Related papers: An Online Multiobjective Policy Gradient for Long-…
Reinforcement Learning (RL) has emerged as a powerful paradigm in Artificial Intelligence (AI), enabling agents to learn optimal behaviors through interactions with their environments. Drawing from the foundations of trial and error, RL…
Offline reinforcement learning (RL) has emerged as a prevalent and effective methodology for real-world recommender systems, enabling learning policies from historical data and capturing user preferences. In offline RL, reward shaping…
Reinforcement learning (RL) is a general and well-known method that a robot can use to learn an optimal control policy to solve a particular task. We would like to build a versatile robot that can learn multiple tasks, but using RL for each…
Reinforcement learning (RL) enables sequential decision-making in complex and high-dimensional environments through interaction with the environment. In most real-world applications, however, a high number of interactions are infeasible. In…
We consider un-discounted reinforcement learning (RL) in Markov decision processes (MDPs) under drifting non-stationarity, i.e., both the reward and state transition distributions are allowed to evolve over time, as long as their respective…
Social goods, such as healthcare, smart city, and information networks, often produce ordered event data in continuous time. The generative processes of these event data can be very complex, requiring flexible models to capture their…
Deep Reinforcement Learning (DRL) is a quickly evolving research field rooted in operations research and behavioural psychology, with potential applications extending across various domains, including robotics. This thesis delineates the…
Bayesian reinforcement learning (BRL) is a method that merges principles from Bayesian statistics and reinforcement learning to make optimal decisions in uncertain environments. As a model-based RL method, it has two key components: (1)…
Agents trained via deep reinforcement learning (RL) routinely fail to generalize to unseen environments, even when these share the same underlying dynamics as the training levels. Understanding the generalization properties of RL is one of…
Reinforcement learning (RL) tackles sequential decision-making problems by creating agents that interacts with their environment. However, existing algorithms often view these problem as static, focusing on point estimates for model…
Multi-objective reinforcement learning (MORL) is used to solve problems involving multiple objectives. An MORL agent must make decisions based on the diverse signals provided by distinct reward functions. Training an MORL agent yields a set…
This study develops and evaluates a deep reinforcement learning framework for dynamic portfolio allocation across global equity markets. The Soft Actor-Critic algorithm is used to learn continuous portfolio weights within a Markov Decision…
Reinforcement learning (RL) is a technique to learn the control policy for an agent that interacts with a stochastic environment. In any given state, the agent takes some action, and the environment determines the probability distribution…
Inverse reinforcement learning methods aim to retrieve the reward function of a Markov decision process based on a dataset of expert demonstrations. The commonplace scarcity and heterogeneous sources of such demonstrations can lead to the…
Reinforcement Learning (RL) is a popular machine learning paradigm where intelligent agents interact with the environment to fulfill a long-term goal. Driven by the resurgence of deep learning, Deep RL (DRL) has witnessed great success over…
In this work we introduce reinforcement learning techniques for solving lexicographic multi-objective problems. These are problems that involve multiple reward signals, and where the goal is to learn a policy that maximises the first reward…
We consider online reinforcement learning (RL) in episodic Markov decision processes (MDPs) under the linear $q^\pi$-realizability assumption, where it is assumed that the action-values of all policies can be expressed as linear functions…
Much attention has been devoted recently to the development of machine learning algorithms with the goal of improving treatment policies in healthcare. Reinforcement learning (RL) is a sub-field within machine learning that is concerned…
This work provides a novel interpretation of Markov Decision Processes (MDP) from the online optimization viewpoint. In such an online optimization context, the policy of the MDP is viewed as the decision variable while the corresponding…
Multi-objective reinforcement learning (MORL) is a relatively new field which builds on conventional Reinforcement Learning (RL) to solve multi-objective problems. One of common algorithm is to extend scalar value Q-learning by using vector…