Related papers: Variance Control for Distributional Reinforcement …
Although distributional reinforcement learning (DRL) has been widely examined in the past few years, there are two open questions people are still trying to address. One is how to ensure the validity of the learned quantile function, the…
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…
Distributional reinforcement learning (DRL) extends the value-based approach by approximating the full distribution over future returns instead of the mean only, providing a richer signal that leads to improved performances. Quantile…
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…
We present a unifying framework for designing and analysing distributional reinforcement learning (DRL) algorithms in terms of recursively estimating statistics of the return distribution. Our key insight is that DRL algorithms can be…
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…
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…
Recent advancements in Distributional Reinforcement Learning (DRL) for modeling loss distributions have shown promise in developing hedging strategies in derivatives markets. A common approach in DRL involves learning the quantiles of loss…
Distributionally robust reinforcement learning (DRRL) focuses on designing policies that achieve good performance under model uncertainties. The goal is to maximize the worst-case long-term discounted reward, where the data for RL comes…
Instability and variability of Deep Reinforcement Learning (DRL) algorithms tend to adversely affect their performance. Averaged-DQN is a simple extension to the DQN algorithm, based on averaging previously learned Q-values estimates, which…
The distributional reinforcement learning (RL) approach advocates for representing the complete probability distribution of the random return instead of only modelling its expectation. A distributional RL algorithm may be characterised by…
In this paper, we introduce Quantum-Train-Based Distributed Multi-Agent Reinforcement Learning (Dist-QTRL), a novel approach to addressing the scalability challenges of traditional Reinforcement Learning (RL) by integrating quantum…
While Distributional Reinforcement Learning (DRL) methods have demonstrated strong performance in online settings, its success in offline scenarios remains limited. We hypothesize that a key limitation of existing offline DRL methods lies…
Bias problems in the estimation of $Q$-values are a well-known obstacle that slows down convergence of $Q$-learning and actor-critic methods. One of the reasons of the success of modern RL algorithms is partially a direct or indirect…
In reinforcement learning an agent interacts with the environment by taking actions and observing the next state and reward. When sampled probabilistically, these state transitions, rewards, and actions can all induce randomness in the…
Double Reinforcement Learning (DRL) enables efficient inference for policy values in nonparametric Markov decision processes (MDPs), but existing methods face two major obstacles: (1) they require stringent intertemporal overlap conditions…
In domains such as finance, healthcare, and robotics, managing worst-case scenarios is critical, as failure to do so can lead to catastrophic outcomes. Distributional Reinforcement Learning (DRL) provides a natural framework to incorporate…
Reinforcement learning with verifiable rewards (RLVR) has become a trending paradigm for training reasoning large language models (LLMs). However, due to the autoregressive decoding nature of LLMs, the rollout process becomes the efficiency…
In distributional reinforcement learning (RL), the estimated distribution of value function models both the parametric and intrinsic uncertainties. We propose a novel and efficient exploration method for deep RL that has two components. The…
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…