Related papers: A Primal-Dual-Critic Algorithm for Offline Constra…

This paper proposes a primal-dual framework to learn a stable estimator for linear constrained estimation problems leveraging the moving horizon approach. To avoid the online computational burden in most existing methods, we learn a…

Offline reinforcement learning (RL) enables effective learning from previously collected data without exploration, which shows great promise in real-world applications when exploration is expensive or even infeasible. The discount factor,…

Conventional off-policy reinforcement learning (RL) focuses on maximizing the expected return of scalar rewards. Distributional RL (DRL), in contrast, studies the distribution of returns with the distributional Bellman operator in a…

While the techniques in optimal control theory are often model-based, the policy optimization (PO) approach directly optimizes the performance metric of interest. Even though it has been an essential approach for reinforcement learning…

Offline policy learning is aimed at learning decision-making policies using existing datasets of trajectories without collecting additional data. The primary motivation for using reinforcement learning (RL) instead of supervised learning…

Offline reinforcement learning (RL) is a promising approach for many control applications but faces challenges such as limited data coverage and value function overestimation. In this paper, we propose an implicit actor-critic (iAC)…

We propose an adversarial deep reinforcement learning (ADRL) algorithm for high-dimensional stochastic control problems. Inspired by the information relaxation duality, ADRL reformulates the control problem as a min-max optimization between…

Offline reinforcement learning (RL) defines a sample-efficient learning paradigm, where a policy is learned from static and previously collected datasets without additional interaction with the environment. The major obstacle to offline RL…

The Job-Shop Scheduling Problem (JSP) and Flexible Job-Shop Scheduling Problem (FJSP), are canonical combinatorial optimization problems with wide-ranging applications in industrial operations. In recent years, many online reinforcement…

Stationary Distribution Correction Estimation (DICE) addresses the mismatch between the stationary distribution induced by a policy and the target distribution required for reliable off-policy evaluation (OPE) and policy optimization.…

This paper applies a reinforcement learning (RL) method to solve infinite horizon continuous-time stochastic linear quadratic problems, where drift and diffusion terms in the dynamics may depend on both the state and control. Based on…

Offline reinforcement learning (RL), also known as batch RL, aims to optimize policy from a large pre-recorded dataset without interaction with the environment. This setting offers the promise of utilizing diverse, pre-collected datasets to…

This paper investigates a hybrid learning framework for reinforcement learning (RL) in which the agent can leverage both an offline dataset and online interactions to learn the optimal policy. We present a unified algorithm and analysis and…

Offline reinforcement learning (RL) aims to optimize a policy by using pre-collected datasets, to maximize cumulative rewards. However, offline reinforcement learning suffers challenges due to the distributional shift between the learned…

We study offline reinforcement learning (RL) in partially observable Markov decision processes. In particular, we aim to learn an optimal policy from a dataset collected by a behavior policy which possibly depends on the latent state. Such…

Safe Reinforcement Learning (RL) often faces significant issues such as constraint violations and instability, necessitating the use of constrained policy optimization, which seeks optimal policies while ensuring adherence to specific…

This article reviews the recent advances on the statistical foundation of reinforcement learning (RL) in the offline and low-adaptive settings. We will start by arguing why offline RL is the appropriate model for almost any real-life ML…

In this paper, we consider the linear programming (LP) formulation for deep reinforcement learning. The number of the constraints depends on the size of state and action spaces, which makes the problem intractable in large or continuous…

We study the offline meta-reinforcement learning (OMRL) problem, a paradigm which enables reinforcement learning (RL) algorithms to quickly adapt to unseen tasks without any interactions with the environments, making RL truly practical in…

The problem of Offline Policy Evaluation (OPE) in Reinforcement Learning (RL) is a critical step towards applying RL in real-life applications. Existing work on OPE mostly focus on evaluating a fixed target policy $\pi$, which does not…