Related papers: Pausing Policy Learning in Non-stationary Reinforc…

We study offline-online reinforcement learning in linear mixture Markov decision processes (MDPs) under environment shift. In the offline phase, data are collected by an unknown behavior policy and may come from a mismatched environment,…

We consider the finite-horizon offline reinforcement learning (RL) setting, and are motivated by the challenge of learning the policy at any step h in dynamic programming (DP) algorithms. To learn this, it is sufficient to evaluate the…

Recent theoretical work studies sample-efficient reinforcement learning (RL) extensively in two settings: learning interactively in the environment (online RL), or learning from an offline dataset (offline RL). However, existing algorithms…

Two central paradigms have emerged in the reinforcement learning (RL) community: online RL and offline RL. In the online RL setting, the agent has no prior knowledge of the environment, and must interact with it in order to find an…

Many robotic tasks are composed of a lot of temporally correlated sub-tasks in a highly complex environment. It is important to discover situational intentions and proper actions by deliberating on temporal abstractions to solve problems…

The field of Reinforcement Learning (RL) has garnered increasing attention for its ability of optimizing user retention in recommender systems. A primary obstacle in this optimization process is the environment non-stationarity stemming…

Policy iteration is one of the classical frameworks of reinforcement learning, which requires a known initial stabilizing control. However, finding the initial stabilizing control depends on the known system model. To relax this requirement…

Offline reinforcement learning (RL) enables policy learning from static data but often suffers from poor coverage of the state-action space and distributional shift problems. This problem can be addressed by allowing limited online…

We study the impact of learning on the optimal policy and the time-to-decision in an infinite-horizon Bayesian sequential decision model with two irreversible alternatives, exit and expansion. In our model, a firm undertakes a small-scale…

Model-based reinforcement learning methods learn a dynamics model with real data sampled from the environment and leverage it to generate simulated data to derive an agent. However, due to the potential distribution mismatch between…

In this study, we have developed a dynamic asset allocation investment strategy using reinforcement learning techniques. To begin with, we have addressed the crucial issue of incorporating non-stationarity of financial time series data into…

There are many algorithms for regret minimisation in episodic reinforcement learning. This problem is well-understood from a theoretical perspective, providing that the sequences of states, actions and rewards associated with each episode…

Current Reinforcement Learning (RL) is often limited by the large amount of data needed to learn a successful policy. Offline RL aims to solve this issue by using transitions collected by a different behavior policy. We address a novel…

Reliable uncertainty quantification is crucial for reinforcement learning (RL) in high-stakes settings. We propose a unified conformal prediction framework for infinite-horizon policy evaluation that constructs distribution-free prediction…

Can we learn policies in reinforcement learning without rewards? Can we learn a policy just by trying to reach a goal state? We answer these questions positively by proposing a multi-step procedure that first learns a world model that goes…

Robotic systems must be able to quickly and robustly make decisions when operating in uncertain and dynamic environments. While Reinforcement Learning (RL) can be used to compute optimal policies with little prior knowledge about the…

In this paper, we derive a temporal arbitrage policy for storage via reinforcement learning. Real-time price arbitrage is an important source of revenue for storage units, but designing good strategies have proven to be difficult because of…

Robust reinforcement learning (RL) aims to find a policy that optimizes the worst-case performance in the face of uncertainties. In this paper, we focus on action robust RL with the probabilistic policy execution uncertainty, in which,…

Stochastic resetting, where a dynamical process is intermittently returned to a fixed reference state, has emerged as a powerful mechanism for optimizing first-passage properties. Existing theory largely treats static, non-learning…

In this paper, we propose an adaptive event-triggered reinforcement learning control for continuous-time nonlinear systems, subject to bounded uncertainties, characterized by complex interactions. Specifically, the proposed method is…