Related papers: Deterministic policy gradient based optimal contro…
Action-constrained reinforcement learning (ACRL) is a popular approach for solving safety-critical and resource-allocation related decision making problems. A major challenge in ACRL is to ensure agent taking a valid action satisfying…
Policy gradient methods in actor-critic reinforcement learning (RL) have become perhaps the most promising approaches to solving continuous optimal control problems. However, the trial-and-error nature of RL and the inherent randomness…
Reinforcement Learning (RL) applied to financial problems has been the subject of a lively area of research. The use of RL for optimal trading strategies that exploit latent information in the market is, to the best of our knowledge, not…
Model-free reinforcement learning algorithms such as Deep Deterministic Policy Gradient (DDPG) often require additional exploration strategies, especially if the actor is of deterministic nature. This work evaluates the use of model-based…
We propose a computationally efficient approach to safe reinforcement learning (RL) for frequency regulation in power systems with high levels of variable renewable energy resources. The approach draws on set-theoretic control techniques to…
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…
Safety is essential for reinforcement learning (RL) applied in real-world situations. Chance constraints are suitable to represent the safety requirements in stochastic systems. Previous chance-constrained RL methods usually have a low…
This paper describes an approach for attractor selection (or multi-stability control) in nonlinear dynamical systems with constrained actuation. Attractor selection is obtained using two different deep reinforcement learning methods: 1) the…
Distributional reinforcement learning (DRL) is a recent reinforcement learning framework whose success has been supported by various empirical studies. It relies on the key idea of replacing the expected return with the return distribution,…
Distributional reinforcement learning (DRL) enhances the understanding of the effects of the randomness in the environment by letting agents learn the distribution of a random return, rather than its expected value as in standard RL. At the…
This work adopts the very successful distributional perspective on reinforcement learning and adapts it to the continuous control setting. We combine this within a distributed framework for off-policy learning in order to develop what we…
The average reward criterion is relatively less studied as most existing works in the Reinforcement Learning literature consider the discounted reward criterion. There are few recent works that present on-policy average reward actor-critic…
This paper tackles the challenge of learning non-Markovian optimal execution strategies in dynamic financial markets. We introduce a novel actor-critic algorithm based on Deep Deterministic Policy Gradient (DDPG) to address this issue, with…
We present a novel algorithm that efficiently computes near-optimal deterministic policies for constrained reinforcement learning (CRL) problems. Our approach combines three key ideas: (1) value-demand augmentation, (2) action-space…
Standard deep reinforcement learning (DRL) aims to maximize expected reward, considering collected experiences equally in formulating a policy. This differs from human decision-making, where gains and losses are valued differently and…
The problem of synthesizing stochastic explicit model predictive control policies is known to be quickly intractable even for systems of modest complexity when using classical control-theoretic methods. To address this challenge, we present…
In this paper, we present a methodology to deploy the deterministic policy gradient method, using actor-critic techniques, when the optimal policy is approximated using a parametric optimization problem, where safety is enforced via hard…
Many complex domains, such as robotics control and real-time strategy (RTS) games, require an agent to learn a continuous control. In the former, an agent learns a policy over $\mathbb{R}^d$ and in the latter, over a discrete set of actions…
Direct policy search serves as one of the workhorses in modern reinforcement learning (RL), and its applications in continuous control tasks have recently attracted increasing attention. In this work, we investigate the convergence theory…
Deterministic Policy Gradient (DPG) removes a level of randomness from standard randomized-action Policy Gradient (PG), and demonstrates substantial empirical success for tackling complex dynamic problems involving Markov decision…