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Multi-Agent Reinforcement Learning involves agents that learn together in a shared environment, leading to emergent dynamics sensitive to initial conditions and parameter variations. A Dynamical Systems approach, which studies the evolution…

The field of quickest change detection (QCD) concerns design and analysis of algorithms to estimate in real time the time at which an important event takes place, and identify properties of the post-change behavior. It is shown in this…

We study reinforcement learning in settings where sampling an action from the policy must be done concurrently with the time evolution of the controlled system, such as when a robot must decide on the next action while still performing the…

In this thesis, we develop a comprehensive account of the expressive power, modelling efficiency, and performance advantages of so-called trading agents (i.e., Deep Soft Recurrent Q-Network (DSRQN) and Mixture of Score Machines (MSM)),…

We study offline multitask reinforcement learning in settings where multiple tasks share a low-rank representation of their action-value functions. In this regime, a learner is provided with fixed datasets collected from several related…

This paper develops an inverse reinforcement learning algorithm aimed at recovering a reward function from the observed actions of an agent. We introduce a strategy to flexibly handle different types of actions with two approximations of…

We design a simple reinforcement learning (RL) agent that implements an optimistic version of $Q$-learning and establish through regret analysis that this agent can operate with some level of competence in any environment. While we leverage…

We study reinforcement learning for global decision-making in the presence of local agents, where the global decision-maker makes decisions affecting all local agents, and the objective is to learn a policy that maximizes the joint rewards…

We study whether a risk-sensitive objective from asset-pricing theory -- recursive utility -- improves reinforcement learning for portfolio allocation. The Bellman equation under recursive utility involves a certainty equivalent (CE) of…

This paper delves into recent advancements in Quantum Reinforcement Learning (QRL), particularly focusing on non-commutative environments, which represent uncharted territory in this field. Our research endeavors to redefine the boundaries…

In neuroscience, attention has been shown to bidirectionally interact with reinforcement learning (RL) processes. This interaction is thought to support dimensionality reduction of task representations, restricting computations to relevant…

In reinforcement learning, temporal difference-based algorithms can be sample-inefficient: for instance, with sparse rewards, no learning occurs until a reward is observed. This can be remedied by learning richer objects, such as a model of…

Deep reinforcement learning agents have achieved state-of-the-art results by directly maximising cumulative reward. However, environments contain a much wider variety of possible training signals. In this paper, we introduce an agent that…

Continuous-time stochastic processes underlie many natural and engineered systems. In healthcare, autonomous driving, and industrial control, direct interaction with the environment is often unsafe or impractical, motivating offline…

Stochastic resetting, where a dynamical process is intermittently returned to a fixed reference state, has emerged as a powerful mechanism for optimizing first-passage properties. Existing theory largely treats static, non-learning…

In the past few years, deep reinforcement learning has been proven to solve problems which have complex states like video games or board games. The next step of intelligent agents would be able to generalize between tasks, and using prior…

Reinforcement Learning (RL) algorithms can suffer from poor sample efficiency when rewards are delayed and sparse. We introduce a solution that enables agents to learn temporally extended actions at multiple levels of abstraction in a…

One of the most natural approaches to reinforcement learning (RL) with function approximation is value iteration, which inductively generates approximations to the optimal value function by solving a sequence of regression problems. To…

Recent developments in sequential experimental design look to construct a policy that can efficiently navigate the design space, in a way that maximises the expected information gain. Whilst there is work on achieving tractable policies for…

Real-world reinforcement learning applications are often hindered by delayed feedback from environments, which violates the Markov assumption and introduces significant challenges. Although numerous delay-compensating methods have been…