Related papers: Upper and Lower Bounds for Distributionally Robust…

We study reinforcement learning (RL) with linear function approximation where the underlying transition probability kernel of the Markov decision process (MDP) is a linear mixture model (Jia et al., 2020; Ayoub et al., 2020; Zhou et al.,…

In this paper we design hybrid control policies for hybrid systems whose mathematical models are unknown. Our contributions are threefold. First, we propose a framework for modelling the hybrid control design problem as a single Markov…

Deep reinforcement learning (DRL) has emerged as a promising approach for developing more intelligent autonomous vehicles (AVs). A typical DRL application on AVs is to train a neural network-based driving policy. However, the black-box…

Dynamic real-time optimization (DRTO) is a challenging task due to the fact that optimal operating conditions must be computed in real time. The main bottleneck in the industrial application of DRTO is the presence of uncertainty. Many…

Three major challenges in reinforcement learning are the complex dynamical systems with large state spaces, the costly data acquisition processes, and the deviation of real-world dynamics from the training environment deployment. To…

Modern navigation algorithms based on deep reinforcement learning (RL) show promising efficiency and robustness. However, most deep RL algorithms operate in a risk-neutral manner, making no special attempt to shield users from relatively…

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,…

Offline reinforcement learning (RL) is suitable for safety-critical domains where online exploration is too costly or dangerous. In such safety-critical settings, decision-making should take into consideration the risk of catastrophic…

Deep Reinforcement Learning (DRL) is a powerful tool used for addressing complex challenges in mobile networks. This paper investigates the application of two DRL models, on-policy and off-policy, in the field of resource allocation for…

This paper investigates model robustness in reinforcement learning (RL) to reduce the sim-to-real gap in practice. We adopt the framework of distributionally robust Markov decision processes (RMDPs), aimed at learning a policy that…

This work focuses on off-policy evaluation (OPE) with function approximation in infinite-horizon undiscounted Markov decision processes (MDPs). For MDPs that are ergodic and linear (i.e. where rewards and dynamics are linear in some known…

In applications of offline reinforcement learning to observational data, such as in healthcare or education, a general concern is that observed actions might be affected by unobserved factors, inducing confounding and biasing estimates…

The application of reinforcement learning (RL) to dynamic resource allocation in optical networks has been the focus of intense research activity in recent years, with almost 100 peer-reviewed papers. We present a review of progress in the…

Offline reinforcement learning algorithms hold the promise of enabling data-driven RL methods that do not require costly or dangerous real-world exploration and benefit from large pre-collected datasets. This in turn can facilitate…

Continuous state spaces and stochastic, switching dynamics characterize a number of rich, realworld domains, such as robot navigation across varying terrain. We describe a reinforcementlearning algorithm for learning in these domains and…

Connected and Automated Hybrid Electric Vehicles have the potential to reduce fuel consumption and travel time in real-world driving conditions. The eco-driving problem seeks to design optimal speed and power usage profiles based upon…

Offline reinforcement learning (RL) recently gains growing interests from RL researchers. However, the performance of offline RL suffers from the out-of-distribution problem, which can be corrected by feedback in online RL. Previous offline…

This paper endeavors to augment the robustness of offline reinforcement learning (RL) in scenarios laden with heavy-tailed rewards, a prevalent circumstance in real-world applications. We propose two algorithmic frameworks, ROAM and ROOM,…

Offline reinforcement learning (RL) offers a powerful paradigm for data-driven control. Compared to model-free approaches, offline model-based RL (MBRL) explicitly learns a world model from a static dataset and uses it as a surrogate…

This article reviews the recent advances on the statistical foundation of reinforcement learning (RL) in the offline and low-adaptive settings. We will start by arguing why offline RL is the appropriate model for almost any real-life ML…