Related papers: Safe Policy Learning under Regression Discontinuit…
The problem of synthesizing stochastic explicit model predictive control policies is known to be quickly intractable even for systems of modest complexity when using classical control-theoretic methods. To address this challenge, we present…
For applications in healthcare, physics, energy, robotics, and many other fields, designing maximally informative experiments is valuable, particularly when experiments are expensive, time-consuming, or pose safety hazards. While existing…
Deep neural policies have recently been installed in a diverse range of settings, from biotechnology to automated financial systems. However, the utilization of deep neural networks to approximate the value function leads to concerns on the…
The primary goal of reinforcement learning is to develop decision-making policies that prioritize optimal performance, frequently without considering safety. In contrast, safe reinforcement learning seeks to reduce or avoid unsafe behavior.…
A recent goal in the Reinforcement Learning (RL) framework is to choose a sequence of actions or a policy to maximize the reward collected or minimize the regret incurred in a finite time horizon. For several RL problems in operation…
Algorithmic recommendations and decisions have become ubiquitous in today's society. Many of these data-driven policies, especially in the realm of public policy, are based on known, deterministic rules to ensure their transparency and…
The physical design of a robot and the policy that controls its motion are inherently coupled, and should be determined according to the task and environment. In an increasing number of applications, data-driven and learning-based…
In a sequential decision-making problem, off-policy evaluation estimates the expected cumulative reward of a target policy using logged trajectory data generated from a different behavior policy, without execution of the target policy.…
In this paper, we investigate the optimal output tracking problem for linear discrete-time systems with unknown dynamics using reinforcement learning and robust output regulation theory. This output tracking problem only allows to utilize…
A residual deep reinforcement learning (RDRL) approach is proposed by integrating DRL with model-based optimization for inverter-based volt-var control in active distribution networks when the accurate power flow model is unknown. RDRL…
Safety in reinforcement learning (RL) is typically enforced through objective shaping while keeping environment dynamics stationary with respect to observable state-action pairs. Under delayed harm, this can lead to replay: after a washout…
Although in recent years reinforcement learning has become very popular the number of successful applications to different kinds of operations research problems is rather scarce. Reinforcement learning is based on the well-studied dynamic…
In recent years significant progress has been made in dealing with challenging problems using reinforcement learning.Despite its great success, reinforcement learning still faces challenge in continuous control tasks. Conventional methods…
A decision maker typically (i) incorporates training data to learn about the relative effectiveness of treatments, and (ii) chooses an implementation mechanism that implies an ``optimal'' predicted outcome distribution according to some…
Regression discontinuity designs assess causal effects in settings where treatment is determined by whether an observed running variable crosses a pre-specified threshold. Here we propose a new approach to identification, estimation, and…
Regression discontinuity (RD) designs are often interpreted as local randomized experiments: a RD design can be considered as a randomized experiment for units with a realized value of a so-called forcing variable falling around a pre-fixed…
Risk-sensitive reinforcement learning (RL) is crucial for maintaining reliable performance in high-stakes applications. While traditional RL methods aim to learn a point estimate of the random cumulative cost, distributional RL (DRL) seeks…
Recently, there has been a surge in methodological development for the difference-in-differences (DiD) approach to evaluate causal effects. Standard methods in the literature rely on the parallel trends assumption to identify the average…
Safe reinforcement learning (RL) offers advanced solutions to constrained optimal control problems. Existing studies in safe RL implicitly assume continuity in policy functions, where policies map states to actions in a smooth,…
Policy iteration is one of the classical frameworks of reinforcement learning, which requires a known initial stabilizing control. However, finding the initial stabilizing control depends on the known system model. To relax this requirement…