Related papers: Robust Reinforcement Learning with Dynamic Distort…
Reinforcement Learning (RL) is emerging as tool for tackling complex control and decision-making problems. However, in high-risk environments such as healthcare, manufacturing, automotive or aerospace, it is often challenging to bridge the…
Deep reinforcement learning (DRL) algorithms can suffer from modeling errors between the simulation and the real world. Many studies use adversarial learning to generate perturbation during training process to model the discrepancy and…
Deep reinforcement learning has recently made significant progress in solving computer games and robotic control tasks. A known problem, though, is that policies overfit to the training environment and may not avoid rare, catastrophic…
Reinforcement learning (RL) struggles to scale to large, combinatorial action spaces common in many real-world problems. This paper introduces a novel framework for training discrete diffusion models as highly effective policies in these…
This paper investigates the resilience and robustness of Deep Reinforcement Learning (DRL) policies to adversarial perturbations in the state space. We first present an approach for the disentanglement of vulnerabilities caused by…
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,…
Deep Reinforcement Learning (DRL) has been extensively used to address portfolio optimization problems. The DRL agents acquire knowledge and make decisions through unsupervised interactions with their environment without requiring explicit…
A major challenge of reinforcement learning (RL) in real-world applications is the variation between environments, tasks or clients. Meta-RL (MRL) addresses this issue by learning a meta-policy that adapts to new tasks. Standard MRL methods…
Reinforcement Learning (RL) is a rapidly growing area of machine learning that finds its application in a broad range of domains, from finance and healthcare to robotics and gaming. Compared to other machine learning techniques, RL agents…
Deep Reinforcement Learning (DRL) is a subfield of machine learning for training autonomous agents that take sequential actions across complex environments. Despite its significant performance in well-known environments, it remains…
Reinforcement learning is a general methodology of adaptive optimal control that has attracted much attention in various fields ranging from video game industry to robot manipulators. Despite its remarkable performance demonstrations, plain…
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…
Robust Reinforcement Learning (RRL) is a promising Reinforcement Learning (RL) paradigm aimed at training robust to uncertainty or disturbances models, making them more efficient for real-world applications. Following this paradigm,…
We present a novel $Q$-learning algorithm tailored to solve distributionally robust Markov decision problems where the corresponding ambiguity set of transition probabilities for the underlying Markov decision process is a Wasserstein ball…
We present a Distributionally Robust Optimization (DRO) approach to estimate a robustified regression plane in a linear regression setting, when the observed samples are potentially contaminated with adversarially corrupted outliers. Our…
Reinforcement learning (RL) is a general framework for adaptive control, which has proven to be efficient in many domains, e.g., board games, video games or autonomous vehicles. In such problems, an agent faces a sequential decision-making…
Flexibility design problems are a class of problems that appear in strategic decision-making across industries, where the objective is to design a ($e.g.$, manufacturing) network that affords flexibility and adaptivity. The underlying…
The increasing adoption of Reinforcement Learning in safety-critical systems domains such as autonomous vehicles, health, and aviation raises the need for ensuring their safety. Existing safety mechanisms such as adversarial training,…
The Robust Markov Decision Process (RMDP) framework focuses on designing control policies that are robust against the parameter uncertainties due to the mismatches between the simulator model and real-world settings. An RMDP problem is…
Distributionally Robust Optimization (DRO) has enabled to prove the equivalence between robustness and regularization in classification and regression, thus providing an analytical reason why regularization generalizes well in statistical…