Related papers: Continuous-time reinforcement learning for optimal…
Effective cross-functional coordination is essential for enhancing firm-wide profitability, particularly in the face of growing organizational complexity and scale. Recent advances in artificial intelligence, especially in reinforcement…
Reinforcement learning (RL) commonly relies on scalar rewards with limited ability to express temporal, conditional, or safety-critical goals, and can lead to reward hacking. Temporal logic expressible via the more general class of…
Cumulative entropy regularization introduces a regulatory signal to the reinforcement learning (RL) problem that encourages policies with high-entropy actions, which is equivalent to enforcing small deviations from a uniform reference…
Much research has been done to analyze the stock market. After all, if one can determine a pattern in the chaotic frenzy of transactions, then they could make a hefty profit from capitalizing on these insights. As such, the goal of our…
Reinforcement learning (RL) is a flexible and efficient method for programming micro-robots in complex environments. Here we investigate whether reinforcement learning can provide insights into biological systems when trained to perform…
Reinforcement Learning (RL) is a powerful method for controlling dynamic systems, but its learning mechanism can lead to unpredictable actions that undermine the safety of critical systems. Here, we propose RL with Adaptive Regularization…
Deep reinforcement learning (RL) algorithms can learn complex policies to optimize agent operation over time. RL algorithms have shown promising results in solving complicated problems in recent years. However, their application on…
In this paper, we study the optimal dividend problem under the continuous time diffusion model with the bounded dividend rate from the Reinforcement Learning (RL) perspective. Unlike the standard literature, our main focus will be on…
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…
This paper studies the continuous-time reinforcement learning for stochastic singular control with the application to an infinite-horizon irreversible reinsurance problems. The singular control is equivalently characterized as a pair of…
In the Bayesian Reinforcement Learning (BRL) setting, agents try to maximise the collected rewards while interacting with their environment while using some prior knowledge that is accessed beforehand. Many BRL algorithms have already been…
The problem of Reinforcement Learning (RL) in an unknown nonlinear dynamical system is equivalent to the search for an optimal feedback law utilizing the simulations/ rollouts of the dynamical system. Most RL techniques search over a…
An in-depth understanding of the particular environment is crucial in reinforcement learning (RL). To address this challenge, the decision-making process of a mobile collaborative robotic assistant modeled by the Markov decision process…
We present a reinforcement learning (RL) framework to synthesize a control policy from a given linear temporal logic (LTL) specification in an unknown stochastic environment that can be modeled as a Markov Decision Process (MDP).…
Reinforcement Learning (RL) is an emerging approach to control many dynamical systems for which classical control approaches are not applicable or insufficient. However, the resultant policies may not generalize to variations in the…
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…
In this paper we consider the basic version of Reinforcement Learning (RL) that involves computing optimal data driven (adaptive) policies for Markovian decision process with unknown transition probabilities. We provide a brief survey of…
We extend the standard reinforcement learning framework to random time horizons. While the classical setting typically assumes finite and deterministic or infinite runtimes of trajectories, we argue that multiple real-world applications…
We study reinforcement learning (RL) for the same class of continuous-time stochastic linear--quadratic (LQ) control problems as in \cite{huang2024sublinear}, where volatilities depend on both states and controls while states are…
We study multi-task reinforcement learning (RL) in tabular episodic Markov decision processes (MDPs). We formulate a heterogeneous multi-player RL problem, in which a group of players concurrently face similar but not necessarily identical…