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Reinforcement learning (RL) is gaining attention by more and more researchers in quantitative finance as the agent-environment interaction framework is aligned with decision making process in many business problems. Most of the current…

Mathematical Finance · Quantitative Finance 2022-05-31 Huifang Huang , Ting Gao , Yi Gui , Jin Guo , Peng Zhang

Bayesian policy reuse (BPR) is a general policy transfer framework for selecting a source policy from an offline library by inferring the task belief based on some observation signals and a trained observation model. In this paper, we…

Machine Learning · Computer Science 2023-07-14 Jinmei Liu , Zhi Wang , Chunlin Chen , Daoyi Dong

In this paper, we present a Model-Based Reinforcement Learning (MBRL) algorithm named \emph{Monte Carlo Probabilistic Inference for Learning COntrol} (MC-PILCO). The algorithm relies on Gaussian Processes (GPs) to model the system dynamics…

Machine Learning · Computer Science 2022-11-29 Fabio Amadio , Alberto Dalla Libera , Riccardo Antonello , Daniel Nikovski , Ruggero Carli , Diego Romeres

Conventional feedback control methods can solve various types of robot control problems very efficiently by capturing the structure with explicit models, such as rigid body equations of motion. However, many control problems in modern…

Reinforcement learning (RL) is a promising tool to solve robust optimal well control problems where the model parameters are highly uncertain, and the system is partially observable in practice. However, RL of robust control policies often…

Machine Learning · Computer Science 2022-07-14 Atish Dixit , Ahmed H. ElSheikh

Deep reinforcement learning (RL) is a powerful approach to complex decision making. However, one issue that limits its practical application is its brittleness, sometimes failing to train in the presence of small changes in the environment.…

Machine Learning · Computer Science 2025-01-27 Jung-Hoon Cho , Vindula Jayawardana , Sirui Li , Cathy Wu

Greenhouse climate control is concerned with maximizing performance in terms of crop yield and resource efficiency. One promising approach is model predictive control (MPC), which leverages a model of the system to optimize the control…

Systems and Control · Electrical Eng. & Systems 2025-01-06 Samuel Mallick , Filippo Airaldi , Azita Dabiri , Congcong Sun , Bart De Schutter

This paper addresses the problem of learning control policies for mobile robots, modeled as unknown Markov Decision Processes (MDPs), that are tasked with temporal logic missions, such as sequencing, coverage, or surveillance. The MDP…

Robotics · Computer Science 2022-07-13 Yiannis Kantaros

Model-free Reinforcement Learning (RL) works well when experience can be collected cheaply and model-based RL is effective when system dynamics can be modeled accurately. However, both assumptions can be violated in real world problems such…

Machine Learning · Computer Science 2020-05-07 Mohak Bhardwaj , Ankur Handa , Dieter Fox , Byron Boots

Reinforcement learning (RL) is an appealing paradigm for training intelligent agents, enabling policy acquisition from the agent's own autonomously acquired experience. However, the training process of RL is far from automatic, requiring…

Artificial Intelligence · Computer Science 2025-02-25 Zhao Yang , Thomas M. Moerland , Mike Preuss , Aske Plaat , Edward S. Hu

Skill-based reinforcement learning (RL) has emerged as a promising strategy to leverage prior knowledge for accelerated robot learning. Skills are typically extracted from expert demonstrations and are embedded into a latent space from…

Robotics · Computer Science 2022-11-07 Krishan Rana , Ming Xu , Brendan Tidd , Michael Milford , Niko Sünderhauf

We study the use of inverse reinforcement learning (IRL) as a tool for the recognition of agents' behavior on the basis of observation of their sequential decision behavior interacting with the environment. We model the problem faced by the…

Machine Learning · Computer Science 2013-03-22 Qifeng Qiao , Peter A. Beling

Traditional model-based reinforcement learning (RL) methods generate forward rollout traces using the learnt dynamics model to reduce interactions with the real environment. The recent model-based RL method considers the way to learn a…

Machine Learning · Computer Science 2022-08-05 Yuxin Pan , Fangzhen Lin

The aim of multi-task reinforcement learning is two-fold: (1) efficiently learn by training against multiple tasks and (2) quickly adapt, using limited samples, to a variety of new tasks. In this work, the tasks correspond to reward…

Machine Learning · Computer Science 2019-11-05 Nicholas C. Landolfi , Garrett Thomas , Tengyu Ma

Hybrid action models are widely considered an effective approach to reinforcement learning (RL) modeling. The current mainstream method is to train agents under Parameterized Action Markov Decision Processes (PAMDPs), which performs well in…

Machine Learning · Computer Science 2025-01-07 Zijian Wang , Bin Wang , Mingwen Shao , Hongbo Dou , Boxiang Tao

A Markov Decision Process (MDP) is a popular model for reinforcement learning. However, its commonly used assumption of stationary dynamics and rewards is too stringent and fails to hold in adversarial, nonstationary, or multi-agent…

Machine Learning · Computer Science 2019-08-22 Tiancheng Yu , Suvrit Sra

Model-based reinforcement learning (MBRL) seeks to enhance data efficiency by learning a model of the environment and generating synthetic rollouts from it. However, accumulated model errors during these rollouts can distort the data…

Machine Learning · Computer Science 2025-04-09 Bernd Frauenknecht , Devdutt Subhasish , Friedrich Solowjow , Sebastian Trimpe

We consider model-based reinforcement learning (MBRL) in 2-agent, high-fidelity continuous control problems -- an important domain for robots interacting with other agents in the same workspace. For non-trivial dynamical systems, MBRL…

Machine Learning · Computer Science 2019-11-04 Orr Krupnik , Igor Mordatch , Aviv Tamar

Model-based reinforcement learning (MBRL) provides a way to learn a transition model of the environment, which can then be used to plan personalized policies for different patient cohorts and to understand the dynamics involved in the…

Machine Learning · Computer Science 2024-11-22 Abhishek Sharma , Sonali Parbhoo , Omer Gottesman , Finale Doshi-Velez

When Reinforcement Learning (RL) agents are deployed in practice, they might impact their environment and change its dynamics. We propose a new framework to model this phenomenon, where the current environment depends on the deployed policy…

Machine Learning · Computer Science 2024-06-03 Ben Rank , Stelios Triantafyllou , Debmalya Mandal , Goran Radanovic