Related papers: Robust Deterministic Policy Gradient for Disturban…
We adapt the ideas underlying the success of Deep Q-Learning to the continuous action domain. We present an actor-critic, model-free algorithm based on the deterministic policy gradient that can operate over continuous action spaces. Using…
Reinforcement learning is showing great potentials in robotics applications, including autonomous driving, robot manipulation and locomotion. However, with complex uncertainties in the real-world environment, it is difficult to guarantee…
This paper addresses the problem of model-free reinforcement learning for Robust Markov Decision Process (RMDP) with large state spaces. The goal of the RMDP framework is to find a policy that is robust against the parameter uncertainties…
Reinforcement Learning (RL) applied to financial problems has been the subject of a lively area of research. The use of RL for optimal trading strategies that exploit latent information in the market is, to the best of our knowledge, not…
In this paper, we present a methodology to deploy the deterministic policy gradient method, using actor-critic techniques, when the optimal policy is approximated using a parametric optimization problem, where safety is enforced via hard…
This paper proposes a reinforcement learning (RL) algorithm for infinite horizon $\rm {H_{2}/H_{\infty}}$ problem in a class of stochastic discrete-time systems, rather than using a set of coupled generalized algebraic Riccati equations…
Deep reinforcement learning algorithms can perform poorly in real-world tasks due to the discrepancy between source and target environments. This discrepancy is commonly viewed as the disturbance in transition dynamics. Many existing…
In recent years, fully differentiable rigid body physics simulators have been developed, which can be used to simulate a wide range of robotic systems. In the context of reinforcement learning for control, these simulators theoretically…
Quadcopters have been studied for decades thanks to their maneuverability and capability of operating in a variety of circumstances. However, quadcopters suffer from dynamical nonlinearity, actuator saturation, as well as sensor noise that…
Studies that broaden drone applications into complex tasks require a stable control framework. Recently, deep reinforcement learning (RL) algorithms have been exploited in many studies for robot control to accomplish complex tasks.…
Distributional reinforcement learning (DRL) is a recent reinforcement learning framework whose success has been supported by various empirical studies. It relies on the key idea of replacing the expected return with the return distribution,…
We consider deep deterministic policy gradient (DDPG) in the context of reinforcement learning with sparse rewards. To enhance exploration, we introduce a search procedure, \emph{${\epsilon}{t}$-greedy}, which generates exploratory options…
The volatility fitting is one of the core problems in the equity derivatives business. Through a set of deterministic rules, the degrees of freedom in the implied volatility surface encoding (parametrization, density, diffusion) are…
Advancing the dynamic loco-manipulation capabilities of quadruped robots in complex terrains is crucial for performing diverse tasks. Specifically, dynamic ball manipulation in rugged environments presents two key challenges. The first is…
Unmanned aerial vehicles (UAVs) are envisioned to complement the 5G communication infrastructure in future smart cities. Hot spots easily appear in road intersections, where effective communication among vehicles is challenging. UAVs may…
Deep deterministic policy gradient (DDPG)-based car-following strategy can break through the constraints of the differential equation model due to the ability of exploration on complex environments. However, the car-following performance of…
Quantum reinforcement learning (QRL) is a promising paradigm for near-term quantum devices. While existing QRL methods have shown success in discrete action spaces, extending these techniques to continuous domains is challenging due to the…
Deploying reinforcement learning (RL) systems requires robustness to uncertainty and model misspecification, yet prior robust RL methods typically only study noise introduced independently across time. However, practical sources of…
We obtain global, non-asymptotic convergence guarantees for independent learning algorithms in competitive reinforcement learning settings with two agents (i.e., zero-sum stochastic games). We consider an episodic setting where in each…
We present a novel reinforcement learning method to train the quadruped robot in a simulated environment. The idea of controlling quadruped robots in a dynamic environment is quite challenging and my method presents the optimum policy and…