Related papers: Revisiting Estimation Bias in Policy Gradients for…
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,…
Although well-established in general reinforcement learning (RL), value-based methods are rarely explored in constrained RL (CRL) for their incapability of finding policies that can randomize among multiple actions. To apply value-based…
We consider un-discounted reinforcement learning (RL) in Markov decision processes (MDPs) under drifting non-stationarity, i.e., both the reward and state transition distributions are allowed to evolve over time, as long as their respective…
Researchers have demonstrated that Deep Reinforcement Learning (DRL) is a powerful tool for finding policies that perform well on complex robotic systems. However, these policies are often unpredictable and can induce highly variable…
In this paper, a deep reinforcement learning (DRL)-based approach to the Lyapunov optimization is considered to minimize the time-average penalty while maintaining queue stability. A proper construction of state and action spaces is…
Reactive synthesis algorithms allow automatic construction of policies to control an environment modeled as a Markov Decision Process (MDP) that are optimal with respect to high-level temporal logic specifications. However, they assume that…
Learning Markov decision processes (MDPs) in the presence of the adversary is a challenging problem in reinforcement learning (RL). In this paper, we study RL in episodic MDPs with adversarial reward and full information feedback, where the…
We study a primal-dual (PD) reinforcement learning (RL) algorithm for online constrained Markov decision processes (CMDPs). Despite its widespread practical use, the existing theoretical literature on PD-RL algorithms for this problem only…
Discount regularization, using a shorter planning horizon when calculating the optimal policy, is a popular choice to restrict planning to a less complex set of policies when estimating an MDP from sparse or noisy data (Jiang et al., 2015).…
Deep Reinforcement Learning (DRL) has made considerable advances in simulated and physical robot control tasks, especially when problems admit a fully observed Markov Decision Process (MDP) formulation. When observations only partially…
Recently, deep reinforcement learning (DRL) has emerged as a promising approach for robotic control. However, the deployment of DRL in real-world robots is hindered by its sensitivity to environmental perturbations. While existing whitebox…
We study the offline data-driven sequential decision making problem in the framework of Markov decision process (MDP). In order to enhance the generalizability and adaptivity of the learned policy, we propose to evaluate each policy by a…
The most relevant problems in discounted reinforcement learning involve estimating the mean of a function under the stationary distribution of a Markov reward process, such as the expected return in policy evaluation, or the policy gradient…
Reinforcement learning algorithms based on Q-learning are driving Deep Reinforcement Learning (DRL) research towards solving complex problems and achieving super-human performance on many of them. Nevertheless, Q-Learning is known to be…
A recent goal in the Reinforcement Learning (RL) framework is to choose a sequence of actions or a policy to maximize the reward collected or minimize the regret incurred in a finite time horizon. For several RL problems in operation…
Distributional Reinforcement Learning (RL) maintains the entire probability distribution of the reward-to-go, i.e. the return, providing more learning signals that account for the uncertainty associated with policy performance, which may be…
Model-based offline reinforcement learning trains policies using pre-collected datasets and learned environment models, eliminating the need for direct real-world environment interaction. However, this paradigm is inherently challenged by…
The framework of deep reinforcement learning (DRL) provides a powerful and widely applicable mathematical formalization for sequential decision-making. This paper present a novel DRL framework, termed \emph{$f$-Divergence Reinforcement…
The continuous nature of belief states in POMDPs presents significant computational challenges in learning the optimal policy. In this paper, we consider an approach that solves a Partially Observable Reinforcement Learning (PORL) problem…
In reinforcement learning (RL), it is often advantageous to consider additional constraints on the action space to ensure safety or action relevance. Existing work on such action-constrained RL faces challenges regarding effective policy…