Related papers: Maximum Entropy Reinforcement Learning with Diffus…
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…
The Maximum Entropy (MaxEnt) technique is applied to the derivation of the Gaussian Dispersion Plume Model as well as to more complex transport phenomena such as the one-dimensional advection equation, the one-dimensional diffusion…
Reinforcement learning for control over continuous spaces typically uses high-entropy stochastic policies, such as Gaussian distributions, for local exploration and estimating policy gradient to optimize performance. Many robotic control…
Optimal decision making with limited or no information in stochastic environments where multiple agents interact is a challenging topic in the realm of artificial intelligence. Reinforcement learning (RL) is a popular approach for arriving…
We develop a deep reinforcement learning (RL) framework for an optimal market-making (MM) trading problem, specifically focusing on price processes with semi-Markov and Hawkes Jump-Diffusion dynamics. We begin by discussing the basics of RL…
Reinforcement Learning algorithms are primarily focused on learning a policy that maximizes expected return. As a result, the learned policy can exploit one or few reward sources. However, in many natural situations, it is desirable to…
Reinforcement learning (RL) has achieved remarkable performance in numerous sequential decision making and control tasks. However, a common problem is that learned nearly optimal policy always overfits to the training environment and may…
Reinforcement learning (RL) is a fundamental methodology in autonomous driving systems, where generative policies exhibit considerable potential by leveraging their ability to model complex distributions to enhance exploration. However,…
Generative models, particularly diffusion models, have achieved remarkable success in density estimation for multimodal data, drawing significant interest from the reinforcement learning (RL) community, especially in policy modeling in…
Offline reinforcement learning (RL) aims to learn optimal policies from offline datasets, where the parameterization of policies is crucial but often overlooked. Recently, Diffsuion-QL significantly boosts the performance of offline RL by…
Cooperative multi-agent reinforcement learning (MARL) involves complex agent interactions and requires effective exploration strategies. A prominent class of MARL algorithms, decentralized softmax policy gradient (DecSPG), addresses this…
Model-free deep reinforcement learning has achieved great success in many domains, such as video games, recommendation systems and robotic control tasks. In continuous control tasks, widely used policies with Gaussian distributions results…
Integrating expressive generative policies, such as flow-matching models, into offline reinforcement learning (RL) allows agents to capture complex, multi-modal behaviors. While Q-learning with Adjoint Matching (QAM) stabilizes policy…
Diffusion-based policies have gained growing popularity in solving a wide range of decision-making tasks due to their superior expressiveness and controllable generation during inference. However, effectively training large diffusion…
Generative models such as diffusion and flow-matching offer expressive policies for offline reinforcement learning (RL) by capturing rich, multimodal action distributions, but their iterative sampling introduces high inference costs and…
When deploying artificial agents in real-world environments where they interact with humans, it is crucial that their behavior is aligned with the values, social norms or other requirements of that environment. However, many environments…
The optimal policy of a reinforcement learning problem is often discontinuous and non-smooth. I.e., for two states with similar representations, their optimal policies can be significantly different. In this case, representing the entire…
Multi-agent deep reinforcement learning has been applied to address a variety of complex problems with either discrete or continuous action spaces and achieved great success. However, most real-world environments cannot be described by only…
In Multi-Goal Reinforcement Learning, an agent learns to achieve multiple goals with a goal-conditioned policy. During learning, the agent first collects the trajectories into a replay buffer, and later these trajectories are selected…
Parallel data collection has redefined Reinforcement Learning (RL), unlocking unprecedented efficiency and powering breakthroughs in large-scale real-world applications. In this paradigm, $N$ identical agents operate in $N$ replicas of an…