Related papers: A Differential Dynamic Programming Framework for I…
This paper presents a deep reinforcement learning (DRL) framework for dynamic portfolio optimization under market uncertainty and risk. The proposed model integrates a Sharpe ratio-based reward function with direct risk control mechanisms,…
Continuous-time nonlinear optimal control problems hold great promise in real-world applications. After decades of development, reinforcement learning (RL) has achieved some of the greatest successes as a general nonlinear control design…
Trajectory optimization considers the problem of deciding how to control a dynamical system to move along a trajectory which minimizes some cost function. Differential Dynamic Programming (DDP) is an optimal control method which utilizes a…
Typical reinforcement learning (RL) methods show limited applicability for real-world industrial control problems because industrial systems involve various constraints and simultaneously require continuous and discrete control. To overcome…
Trajectory optimization is an efficient approach for solving optimal control problems for complex robotic systems. It relies on two key components: first the transcription into a sparse nonlinear program, and second the corresponding solver…
Matrix Lie groups are an important class of manifolds commonly used in control and robotics, and optimizing control policies on these manifolds is a fundamental problem. In this work, we propose a novel computationally efficient approach…
Deep reinforcement learning (DRL), acting as a novel and powerful paradigm for quantum optimal control, offers transformative opportunities for advancing neutral-atom quantum computing. In this work, we theoretically demonstrate a DRL-based…
Inverse reinforcement learning (IRL) is the task of finding a reward function that generates a desired optimal policy for a given Markov Decision Process (MDP). This paper develops an information-theoretic lower bound for the sample…
Existing data-driven and feedback traffic control strategies do not consider the heterogeneity of real-time data measurements. Besides, traditional reinforcement learning (RL) methods for traffic control usually converge slowly for lacking…
Traditional reinforcement learning (RL) aims to maximize the expected total reward, while the risk of uncertain outcomes needs to be controlled to ensure reliable performance in a risk-averse setting. In this paper, we consider the problem…
Safe operation of systems such as robots requires them to plan and execute trajectories subject to safety constraints. When those systems are subject to uncertainties in their dynamics, it is challenging to ensure that the constraints are…
Symmetry is pervasive in robotics and has been widely exploited to improve sample efficiency in deep reinforcement learning (DRL). However, existing approaches primarily focus on spatial symmetries, such as reflection, rotation, and…
We present a framework using Relative Entropy Inverse Reinforcement Learning (RE-IRL) to recover investor reward functions from observed investment actions and market conditions. Unlike traditional IRL algorithms, RE-IRL is employed to…
Differential Dynamic Programming (DDP) is an efficient trajectory optimization algorithm relying on second-order approximations of a system's dynamics and cost function, and has recently been applied to optimize systems with time-invariant…
Deep reinforcement learning (DRL) has achieved groundbreaking successes in a wide variety of robotic applications. A natural consequence is the adoption of this paradigm for safety-critical tasks, where human safety and expensive hardware…
This paper proposes an exploration-efficient Deep Reinforcement Learning with Reference policy (DRLR) framework for learning robotics tasks that incorporates demonstrations. The DRLR framework is developed based on an algorithm called…
Adaptive impedance matching between antennas and radio frequency front-end modules is critical for maximizing power transmission efficiency in mobile communication systems. Conventional numerical and analytical methods struggle with a…
Real time calculation of inverse kinematics (IK) with dynamically stable configuration is of high necessity in humanoid robots as they are highly susceptible to lose balance. This paper proposes a methodology to generate joint-space…
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…
Inverse Reinforcement Learning (IRL) is attractive in scenarios where reward engineering can be tedious. However, prior IRL algorithms use on-policy transitions, which require intensive sampling from the current policy for stable and…