Related papers: Action Gaps and Advantages in Continuous-Time Dist…
We consider the problem of learning a set of probability distributions from the empirical Bellman dynamics in distributional reinforcement learning (RL), a class of state-of-the-art methods that estimate the distribution, as opposed to only…
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,…
This paper describes a purely data-driven solution to a class of sequential decision-making problems with a large number of concurrent online decisions, with applications to computing systems and operations research. We assume that while…
Given the inherent non-stationarity prevalent in real-world applications, continual Reinforcement Learning (RL) aims to equip the agent with the capability to address a series of sequentially presented decision-making tasks. Within this…
Offline reinforcement learning (RL) aims to learn a policy that maximizes the expected return using a given static dataset of transitions. However, offline RL faces the distribution shift problem. The policy constraint offline RL method is…
Constrained reinforcement learning (RL) seeks high-performance policies under safety constraints. We focus on an offline setting where the agent has only a fixed dataset -- common in realistic tasks to prevent unsafe exploration. To address…
An internet network service provider manages its network with multiple objectives, such as high quality of service (QoS) and minimum computing resource usage. To achieve these objectives, a reinforcement learning-based (RL) algorithm has…
Deep Reinforcement Learning (DRL) has achieved great success in solving complicated decision-making problems. Despite the successes, DRL is frequently criticized for many reasons, e.g., data inefficient, inflexible and intractable reward…
Reinforcement learning (RL) involves sequential decision making in uncertain environments. The aim of the decision-making agent is to maximize the benefit of acting in its environment over an extended period of time. Finding an optimal…
In deep Reinforcement Learning (RL), the learning rate critically influences both stability and performance, yet its optimal value shifts during training as the environment and policy evolve. Standard decay schedulers assume monotonic…
Model-based offline reinforcement learning (RL) has emerged as a promising approach for recommender systems, enabling effective policy learning by interacting with frozen world models. However, the reward functions in these world models,…
In domains such as finance, healthcare, and robotics, managing worst-case scenarios is critical, as failure to do so can lead to catastrophic outcomes. Distributional Reinforcement Learning (DRL) provides a natural framework to incorporate…
Deep reinforcement learning (DRL) has been widely studied in the portfolio management task. However, it is challenging to understand a DRL-based trading strategy because of the black-box nature of deep neural networks. In this paper, we…
Offline reinforcement learning (RL) learns policies from fixed datasets without online interactions, but suffers from distribution shift, causing inaccurate evaluation and overestimation of out-of-distribution (OOD) actions. Existing…
Deep Reinforcement Learning (RL) is remarkably effective in addressing sequential resource allocation problems in domains such as healthcare, public policy, and resource management. However, deep RL policies often lack transparency and…
Reinforcement learning (RL) is rapidly reaching and surpassing human-level control capabilities. However, state-of-the-art RL algorithms often require timesteps and reaction times significantly faster than human capabilities, which is…
Deep Reinforcement Learning (or just "RL") is gaining popularity for industrial and research applications. However, it still suffers from some key limits slowing down its widespread adoption. Its performance is sensitive to initial…
Distributional reinforcement learning (RL) -- in which agents learn about all the possible long-term consequences of their actions, and not just the expected value -- is of great recent interest. One of the most important affordances of a…
The endeavor of artificial intelligence (AI) is to design autonomous agents capable of achieving complex tasks. Namely, reinforcement learning (RL) proposes a theoretical background to learn optimal behaviors. In practice, RL algorithms…
In this paper, we prove that Distributional Reinforcement Learning (DistRL), which learns the return distribution, can obtain second-order bounds in both online and offline RL in general settings with function approximation. Second-order…