poised to revolutionise the field of AI and represents a step towards building autonomous systems with a higher level understanding of the visual world. Currently, deep learning is enabling reinforcement…

Machine Learning · Computer Science 2017-11-15 Kai Arulkumaran , Marc Peter Deisenroth , Miles Brundage , Anil Anthony Bharath

Traditional reinforcement learning (RL) aims to maximize the expected total reward, while the risk of uncertain outcomes needs to be controlled to ensure reliable performance in a risk-averse setting. In this paper, we consider the problem…

Machine Learning · Computer Science 2023-01-18 Xian Yu , Siqian Shen

In reinforcement learning, temporal difference-based algorithms can be sample-inefficient: for instance, with sparse rewards, no learning occurs until a reward is observed. This can be remedied by learning richer objects, such as a model of…

Machine Learning · Computer Science 2021-01-19 Léonard Blier , Corentin Tallec , Yann Ollivier

Reinforcement learning has been explored for many problems, from video games with deterministic environments to portfolio and operations management in which scenarios are stochastic; however, there have been few attempts to test these…

General Finance · Quantitative Finance 2024-02-19 Sherly Alfonso-Sánchez , Jesús Solano , Alejandro Correa-Bahnsen , Kristina P. Sendova , Cristián Bravo

We propose a hybrid approach that combines Hamilton-Jacobi (HJ) reachability and mixed-integer optimization for solving a reach-avoid game with multiple attackers and defenders. The reach-avoid game is an important problem with potential…

Systems and Control · Electrical Eng. & Systems 2023-09-26 Hanyang Hu , Minh Bui , Mo Chen

Deep Reinforcement Learning (DRL) has shown its promising capabilities to learn optimal policies directly from trial and error. However, learning can be hindered if the goal of the learning, defined by the reward function, is "not optimal".…

Artificial Intelligence · Computer Science 2019-10-09 Yizheng Zhang , Andre Rosendo

We consider a reach-avoid differential game, in which one of the players aims to steer the system into a target set without violating a set of state constraints, while the other player tries to prevent the first from succeeding; the system…

Optimization and Control · Mathematics 2014-10-30 Jaime F. Fisac , Mo Chen , Claire J. Tomlin , S. Shankar Sastry

Deep learning models suffer from catastrophic forgetting when trained in an incremental learning setting. In this work, we propose a novel approach to address the task incremental learning problem, which involves training a model on new…

Computer Vision and Pattern Recognition · Computer Science 2021-04-01 Pravendra Singh , Pratik Mazumder , Piyush Rai , Vinay P. Namboodiri

We study the problem of representation learning in goal-conditioned hierarchical reinforcement learning. In such hierarchical structures, a higher-level controller solves tasks by iteratively communicating goals which a lower-level policy…

Artificial Intelligence · Computer Science 2019-01-10 Ofir Nachum , Shixiang Gu , Honglak Lee , Sergey Levine

Value function learning plays a central role in many state-of-the-art reinforcement-learning algorithms. Many popular algorithms like Q-learning do not optimize any objective function, but are fixed-point iterations of some variant of…

Machine Learning · Computer Science 2020-01-10 Yihao Feng , Lihong Li , Qiang Liu

We propose a machine learning framework to synthesize reactive controllers for systems whose interactions with their adversarial environment are modeled by infinite-duration, two-player games over (potentially) infinite graphs. Our…

Computer Science and Game Theory · Computer Science 2020-11-03 Daniel Neider , Oliver Markgraf

This paper proposes a game-theoretic approach to address the problem of optimal sensor placement against an adversary in uncertain networked control systems. The problem is formulated as a zero-sum game with two players, namely a malicious…

Systems and Control · Electrical Eng. & Systems 2023-01-13 Anh Tung Nguyen , Sribalaji C. Anand , André M. H. Teixeira

Adversarial attacks pose significant threats to the reliability and safety of deep learning models, especially in critical domains such as medical imaging. This paper introduces a novel framework that integrates conformal prediction with…

Machine Learning · Computer Science 2025-03-05 Rui Luo , Jie Bao , Zhixin Zhou , Chuangyin Dang

We develop provably efficient reinforcement learning algorithms for two-player zero-sum finite-horizon Markov games with simultaneous moves. To incorporate function approximation, we consider a family of Markov games where the reward…

Machine Learning · Computer Science 2020-06-25 Qiaomin Xie , Yudong Chen , Zhaoran Wang , Zhuoran Yang

Hamilton-Jacobi Reachability (HJR) analysis has been successfully used in many robotics and control tasks, and is especially effective in computing reach-avoid sets and control laws that enable an agent to reach a goal while satisfying…

Robotics · Computer Science 2026-02-03 Zheng Gong , Boyang Li , Sylvia Herbert

In this theoretical paper we are concerned with the problem of learning a value function by a smooth general function approximator, to solve a deterministic episodic control problem in a large continuous state space. It is shown that…

Machine Learning · Computer Science 2011-01-04 Michael Fairbank , Eduardo Alonso

In this paper, we present Score-life programming, a novel theoretical approach for solving reinforcement learning problems. In contrast with classical dynamic programming-based methods, our method can search over non-stationary policy…

Machine Learning · Computer Science 2023-06-28 Abhinav Muraleedharan

In this paper, hypernetworks are trained to generate behaviors across a range of unseen task conditions, via a novel TD-based training objective and data from a set of near-optimal RL solutions for training tasks. This work relates to meta…

Machine Learning · Computer Science 2023-01-04 Sahand Rezaei-Shoshtari , Charlotte Morissette , Francois Robert Hogan , Gregory Dudek , David Meger