Related papers: Diffusion-Augmented Markov Decision Processes for …
In dynamic decision-making scenarios across business and healthcare, leveraging sample trajectories from diverse populations can significantly enhance reinforcement learning (RL) performance for specific target populations, especially when…
Drawing upon recent advances in language model alignment, we formulate offline Reinforcement Learning as a two-stage optimization problem: First pretraining expressive generative policies on reward-free behavior datasets, then fine-tuning…
Diffusion Policies (DPs) have attracted attention for their ability to achieve significant accuracy improvements in various imitation learning tasks. However, DPs depend on Diffusion Models, which require multiple noise removal steps to…
Although deep reinforcement learning (DRL) has many success stories, the large-scale deployment of policies learned through these advanced techniques in safety-critical scenarios is hindered by their lack of formal guarantees. Variational…
The continuous nature of belief states in POMDPs presents significant computational challenges in learning the optimal policy. In this paper, we consider an approach that solves a Partially Observable Reinforcement Learning (PORL) problem…
We consider the challenge of policy simplification and verification in the context of policies learned through reinforcement learning (RL) in continuous environments. In well-behaved settings, RL algorithms have convergence guarantees in…
Robust Markov decision processes (MDPs) address the challenge of model uncertainty by optimizing the worst-case performance over an uncertainty set of MDPs. In this paper, we focus on the robust average-reward MDPs under the model-free…
Recent research has highlighted the powerful capabilities of imitation learning in robotics. Leveraging generative models, particularly diffusion models, these approaches offer notable advantages such as strong multi-task generalization,…
We propose policy gradient algorithms which learn risk-sensitive policies in a reinforcement learning (RL) framework. Our proposed algorithms maximize the distortion risk measure (DRM) of the cumulative reward in an episodic Markov decision…
We present a framework to address a class of sequential decision making problems. Our framework features learning the optimal control policy with robustness to noisy data, determining the unknown state and action parameters, and performing…
Diffusion policies have achieved great success in online reinforcement learning (RL) due to their strong expressive capacity. However, the inference of diffusion policy models relies on a slow iterative sampling process, which limits their…
This work considers the sample and computational complexity of obtaining an $\epsilon$-optimal policy in a discounted Markov Decision Process (MDP), given only access to a generative model. In this work, we study the effectiveness of the…
We study optimal stopping for diffusion processes with unknown model primitives within the continuous-time reinforcement learning (RL) framework developed by Wang et al. (2020), and present applications to option pricing and portfolio…
Average-reward Markov decision processes (MDPs) provide a foundational framework for sequential decision-making under uncertainty. However, average-reward MDPs have remained largely unexplored in reinforcement learning (RL) settings, with…
Aligning large language models with human preferences has emerged as a critical focus in language modeling research. Yet, integrating preference learning into Text-to-Image (T2I) generative models is still relatively uncharted territory.…
We develop a deep reinforcement learning (RL) framework for an optimal market-making (MM) trading problem, specifically focusing on price processes with semi-Markov and Hawkes Jump-Diffusion dynamics. We begin by discussing the basics of RL…
A tenet of reinforcement learning is that the agent always observes rewards. However, this is not true in many realistic settings, e.g., a human observer may not always be available to provide rewards, sensors may be limited or…
Diffusion Large Language Models (dLLMs) introduce a new paradigm for language generation, which in turn presents new challenges for aligning them with human preferences. In this work, we aim to improve the policy optimization for dLLMs by…
Imitation learning, particularly Diffusion Policies based methods, has recently gained significant traction in embodied AI as a powerful approach to action policy generation. These models efficiently generate action policies by learning to…
Motivated by the need for a robust policy in the face of environment shifts between training and deployment, we contribute to the theoretical foundation of distributionally robust reinforcement learning (DRRL). This is accomplished through…