Related papers: Risk-sensitive Reinforcement Learning Based on Con…
We design a new iterative algorithm, called REINFORCE-OPT, for solving a general type of optimization problems. This algorithm parameterizes the solution search rule and iteratively updates the parameter using a reinforcement learning (RL)…
The challenge of developing powerful and general Reinforcement Learning (RL) agents has received increasing attention in recent years. Much of this effort has focused on the single-agent setting, in which an agent maximizes a predefined…
Reinforcement learning (RL) has been widely used in decision-making and control tasks, but the risk is very high for the agent in the training process due to the requirements of interaction with the environment, which seriously limits its…
In the trial-and-error mechanism of reinforcement learning (RL), a notorious contradiction arises when we expect to learn a safe policy: how to learn a safe policy without enough data and prior model about the dangerous region? Existing…
Reinforcement Learning (RL) applications in real-world scenarios must prioritize safety and reliability, which impose strict constraints on agent behavior. Model-based RL leverages predictive world models for action planning and policy…
Safe exploration remains a fundamental challenge in reinforcement learning (RL), limiting the deployment of RL agents in the real world. We propose Sampling-Based Safe Reinforcement Learning (SBSRL), a model-based RL algorithm that…
In multi-agent safety-critical scenarios, traditional autonomous driving frameworks face significant challenges in balancing safety constraints and task performance. These frameworks struggle to quantify dynamic interaction risks in…
Classical reinforcement learning (RL) techniques are generally concerned with the design of decision-making policies driven by the maximisation of the expected outcome. Nevertheless, this approach does not take into consideration the…
Online matching problems arise in many complex systems, from cloud services and online marketplaces to organ exchange networks, where timely, principled decisions are critical for maintaining high system performance. Traditional heuristics…
In this paper, a unified framework for exploration in reinforcement learning (RL) is proposed based on an option-critic model. The proposed framework learns to integrate a set of diverse exploration strategies so that the agent can…
Reinforcement Learning (RL) is an effective tool for controller design but can struggle with issues of robustness, failing catastrophically when the underlying system dynamics are perturbed. The Robust RL formulation tackles this by adding…
Standard reinforcement learning (RL) aims to find an optimal policy that identifies the best action for each state. However, in healthcare settings, many actions may be near-equivalent with respect to the reward (e.g., survival). We…
Real-world reinforcement learning (RL) environments, whether in robotics or industrial settings, often involve non-visual observations and require not only efficient but also reliable and thus interpretable and flexible RL approaches. To…
Vanilla Reinforcement Learning (RL) can efficiently solve complex tasks but does not provide any guarantees on system behavior. To bridge this gap, we propose a three-step safe RL procedure for continuous action spaces that provides…
While reinforcement learning (RL) methods that learn an internal model of the environment have the potential to be more sample efficient than their model-free counterparts, learning to model raw observations from high dimensional sensors…
We introduce a reinforcement learning (RL) based adaptive optimization algorithm for aerodynamic shape optimization focused on dimensionality reduction. The form in which RL is applied here is that of a surrogate-based, actor-critic policy…
This paper establishes a new and comprehensive theoretical analysis for the application of reinforcement learning (RL) in high-frequency market making. We bridge the modern RL theory and the continuous-time statistical models in…
Inverse reinforcement learning (IRL) for linear systems seeks a cost function whose optimal controller reproduces an expert policy from data. Existing data-driven methods for discrete-time linear systems are largely built on iterative…
We consider reinforcement learning (RL) in Markov Decision Processes in which an agent repeatedly interacts with an environment that is modeled by a controlled Markov process. At each time step $t$, it earns a reward, and also incurs a…
This paper studies safe Reinforcement Learning (safe RL) with linear function approximation and under hard instantaneous constraints where unsafe actions must be avoided at each step. Existing studies have considered safe RL with hard…