Related papers: Revisiting Estimation Bias in Policy Gradients for…
The goal of an offline reinforcement learning (RL) algorithm is to learn optimal polices using historical (offline) data, without access to the environment for online exploration. One of the main challenges in offline RL is the distribution…
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…
This paper proposes a novel termination criterion, termed the advantage gap function, for finite state and action Markov decision processes (MDP) and reinforcement learning (RL). By incorporating this advantage gap function into the design…
As the operations of autonomous systems generally affect simultaneously several users, it is crucial that their designs account for fairness considerations. In contrast to standard (deep) reinforcement learning (RL), we investigate the…
Inverse reinforcement learning (IRL) addresses the problem of recovering a task description given a demonstration of the optimal policy used to solve such a task. The optimal policy is usually provided by an expert or teacher, making IRL…
Robust Markov decision processes (RMDPs) provide a promising framework for computing reliable policies in the face of model errors. Many successful reinforcement learning algorithms build on variations of policy-gradient methods, but…
Reinforcement learning considers the problem of finding policies that maximize an expected cumulative reward in a Markov decision process with unknown transition probabilities. In this paper we consider the problem of finding optimal…
The classical policy gradient method is the theoretical and conceptual foundation of modern policy-based reinforcement learning (RL) algorithms. Most rigorous analyses of such methods, particularly those establishing convergence guarantees,…
Modern large-scale computing deployments consist of complex applications running over machine clusters. An important issue in these is the offering of elasticity, i.e., the dynamic allocation of resources to applications to meet fluctuating…
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…
Deep Reinforcement Learning (DRL) algorithms have achieved great success in solving many challenging tasks while their black-box nature hinders interpretability and real-world applicability, making it difficult for human experts to…
Value-based deep Reinforcement Learning (RL) algorithms suffer from the estimation bias primarily caused by function approximation and temporal difference (TD) learning. This problem induces faulty state-action value estimates and therefore…
We consider online reinforcement learning (RL) in episodic Markov decision processes (MDPs) under the linear $q^\pi$-realizability assumption, where it is assumed that the action-values of all policies can be expressed as linear functions…
Traditional economic models often rely on fixed assumptions about market dynamics, limiting their ability to capture the complexities and stochastic nature of real-world scenarios. However, reality is more complex and includes noise, making…
Humans are masters at quickly learning many complex tasks, relying on an approximate understanding of the dynamics of their environments. In much the same way, we would like our learning agents to quickly adapt to new tasks. In this paper,…
Policy gradient lies at the core of deep reinforcement learning (RL) in continuous domains. Despite much success, it is often observed in practice that RL training with policy gradient can fail for many reasons, even on standard control…
The endeavor of artificial intelligence (AI) is to design autonomous agents capable of achieving complex tasks. Namely, reinforcement learning (RL) proposes a theoretical background to learn optimal behaviors. In practice, RL algorithms…
Distribution system state estimation (DSSE) is paramount for effective state monitoring and control. However, stochastic outputs of renewables and asynchronous streaming of multi-rate measurements in practical systems largely degrade the…
The policy gradient theorem describes the gradient of the expected discounted return with respect to an agent's policy parameters. However, most policy gradient methods drop the discount factor from the state distribution and therefore do…
Deep reinforcement learning (DRL) has achieved significant breakthroughs in various tasks. However, most DRL algorithms suffer a problem of generalizing the learned policy which makes the learning performance largely affected even by minor…