Related papers: Reinforcement Learning with Non-Exponential Discou…
Reinforcement learning offers the promise of automating the acquisition of complex behavioral skills. However, compared to commonly used and well-understood supervised learning methods, reinforcement learning algorithms can be brittle,…
This paper presents a framework to tackle constrained combinatorial optimization problems using deep Reinforcement Learning (RL). To this end, we extend the Neural Combinatorial Optimization (NCO) theory in order to deal with constraints in…
Reinforcement learning in complex environments is a challenging problem. In particular, the success of reinforcement learning algorithms depends on a well-designed reward function. Inverse reinforcement learning (IRL) solves the problem of…
This paper introduces the Hamilton-Jacobi-Bellman Proximal Policy Optimization (HJBPPO) algorithm into reinforcement learning. The Hamilton-Jacobi-Bellman (HJB) equation is used in control theory to evaluate the optimality of the value…
Much research has been done to analyze the stock market. After all, if one can determine a pattern in the chaotic frenzy of transactions, then they could make a hefty profit from capitalizing on these insights. As such, the goal of our…
This paper applies a reinforcement learning (RL) method to solve infinite horizon continuous-time stochastic linear quadratic problems, where drift and diffusion terms in the dynamics may depend on both the state and control. Based on…
In this paper we argue for the fundamental importance of the value distribution: the distribution of the random return received by a reinforcement learning agent. This is in contrast to the common approach to reinforcement learning which…
Reward functions are central in reinforcement learning (RL), guiding agents towards optimal decision-making. The complexity of RL tasks requires meticulously designed reward functions that effectively drive learning while avoiding…
Reinforcement learning has shown great promise in robotics thanks to its ability to develop efficient robotic control procedures through self-training. In particular, reinforcement learning has been successfully applied to solving the…
One of the key challenges in applying reinforcement learning to real-life problems is that the amount of train-and-error required to learn a good policy increases drastically as the task becomes complex. One potential solution to this…
We consider the problem of Reinforcement Learning for nonlinear stochastic dynamical systems. We show that in the RL setting, there is an inherent ``Curse of Variance" in addition to Bellman's infamous ``Curse of Dimensionality", in…
An important question in economics is how people choose between different payments in the future. The classical normative model predicts that a decision maker discounts a later payment relative to an earlier one by an exponential function…
Reinforcement Learning (RL) algorithms suffer from the dependency on accurately engineered reward functions to properly guide the learning agents to do the required tasks. Preference-based reinforcement learning (PbRL) addresses that by…
Multi-agent learning is a promising method to simulate aggregate competitive behaviour in finance. Learning expert agents' reward functions through their external demonstrations is hence particularly relevant for subsequent design of…
Reinforcement learning algorithms in multi-agent systems deliver highly resilient and adaptable solutions for common problems in telecommunications,aerospace, and industrial robotics. However, achieving an optimal global goal remains a…
In reinforcement learning (RL), aligning agent behavior with specific objectives typically requires careful design of the reward function, which can be challenging when the desired objectives are complex. In this work, we propose an…
Multi-task reinforcement learning (RL) aims to simultaneously learn policies for solving many tasks. Several prior works have found that relabeling past experience with different reward functions can improve sample efficiency. Relabeling…
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 propose an approach for inverse reinforcement learning from hetero-domain which learns a reward function in the simulator, drawing on the demonstrations from the real world. The intuition behind the method is that the reward function…
In this paper, we propose a novel method for learning reward functions directly from offline demonstrations. Unlike traditional inverse reinforcement learning (IRL), our approach decouples the reward function from the learner's policy,…