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The endeavor of artificial intelligence (AI) is to design autonomous agents capable of achieving complex tasks. Namely, reinforcement learning (RL) proposes a theoretical background to learn optimal behaviors. In practice, RL algorithms…
To date, distributional reinforcement learning (distributional RL) methods have exclusively focused on the discounted setting, where an agent aims to optimize a discounted sum of rewards over time. In this work, we extend distributional RL…
The problem of reinforcement learning is considered where the environment or the model undergoes a change. An algorithm is proposed that an agent can apply in such a problem to achieve the optimal long-time discounted reward. The algorithm…
For many reinforcement learning (RL) applications, specifying a reward is difficult. This paper considers an RL setting where the agent obtains information about the reward only by querying an expert that can, for example, evaluate…
We study learning in periodic Markov Decision Process (MDP), a special type of non-stationary MDP where both the state transition probabilities and reward functions vary periodically, under the average reward maximization setting. We…
Real-time bidding (RTB) has become a major paradigm of display advertising. Each ad impression generated from a user visit is auctioned in real time, where demand-side platform (DSP) automatically provides bid price usually relying on the…
Designing an effective reward function has long been a challenge in reinforcement learning, particularly for complex tasks in unstructured environments. To address this, various learning paradigms have emerged that leverage different forms…
Reinforcement learning (RL) is a powerful machine learning technique that enables an intelligent agent to learn an optimal policy that maximizes the cumulative rewards in sequential decision making. Most of methods in the existing…
Modern recommender systems aim to improve user experience. As reinforcement learning (RL) naturally fits this objective -- maximizing an user's reward per session -- it has become an emerging topic in recommender systems. Developing…
Digital human recommendation system has been developed to help customers find their favorite products and is playing an active role in various recommendation contexts. How to timely catch and learn the dynamics of the preferences of the…
We study learning in periodic Markov Decision Process(MDP), a special type of non-stationary MDP where both the state transition probabilities and reward functions vary periodically, under the average reward maximization setting. We…
This paper explores the integration of strategic optimization methods in search advertising, focusing on ad ranking and bidding mechanisms within E-commerce platforms. By employing a combination of reinforcement learning and evolutionary…
Off-dynamics reinforcement learning (RL), where training and deployment transition dynamics are different, can be formulated as learning in a robust Markov decision process (RMDP) where uncertainties in transition dynamics are imposed.…
In this paper, we consider the problem of learning online to manage Demand Response (DR) resources. A typical DR mechanism requires the DR manager to assign a baseline to the participating consumer, where the baseline is an estimate of the…
We consider the problem of reward learning for temporally extended tasks. For reward learning, inverse reinforcement learning (IRL) is a widely used paradigm. Given a Markov decision process (MDP) and a set of demonstrations for a task, IRL…
A significant challenge for the practical application of reinforcement learning in the real world is the need to specify an oracle reward function that correctly defines a task. Inverse reinforcement learning (IRL) seeks to avoid this…
This paper investigates a hybrid learning framework for reinforcement learning (RL) in which the agent can leverage both an offline dataset and online interactions to learn the optimal policy. We present a unified algorithm and analysis and…
In online display advertising, guaranteed contracts and real-time bidding (RTB) are two major ways to sell impressions for a publisher. Despite the increasing popularity of RTB, there is still half of online display advertising revenue…
We study the problem of inverse reinforcement learning (IRL), where the learning agent recovers a reward function using expert demonstrations. Most of the existing IRL techniques make the often unrealistic assumption that the agent has…
We consider reinforcement learning (RL) in Markov Decision Processes in which an agent repeatedly interacts with an environment that is modeled by a controlled Markov process. At each time step $t$, it earns a reward, and also incurs a…