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Reinforcement learning is a powerful approach for training an optimal policy to solve complex problems in a given system. This project aims to demonstrate the application of reinforcement learning in stochastic process environments with…
This paper presents a Double Deep Q-Network algorithm for trading single assets, namely the E-mini S&P 500 continuous futures contract. We use a proven setup as the foundation for our environment with multiple extensions. The features of…
The aim of multi-task reinforcement learning is two-fold: (1) efficiently learn by training against multiple tasks and (2) quickly adapt, using limited samples, to a variety of new tasks. In this work, the tasks correspond to reward…
Recent developments in sequential experimental design look to construct a policy that can efficiently navigate the design space, in a way that maximises the expected information gain. Whilst there is work on achieving tractable policies for…
Multi-agent learning is a promising method to simulate aggregate competitive behaviour in finance. Learning expert agents' reward functions through their external demonstrations is hence particularly relevant for subsequent design of…
Unloading containers in the courier, express and parcel industry is a physically demanding and labor-intensive work. Automatizing this process is an important step towards increasing the efficiency of parcel-handling systems. This work…
This work proposes an approach that integrates reinforcement learning and model predictive control (MPC) to solve finite-horizon optimal control problems in mixed-logical dynamical systems efficiently. Optimization-based control of such…
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…
This paper addresses two important estimation problems for linear systems, namely system identification and model-free state estimation. Our focus is on ARMAX models with unknown parameters. We first provide a reinforcement learning…
Animals and robots exist in a physical world and must coordinate their bodies to achieve behavioral objectives. With recent developments in deep reinforcement learning, it is now possible for scientists and engineers to obtain sensorimotor…
Agents that interact with other agents often do not know a priori what the other agents' strategies are, but have to maximise their own online return while interacting with and learning about others. The optimal adaptive behaviour under…
Reinforcement learning methods require careful design involving a reward function to obtain the desired action policy for a given task. In the absence of hand-crafted reward functions, prior work on the topic has proposed several methods…
In many practical applications of RL, it is expensive to observe state transitions from the environment. For example, in the problem of plasma control for nuclear fusion, computing the next state for a given state-action pair requires…
In many real world applications, reinforcement learning agents have to optimize multiple objectives while following certain rules or satisfying a list of constraints. Classical methods based on reward shaping, i.e. a weighted combination of…
We investigate reinforcement learning in the setting of Markov decision processes for a large number of exchangeable agents interacting in a mean field manner. Applications include, for example, the control of a large number of robots…
In this paper a novel model-free algorithm is proposed. This algorithm can learn the nearly optimal control law of constrained-input systems from online data without requiring any a priori knowledge of system dynamics. Based on the concept…
We focus on developing efficient and reliable policy optimization strategies for robot learning with real-world data. In recent years, policy gradient methods have emerged as a promising paradigm for training control policies in simulation.…
Reinforcement learning holds tremendous promise in accelerator controls. The primary goal of this paper is to show how this approach can be utilised on an operational level on accelerator physics problems. Despite the success of model-free…
Machine-learning techniques are emerging as a valuable tool in experimental physics, and among them, reinforcement learning offers the potential to control high-dimensional, multistage processes in the presence of fluctuating environments.…
Reinforcement learning (RL) promises a framework for near-universal problem-solving. In practice however, RL algorithms are often tailored to specific benchmarks, relying on carefully tuned hyperparameters and algorithmic choices. Recently,…