Related papers: Is Risk-Sensitive Reinforcement Learning Properly …
In a reinforcement learning (RL) setting, the agent's optimal strategy heavily depends on her risk preferences and the underlying model dynamics of the training environment. These two aspects influence the agent's ability to make…
Scaling reinforcement learning (RL) to recommender systems (RS) is promising since maximizing the expected cumulative rewards for RL agents meets the objective of RS, i.e., improving customers' long-term satisfaction. A key approach to this…
Off-policy Reinforcement Learning (RL) holds the promise of better data efficiency as it allows sample reuse and potentially enables safe interaction with the environment. Current off-policy policy gradient methods either suffer from high…
This paper addresses the problem of designing control policies for agents with unknown stochastic dynamics and control objectives specified using Linear Temporal Logic (LTL). Recent Deep Reinforcement Learning (DRL) algorithms have aimed to…
Safe reinforcement learning (RL) seeks to mitigate unsafe behaviors that arise from exploration during training by reducing constraint violations while maintaining task performance. Existing approaches typically rely on a single policy to…
We develop an approach for solving time-consistent risk-sensitive stochastic optimization problems using model-free reinforcement learning (RL). Specifically, we assume agents assess the risk of a sequence of random variables using dynamic…
Offline Reinforcement Learning (RL) is a promising approach for next-generation wireless networks, where online exploration is unsafe and large amounts of operational data can be reused across the model lifecycle. However, the behavior of…
Learning a predictive model of the mean return, or value function, plays a critical role in many reinforcement learning algorithms. Distributional reinforcement learning (DRL) has been shown to improve performance by modeling the value…
Reinforcement learning (RL) has achieved phenomenal success in various domains. However, its data-driven nature also introduces new vulnerabilities that can be exploited by malicious opponents. Recent work shows that a well-trained RL agent…
Reinforcement learning (RL) algorithms have been successfully applied to control tasks associated with unmanned aerial vehicles and robotics. In recent years, safe RL has been proposed to allow the safe execution of RL algorithms in…
Offline safe reinforcement learning (RL) seeks reward-maximizing policies from static datasets under strict safety constraints. Existing methods often rely on soft expected-cost objectives or iterative generative inference, which can be…
Offline reinforcement learning requires reconciling two conflicting aims: learning a policy that improves over the behavior policy that collected the dataset, while at the same time minimizing the deviation from the behavior policy so as to…
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 consider the problem of finding optimal policies for a Markov Decision Process with almost sure constraints on state transitions and action triplets. We define value and action-value functions that satisfy a barrier-based decomposition…
Reinforcement learning (RL) is capable of sophisticated motion planning and control for robots in uncertain environments. However, state-of-the-art deep RL approaches typically lack safety guarantees, especially when the robot and…
This paper studies the optimal dividend problem with a bounded payout rate in a partially observed regime-switching diffusion model, where, in practice, the market regime is unobserved and key model parameters are unknown. To address this…
We propose a novel distributionally robust $Q$-learning algorithm for the non-tabular case accounting for continuous state spaces where the state transition of the underlying Markov decision process is subject to model uncertainty. The…
Ensuring the safety of reinforcement learning (RL) algorithms is crucial to unlock their potential for many real-world tasks. However, vanilla RL and most safe RL approaches do not guarantee safety. In recent years, several methods have…
Reinforcement Learning (RL) has emerged as an efficient method of choice for solving complex sequential decision making problems in automatic control, computer science, economics, and biology. In this paper we present a model-free RL…
Reinforcement learning (RL) is an effective method of finding reasoning pathways in incomplete knowledge graphs (KGs). To overcome the challenges of a large action space, a self-supervised pre-training method is proposed to warm up the…