Related papers: Ergodic Risk Measures: Towards a Risk-Aware Founda…
In this article, we aim to provide a literature review of different formulations and approaches to continual reinforcement learning (RL), also known as lifelong or non-stationary RL. We begin by discussing our perspective on why RL is a…
The diversity of tasks and dynamic nature of reinforcement learning (RL) require RL agents to be able to learn sequentially and continuously, a learning paradigm known as continuous reinforcement learning. This survey reviews how continual…
The objective in a traditional reinforcement learning (RL) problem is to find a policy that optimizes the expected value of a performance metric such as the infinite-horizon cumulative discounted or long-run average cost/reward. In…
Traditional reinforcement learning (RL) aims to maximize the expected total reward, while the risk of uncertain outcomes needs to be controlled to ensure reliable performance in a risk-averse setting. In this paper, we consider the problem…
Reinforcement Learning (RL) is an important machine learning paradigm for solving sequential decision-making problems. Recent years have witnessed remarkable progress in this field due to the rapid development of deep neural networks.…
Envisioned application areas for reinforcement learning (RL) include autonomous driving, precision agriculture, and finance, which all require RL agents to make decisions in the real world. A significant challenge hindering the adoption of…
We propose a novel framework to solve risk-sensitive reinforcement learning (RL) problems where the agent optimises time-consistent dynamic spectral risk measures. Based on the notion of conditional elicitability, our methodology constructs…
Reinforcement learning (RL) offers a compelling data-driven paradigm for synthesizing controllers for complex systems when accurate physical models are unavailable; however, most existing control-oriented RL methods assume stationarity and,…
In a standard view of the reinforcement learning problem, an agent's goal is to efficiently identify a policy that maximizes long-term reward. However, this perspective is based on a restricted view of learning as finding a solution, rather…
The goal of Continual Learning (CL) task is to continuously learn multiple new tasks sequentially while achieving a balance between the plasticity and stability of new and old knowledge. This paper analyzes that this insufficiency arises…
Reinforcement Learning (RL) remains a central optimisation framework in machine learning. Although RL agents can converge to optimal solutions, the definition of ``optimality'' depends on the environment's statistical properties. The…
Fairness-aware learning aims at satisfying various fairness constraints in addition to the usual performance criteria via data-driven machine learning techniques. Most of the research in fairness-aware learning employs the setting of…
The objectives of option hedging/trading extend beyond mere protection against downside risks, with a desire to seek gains also driving agent's strategies. In this study, we showcase the potential of robust risk-aware reinforcement learning…
Reinforcement Learning (RL) is a general framework concerned with an agent that seeks to maximize rewards in an environment. The learning typically happens through trial and error using explorative methods, such as epsilon-greedy. There are…
In reinforcement learning, we typically aim to optimize the expected value of the sum of rewards an agent collects over a trajectory. However, if the process generating these rewards is non-ergodic, the expected value, i.e., the average…
Reinforcement learning (RL) is an effective approach to motion planning in autonomous driving, where an optimal driving policy can be automatically learned using the interaction data with the environment. Nevertheless, the reward function…
This paper studies continuous-time risk-sensitive reinforcement learning (RL) under the entropy-regularized, exploratory diffusion process formulation with the exponential-form objective. The risk-sensitive objective arises either as the…
We develop an approach for solving time-consistent risk-sensitive stochastic optimization problems using model-free reinforcement learning (RL). Specifically, we assume agents assess the risk of a sequence of random variables using dynamic…
Safe reinforcement learning (RL) seeks to mitigate unsafe behaviors that arise from exploration during training by reducing constraint violations while maintaining task performance. Existing approaches typically rely on a single policy to…
Many sequential decision-making problems that are currently automated, such as those in manufacturing or recommender systems, operate in an environment where there is either little uncertainty, or zero risk of catastrophe. As companies and…