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Game theory provides the gold standard for analyzing adversarial engagements, offering strong optimality guarantees. However, these guarantees often become brittle when assumptions such as perfect information are violated. Reinforcement…
Meta reinforcement learning (Meta-RL) is an approach wherein the experience gained from solving a variety of tasks is distilled into a meta-policy. The meta-policy, when adapted over only a small (or just a single) number of steps, is able…
Deep reinforcement learning algorithms have been successfully applied to a range of challenging control tasks. However, these methods typically struggle with achieving effective exploration and are extremely sensitive to the choice of…
Real-world games, which concern imperfect information, multiple players, and simultaneous moves, are less frequently discussed in the existing literature of game theory. While reinforcement learning (RL) provides a general framework to…
Reinforcement learning (RL) provides a naturalistic framing for learning through trial and error, which is appealing both because of its simplicity and effectiveness and because of its resemblance to how humans and animals acquire skills…
We propose a new model, independent linear Markov game, for multi-agent reinforcement learning with a large state space and a large number of agents. This is a class of Markov games with independent linear function approximation, where each…
Modern power systems face increasing vulnerability to sophisticated cyber-physical attacks beyond traditional N-1 contingency frameworks. Existing security paradigms face a critical bottleneck: efficiently identifying worst-case scenarios…
We study reinforcement learning (RL) with linear function approximation. Existing algorithms for this problem only have high-probability regret and/or Probably Approximately Correct (PAC) sample complexity guarantees, which cannot guarantee…
Various methods for solving the inverse reinforcement learning (IRL) problem have been developed independently in machine learning and economics. In particular, the method of Maximum Causal Entropy IRL is based on the perspective of entropy…
In the field of safe reinforcement learning (RL), finding a balance between satisfying safety constraints and optimizing reward performance presents a significant challenge. A key obstacle in this endeavor is the estimation of safety…
Reinforcement learning (RL) methods have been shown to be capable of learning intelligent behavior in rich domains. However, this has largely been done in simulated domains without adequate focus on the process of building the simulator. In…
Execution algorithms are vital to modern trading, they enable market participants to execute large orders while minimising market impact and transaction costs. As these algorithms grow more sophisticated, optimising them becomes…
Recently, safe reinforcement learning (RL) with the actor-critic structure for continuous control tasks has received increasing attention. It is still challenging to learn a near-optimal control policy with safety and convergence…
Sample inefficiency is a long-lasting challenge in deep reinforcement learning (DRL). Despite dramatic improvements have been made, the problem is far from being solved and is especially challenging in environments with sparse or delayed…
Reinforcement Learning (RL) has demonstrated a great potential for automatically solving decision-making problems in complex uncertain environments. RL proposes a computational approach that allows learning through interaction in an…
Reliant on too many experiments to learn good actions, current Reinforcement Learning (RL) algorithms have limited applicability in real-world settings, which can be too expensive to allow exploration. We propose an algorithm for batch RL,…
It is challenging for reinforcement learning (RL) algorithms to succeed in real-world applications like financial trading and logistic system due to the noisy observation and environment shifting between training and evaluation. Thus, it…
Evolutionary Reinforcement Learning (ERL), which integrates Evolutionary Algorithms (EAs) and Reinforcement Learning (RL) for optimization, has demonstrated remarkable performance advancements. By fusing both approaches, ERL has emerged as…
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…
Reinforcement learning (RL) has demonstrated its ability to solve high dimensional tasks by leveraging non-linear function approximators. However, these successes are mostly achieved by 'black-box' policies in simulated domains. When…