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Real-world reinforcement learning (RL) offers a promising approach to training precise and dexterous robotic manipulation policies in an online manner, enabling robots to learn from their own experience while gradually reducing human labor.…

We study the multi-armed bandit (MAB) problem where the agent receives a vectorial feedback that encodes many possibly competing objectives to be optimized. The goal of the agent is to find a policy, which can optimize these objectives…

I analyse the frequentist regret of the famous Gittins index strategy for multi-armed bandits with Gaussian noise and a finite horizon. Remarkably it turns out that this approach leads to finite-time regret guarantees comparable to those…

Reinforcement Learning (RL) has emerged as a powerful paradigm in Artificial Intelligence (AI), enabling agents to learn optimal behaviors through interactions with their environments. Drawing from the foundations of trial and error, RL…

While quantum reinforcement learning (RL) has attracted a surge of attention recently, its theoretical understanding is limited. In particular, it remains elusive how to design provably efficient quantum RL algorithms that can address the…

Reinforcement Learning (RL) algorithms allow artificial agents to improve their action selections so as to increase rewarding experiences in their environments. Deep Reinforcement Learning algorithms require solving a nonconvex and…

The goal of this paper is to study a distributed version of the gradient temporal-difference (GTD) learning algorithm for a class of multi-agent Markov decision processes (MDPs). The temporal-difference (TD) learning is a reinforcement…

We study computationally and statistically efficient reinforcement learning under the linear $Q^{\pi}$ realizability assumption, where any policy's $Q$-function is linear in a given state-action feature representation. Prior methods in this…

Much research has been done to analyze the stock market. After all, if one can determine a pattern in the chaotic frenzy of transactions, then they could make a hefty profit from capitalizing on these insights. As such, the goal of our…

Standard model-free deep reinforcement learning (RL) algorithms sample a new initial state for each trial, allowing them to optimize policies that can perform well even in highly stochastic environments. However, problems that exhibit…

Recent state-of-the-art artificial agents lack the ability to adapt rapidly to new tasks, as they are trained exclusively for specific objectives and require massive amounts of interaction to learn new skills. Meta-reinforcement learning…

The primary goal of my Ph.D. study is to develop provably efficient and practical algorithms for data-driven sequential decision-making under uncertainty. My work focuses on reinforcement learning (RL), multi-armed bandits, and their…

Divisible Load Theory (DLT) is a powerful tool for modeling divisible load problems in data-intensive systems. This paper studied an optimal divisible load distribution sequencing problem using a machine learning framework. The problem is…

Finding optimal policies which maximize long term rewards of Markov Decision Processes requires the use of dynamic programming and backward induction to solve the Bellman optimality equation. However, many real-world problems require…

In this paper, a proactive dynamic spectrum sharing scheme between 4G and 5G systems is proposed. In particular, a controller decides on the resource split between NR and LTE every subframe while accounting for future network states such as…

Deep Reinforcement Learning (DRL) algorithms have achieved great success in solving many challenging tasks while their black-box nature hinders interpretability and real-world applicability, making it difficult for human experts to…

This paper proposes a detailed and extensive comparison of the Trust Region Policy Optimization and DeepQ-Network with Normalized Advantage Functions with respect to other state of the art algorithms, namely Deep Deterministic Policy…

Inverse reinforcement learning (IRL) aims to estimate the reward function of optimizing agents by observing their response (estimates or actions). This paper considers IRL when noisy estimates of the gradient of a reward function generated…

This paper proposes a general framework of multi-armed bandit (MAB) processes by introducing a type of restrictions on the switches among arms evolving in continuous time. The Gittins index process is constructed for any single arm subject…

Reinforcement learning is an attractive approach to learn good resource allocation and scheduling policies based on data when the system model is unknown. However, the cumulative regret of most RL algorithms scales as $\tilde O(\mathsf{S}…