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Distributionally robust offline reinforcement learning (RL), which seeks robust policy training against environment perturbation by modeling dynamics uncertainty, calls for function approximations when facing large state-action spaces.…
This paper proposes a reinforcement learning (RL) algorithm for infinite horizon $\rm {H_{2}/H_{\infty}}$ problem in a class of stochastic discrete-time systems, rather than using a set of coupled generalized algebraic Riccati equations…
Deep Reinforcement Learning (DRL) and Deep Multi-agent Reinforcement Learning (MARL) have achieved significant successes across a wide range of domains, including game AI, autonomous vehicles, robotics, and so on. However, DRL and deep MARL…
Deep reinforcement learning has achieved many impressive results in recent years. However, tasks with sparse rewards or long horizons continue to pose significant challenges. To tackle these important problems, we propose a general…
Empowered by deep neural networks, deep reinforcement learning (DRL) has demonstrated tremendous empirical successes in various domains, including games, health care, and autonomous driving. Despite these advancements, DRL is still…
Due to the nature of risk management in learning applicable policies, risk-sensitive reinforcement learning (RSRL) has been realized as an important direction. RSRL is usually achieved by learning risk-sensitive objectives characterized by…
Deep Q Network (DQN) firstly kicked the door of deep reinforcement learning (DRL) via combining deep learning (DL) with reinforcement learning (RL), which has noticed that the distribution of the acquired data would change during the…
We study learning optimal policies from a logged dataset, i.e., offline RL, with function approximation. Despite the efforts devoted, existing algorithms with theoretic finite-sample guarantees typically assume exploratory data coverage or…
While deep reinforcement learning (RL) has fueled multiple high-profile successes in machine learning, it is held back from more widespread adoption by its often poor data efficiency and the limited generality of the policies it produces. A…
Traditional economic models often rely on fixed assumptions about market dynamics, limiting their ability to capture the complexities and stochastic nature of real-world scenarios. However, reality is more complex and includes noise, making…
We investigate reinforcement learning (RL) in the presence of distributional mismatch between training and deployment, where policies trained in simulators often underperform in practice due to mismatches between training and deployment…
Inverse reinforcement learning (IRL) is typically formulated as maximizing entropy subject to matching the distribution of expert trajectories. Classical (dual-ascent) IRL guarantees monotonic performance improvement but requires fully…
Balancing exploration and exploitation remains a key challenge in reinforcement learning (RL). State-of-the-art RL algorithms suffer from high sample complexity, particularly in the sparse reward case, where they can do no better than to…
The realm of High-Frequency Trading (HFT) is characterized by rapid decision-making processes that capitalize on fleeting market inefficiencies. As the financial markets become increasingly competitive, there is a pressing need for…
We study human-in-the-loop reinforcement learning (RL) with trajectory preferences, where instead of receiving a numeric reward at each step, the agent only receives preferences over trajectory pairs from a human overseer. The goal of the…
Deep reinforcement learning (DRL) breaks through the bottlenecks of traditional reinforcement learning (RL) with the help of the perception capability of deep learning and has been widely applied in real-world problems.While model-free RL,…
Reinforcement learning (RL) algorithms have proven transformative in a range of domains. To tackle real-world domains, these systems often use neural networks to learn policies directly from pixels or other high-dimensional sensory input.…
Modern Reinforcement Learning (RL) is commonly applied to practical problems with an enormous number of states, where function approximation must be deployed to approximate either the value function or the policy. The introduction of…
This report investigates the application of deep reinforcement learning (DRL) algorithms for dynamic resource allocation in wireless communication systems. An environment that includes a base station, multiple antennas, and user equipment…
Deep reinforcement learning (RL) has proved to be a competitive heuristic for solving small-sized instances of traveling salesman problems (TSP), but its performance on larger-sized instances is insufficient. Since training on large…