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Two central paradigms have emerged in the reinforcement learning (RL) community: online RL and offline RL. In the online RL setting, the agent has no prior knowledge of the environment, and must interact with it in order to find an…

Modern decision-making systems, from robots to web recommendation engines, are expected to adapt: to user preferences, changing circumstances or even new tasks. Yet, it is still uncommon to deploy a dynamically learning agent (rather than a…

Offline reinforcement learning (RL) offers a powerful paradigm for data-driven control. Compared to model-free approaches, offline model-based RL (MBRL) explicitly learns a world model from a static dataset and uses it as a surrogate…

We study offline reinforcement learning (RL) which seeks to learn a good policy based on a fixed, pre-collected dataset. A fundamental challenge behind this task is the distributional shift due to the dataset lacking sufficient exploration,…

The objective of offline RL is to learn optimal policies when a fixed exploratory demonstrations data-set is available and sampling additional observations is impossible (typically if this operation is either costly or rises ethical…

Online matching problems arise in many complex systems, from cloud services and online marketplaces to organ exchange networks, where timely, principled decisions are critical for maintaining high system performance. Traditional heuristics…

The recent success of supervised learning methods on ever larger offline datasets has spurred interest in the reinforcement learning (RL) field to investigate whether the same paradigms can be translated to RL algorithms. This research…

Offline reinforcement learning algorithms hold the promise of enabling data-driven RL methods that do not require costly or dangerous real-world exploration and benefit from large pre-collected datasets. This in turn can facilitate…

During initial iterations of training in most Reinforcement Learning (RL) algorithms, agents perform a significant number of random exploratory steps. In the real world, this can limit the practicality of these algorithms as it can lead to…

In offline reinforcement learning (RL), we seek to utilize offline data to evaluate (or learn) policies in scenarios where the data are collected from a distribution that substantially differs from that of the target policy to be evaluated.…

With the widespread adoption of deep learning, reinforcement learning (RL) has experienced a dramatic increase in popularity, scaling to previously intractable problems, such as playing complex games from pixel observations, sustaining…

Different methods are used for a mobile robot to go to a specific target location. These methods work in different ways for online and offline scenarios. In the offline scenario, an environment map is created once, and fixed path planning…

Reinforcement learning (RL) based investment strategies have been widely adopted in portfolio management (PM) in recent years. Nevertheless, most RL-based approaches may often emphasize on pursuing returns while ignoring the risks of the…

In financial applications, reinforcement learning (RL) agents are commonly trained on historical data, where their actions do not influence prices. However, during deployment, these agents trade in live markets where their own transactions…

This paper presents a deep reinforcement learning (DRL) framework for dynamic portfolio optimization under market uncertainty and risk. The proposed model integrates a Sharpe ratio-based reward function with direct risk control mechanisms,…

Offline reinforcement learning (RL) represents a significant shift in RL research, allowing agents to learn from pre-collected datasets without further interaction with the environment. A key, yet underexplored, challenge in offline RL is…

Reinforcement learning (RL) has shown promise for decision-making tasks in real-world applications. One practical framework involves training parameterized policy models from an offline dataset and subsequently deploying them in an online…

We develop a portfolio allocation framework that leverages deep learning techniques to address challenges arising from high-dimensional, non-stationary, and low-signal-to-noise market information. Our approach includes a dynamic embedding…

Reinforcement learning (RL) has been widely adopted for controlling and optimizing complex engineering systems such as next-generation wireless networks. An important challenge in adopting RL is the need for direct access to the physical…

We study offline Reinforcement Learning in large infinite-horizon discounted Markov Decision Processes (MDPs) when the reward and transition models are linearly realizable under a known feature map. Starting from the classic linear-program…