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We present a general framework for optimizing the Conditional Value-at-Risk for dynamical systems using stochastic search. The framework is capable of handling the uncertainty from the initial condition, stochastic dynamics, and uncertain…
Many applications -- including power systems, robotics, and economics -- involve a dynamical system interacting with a stochastic and hard-to-model environment. We adopt a reinforcement learning approach to control such systems.…
Deep reinforcement learning has made significant progress in robotic manipulation tasks and it works well in the ideal disturbance-free environment. However, in a real-world environment, both internal and external disturbances are…
Achieving stability and robustness is the primary goal of biped locomotion control. Recently, deep reinforce learning (DRL) has attracted great attention as a general methodology for constructing biped control policies and demonstrated…
Many state-of-the art robotic applications utilize series elastic actuators (SEAs) with closed-loop force control to achieve complex tasks such as walking, lifting, and manipulation. Model-free PID control methods are more prone to…
Domain randomization in reinforcement learning is an established technique for increasing the robustness of control policies trained in simulation. By randomizing environment properties during training, the learned policy can become robust…
We propose a compositional approach to synthesize policies for networks of continuous-space stochastic control systems with unknown dynamics using model-free reinforcement learning (RL). The approach is based on implicitly abstracting each…
Enforcing state and input constraints during reinforcement learning (RL) in continuous state spaces is an open but crucial problem which remains a roadblock to using RL in safety-critical applications. This paper leverages invariant sets to…
Maximum entropy has become a mainstream off-policy reinforcement learning (RL) framework for balancing exploitation and exploration. However, two bottlenecks still limit further performance improvement: (1) non-stationary Q-value estimation…
Deep reinforcement learning (RL) has achieved remarkable success, yet its deployment in real-world scenarios is often limited by vulnerability to environmental uncertainties. Distributionally robust RL (DR-RL) algorithms have been proposed…
The application of Deep Reinforcement Learning (DRL) to inventory management is an emerging field. However, traditional DRL algorithms, originally developed for diverse domains such as game-playing and robotics, may not be well-suited for…
Reinforcement Learning algorithms are primarily focused on learning a policy that maximizes expected return. As a result, the learned policy can exploit one or few reward sources. However, in many natural situations, it is desirable to…
A reinforcement learning (RL) control policy could fail in a new/perturbed environment that is different from the training environment, due to the presence of dynamic variations. For controlling systems with continuous state and action…
We pose an active perception problem where an autonomous agent actively interacts with a second agent with potentially adversarial behaviors. Given the uncertainty in the intent of the other agent, the objective is to collect further…
We study the adaption of Soft Actor-Critic (SAC), which is considered as a state-of-the-art reinforcement learning (RL) algorithm, from continuous action space to discrete action space. We revisit vanilla discrete SAC and provide an…
We develop provably safe and convergent reinforcement learning (RL) algorithms for control of nonlinear dynamical systems, bridging the gap between the hard safety guarantees of control theory and the convergence guarantees of RL theory.…
Hierarchical Reinforcement Learning (HRL) algorithms have been demonstrated to perform well on high-dimensional decision making and robotic control tasks. However, because they solely optimize for rewards, the agent tends to search the same…
The volatility fitting is one of the core problems in the equity derivatives business. Through a set of deterministic rules, the degrees of freedom in the implied volatility surface encoding (parametrization, density, diffusion) are…
In many real-world scenarios, Reinforcement Learning (RL) algorithms are trained on data with dynamics shift, i.e., with different underlying environment dynamics. A majority of current methods address such issue by training context…
Autonomous UAV navigation using reinforcement learning (RL) is vulnerable to adversarial attacks that manipulate sensor inputs, potentially leading to unsafe behavior and mission failure. Although robust RL methods provide partial…