Related papers: Relating Reinforcement Learning to Dynamic Program…

When applying reinforcement learning (RL) to a new problem, reward engineering is a necessary, but often difficult and error-prone task a system designer has to face. To avoid this step, we propose LR4GPM, a novel (deep) RL method that can…

Many potential applications of reinforcement learning (RL) are stymied by the large numbers of samples required to learn an effective policy. This is especially true when applying RL to real-world control tasks, e.g. in the sciences or…

Deep Reinforcement Learning (DRL) has achieved great success in solving complicated decision-making problems. Despite the successes, DRL is frequently criticized for many reasons, e.g., data inefficient, inflexible and intractable reward…

Constrained reinforcement learning is to maximize the expected reward subject to constraints on utilities/costs. However, the training environment may not be the same as the test one, due to, e.g., modeling error, adversarial attack,…

Conventional reinforcement learning (RL) methods can successfully solve a wide range of sequential decision problems. However, learning policies that can generalize predictably across multiple tasks in a setting with non-Markovian reward…

To overcome the curses of dimensionality and modeling of Dynamic Programming (DP) methods to solve Markov Decision Process (MDP) problems, Reinforcement Learning (RL) methods are adopted in practice. Contrary to traditional RL algorithms…

This research focuses on enhancing reinforcement learning (RL) algorithms by integrating penalty functions to guide agents in avoiding unwanted actions while optimizing rewards. The goal is to improve the learning process by ensuring that…

While reinforcement learning (RL) demonstrated remarkable success in enhancing the reasoning capabilities of language models, the training dynamics of RL in LLMs remain unclear. In this work, we provide an explanation of the RL training…

Reinforcement learning (RL) is a powerful machine learning technique that enables an intelligent agent to learn an optimal policy that maximizes the cumulative rewards in sequential decision making. Most of methods in the existing…

The common purpose of applying reinforcement learning (RL) to asset management is the maximization of profit. The extrinsic reward function used to learn an optimal strategy typically does not take into account any other preferences or…

Designing optimal controllers continues to be challenging as systems are becoming complex and are inherently nonlinear. The principal advantage of reinforcement learning (RL) is its ability to learn from the interaction with the environment…

Reinforcement learning (RL) is a framework to optimize a control policy using rewards that are revealed by the system as a response to a control action. In its standard form, RL involves a single agent that uses its policy to accomplish a…

In this paper, we study the problem of regret minimization for episodic Reinforcement Learning (RL) both in the model-free and the model-based setting. We focus on learning with general function classes and general model classes, and we…

Reinforcement learning (RL) has shown promise in solving various combinatorial optimization problems. However, conventional RL faces challenges when dealing with complex, real-world constraints, especially when action space feasibility is…

While reinforcement learning (RL) has the potential to enable robots to autonomously acquire a wide range of skills, in practice, RL usually requires manual, per-task engineering of reward functions, especially in real world settings where…

Although in recent years reinforcement learning has become very popular the number of successful applications to different kinds of operations research problems is rather scarce. Reinforcement learning is based on the well-studied dynamic…

We study reinforcement learning (RL) with transition look-ahead, where the agent may observe which states would be visited upon playing any sequence of $\ell$ actions before deciding its course of action. While such predictive information…

This paper presents a model-free reinforcement learning (RL) algorithm to solve the risk-averse optimal control (RAOC) problem for discrete-time nonlinear systems. While successful RL algorithms have been presented to learn optimal control…

Reinforcement Learning (RL) has achieved state-of-the-art results in domains such as robotics and games. We build on this previous work by applying RL algorithms to a selection of canonical online stochastic optimization problems with a…

Single-task RL agents are typically trained under a fixed reward function, which limits their robustness to reward misspecification and their ability to adapt to changing preferences. We introduce Reward-Conditioned Reinforcement Learning…