Related papers: Stochastic Q-learning for Large Discrete Action Sp…
Reinforcement learning (RL) for complex tasks remains a challenge, primarily due to the difficulties of engineering scalar reward functions and the inherent inefficiency of training models from scratch. Instead, it would be better to…
We study constrained reinforcement learning (CRL) from a novel perspective by setting constraints directly on state density functions, rather than the value functions considered by previous works. State density has a clear physical and…
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,…
Offline-to-online reinforcement learning (RL) improves sample efficiency by leveraging pre-collected datasets prior to online interaction. A key challenge, however, is learning an accurate critic in large state--action spaces with limited…
While contemporary reinforcement learning research and applications have embraced policy gradient methods as the panacea of solving learning problems, value-based methods can still be useful in many domains as long as we can wrangle with…
Despite recent advances in improving the sample-efficiency of reinforcement learning (RL) algorithms, designing an RL algorithm that can be practically deployed in real-world environments remains a challenge. In this paper, we present…
As a paradigm for sequential decision making in unknown environments, reinforcement learning (RL) has received a flurry of attention in recent years. However, the explosion of model complexity in emerging applications and the presence of…
This study presents a benchmark for evaluating action-constrained reinforcement learning (RL) algorithms. In action-constrained RL, each action taken by the learning system must comply with certain constraints. These constraints are crucial…
Reinforcement Learning (RL) has demonstrated a great potential for automatically solving decision-making problems in complex uncertain environments. RL proposes a computational approach that allows learning through interaction in an…
We propose a reinforcement learning (RL) approach to model optimal exercise strategies for option-type products. We pursue the RL avenue in order to learn the optimal action-value function of the underlying stopping problem. In addition to…
Reinforcement learning (RL) has achieved significant success across a wide range of domains, however, most existing methods are formulated in discrete time. In this work, we introduce a novel RL method for continuous-time control, where…
One of the main goals of reinforcement learning (RL) is to provide a~way for physical machines to learn optimal behavior instead of being programmed. However, effective control of the machines usually requires fine time discretization. The…
Value-based methods constitute a fundamental methodology in planning and deep reinforcement learning (RL). In this paper, we propose to exploit the underlying structures of the state-action value function, i.e., Q function, for both…
Deep Reinforcement Learning (RL) methods rely on experience replay to approximate the minibatched supervised learning setting; however, unlike supervised learning where access to lots of training data is crucial to generalization,…
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…
This paper bridges some of the gap between optimal planning and reinforcement learning (RL), both of which share roots in dynamic programming applied to sequential decision making or optimal control. Whereas planning typically favors…
Reinforcement Learning (RL) has achieved state-of-the-art results in domains such as robotics and games. We build on this previous work by applying RL algorithms to a selection of canonical online stochastic optimization problems with a…
Reinforcement Learning (RL) is increasingly applied to large-scale decision-making problems like logistics, scheduling, and recommender systems, but existing algorithms struggle with the curse of dimensionality in such large discrete action…
Safe and efficient autonomous driving maneuvers in an interactive and complex environment can be considerably challenging due to the unpredictable actions of other surrounding agents that may be cooperative or adversarial in their…
We study reinforcement learning (RL) in high dimensional episodic Markov decision processes (MDP). We consider value-based RL when the optimal Q-value is a linear function of d-dimensional state-action feature representation. For instance,…