English
Related papers

Related papers: Risk-Sensitive Exponential Actor Critic

200 papers

In this paper, we propose an off-policy deep reinforcement learning (DRL) method utilizing the average reward criterion. While most existing DRL methods employ the discounted reward criterion, this can potentially lead to a discrepancy…

Machine Learning · Computer Science 2024-08-06 Yukinari Hisaki , Isao Ono

Reinforcement learning (RL) in discrete action space is ubiquitous in real-world applications, but its complexity grows exponentially with the action-space dimension, making it challenging to apply existing on-policy gradient based deep RL…

Machine Learning · Statistics 2020-02-24 Yuguang Yue , Yunhao Tang , Mingzhang Yin , Mingyuan Zhou

Policy optimization methods remain a powerful workhorse in empirical Reinforcement Learning (RL), with a focus on neural policies that can easily reason over complex and continuous state and/or action spaces. Theoretical understanding of…

Machine Learning · Computer Science 2021-03-23 Fei Feng , Wotao Yin , Alekh Agarwal , Lin F. Yang

Training sophisticated agents for optimal decision-making under uncertainty has been key to the rapid development of modern autonomous systems across fields. Notably, model-free reinforcement learning (RL) has enabled decision-making agents…

Machine Learning · Computer Science 2025-07-21 Thomas Banker , Ali Mesbah

Traditional continuous deep reinforcement learning (RL) algorithms employ deterministic or unimodal Gaussian actors, which cannot express complex multimodal decision distributions. This limitation can hinder their performance in…

Machine Learning · Computer Science 2025-11-04 Ziqi Wang , Jiashun Liu , Ling Pan

Training an agent to solve control tasks directly from high-dimensional images with model-free reinforcement learning (RL) has proven difficult. A promising approach is to learn a latent representation together with the control policy.…

Machine Learning · Computer Science 2020-07-10 Denis Yarats , Amy Zhang , Ilya Kostrikov , Brandon Amos , Joelle Pineau , Rob Fergus

This paper proposes a safety modulator actor-critic (SMAC) method to address safety constraint and overestimation mitigation in model-free safe reinforcement learning (RL). A safety modulator is developed to satisfy safety constraints by…

Artificial Intelligence · Computer Science 2024-10-10 Qihan Qi , Xinsong Yang , Gang Xia , Daniel W. C. Ho , Pengyang Tang

Reinforcement learning (RL) and Deep Reinforcement Learning (DRL), in particular, have the potential to disrupt and are already changing the way we interact with the world. One of the key indicators of their applicability is their ability…

Machine Learning · Computer Science 2024-08-20 Nikolai Rozanov

We introduce a sampling perspective to tackle the challenging task of training robust Reinforcement Learning (RL) agents. Leveraging the powerful Stochastic Gradient Langevin Dynamics, we present a novel, scalable two-player RL algorithm,…

Machine Learning · Computer Science 2020-11-09 Parameswaran Kamalaruban , Yu-Ting Huang , Ya-Ping Hsieh , Paul Rolland , Cheng Shi , Volkan Cevher

Deploying controllers trained with Reinforcement Learning (RL) on real robots can be challenging: RL relies on agents' policies being modeled as Markov Decision Processes (MDPs), which assume an inherently discrete passage of time. The use…

Robotics · Computer Science 2024-04-03 Dong Wang , Giovanni Beltrame

Policy gradient methods have become popular in multi-agent reinforcement learning, but they suffer from high variance due to the presence of environmental stochasticity and exploring agents (i.e., non-stationarity), which is potentially…

Machine Learning · Computer Science 2021-12-21 Yuchen Xiao , Xueguang Lyu , Christopher Amato

Efficient exploration for an agent is challenging in reinforcement learning (RL). In this paper, a novel actor-critic framework namely virtual action actor-critic (VAAC), is proposed to address the challenge of efficient exploration in RL.…

Machine Learning · Computer Science 2023-11-07 Bumgeun Park , Taeyoung Kim , Quoc-Vinh Lai-Dang , Dongsoo Har

Reinforcement learning has gathered much attention in recent years due to its rapid development and rich applications, especially on control systems and robotics. When tackling real-world applications with reinforcement learning method, the…

Machine Learning · Computer Science 2025-10-02 Andy Wu , Chun-Cheng Lin , Rung-Tzuo Liaw , Yuehua Huang , Chihjung Kuo , Chia Tong Weng

The deployment of robots in uncontrolled environments requires them to operate robustly under previously unseen scenarios, like irregular terrain and wind conditions. Unfortunately, while rigorous safety frameworks from robust optimal…

Machine Learning · Computer Science 2024-06-11 Kai-Chieh Hsu , Duy Phuong Nguyen , Jaime Fernández Fisac

Pretraining with expert demonstrations have been found useful in speeding up the training process of deep reinforcement learning algorithms since less online simulation data is required. Some people use supervised learning to speed up the…

Artificial Intelligence · Computer Science 2018-02-12 Xiaoqin Zhang , Huimin Ma

This paper develops the first policy gradient method with global optimality guarantee and complexity analysis for robust reinforcement learning under model mismatch. Robust reinforcement learning is to learn a policy robust to model…

Machine Learning · Computer Science 2022-05-17 Yue Wang , Shaofeng Zou

We investigate robust model-free reinforcement learning algorithms designed for environments that may be dynamic or even adversarial. Traditional state-based policies often struggle to accommodate the challenges imposed by the presence of…

Machine Learning · Computer Science 2023-11-02 Udaya Ghai , Arushi Gupta , Wenhan Xia , Karan Singh , Elad Hazan

Developing agents that can perform challenging complex tasks is the goal of reinforcement learning. The model-free reinforcement learning has been considered as a feasible solution. However, the state of the art research has been to develop…

Machine Learning · Computer Science 2020-08-24 MyungJae Shin , Joongheon Kim

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…

Portfolio Management · Quantitative Finance 2026-05-19 Kamil Kashif , Robert Ślepaczuk

This study proposes the use of a social learning method to estimate a global state within a multi-agent off-policy actor-critic algorithm for reinforcement learning (RL) operating in a partially observable environment. We assume that the…

Machine Learning · Computer Science 2024-07-09 Ainur Zhaikhan , Ali H. Sayed