Related papers: Robust Regularized Policy Iteration under Transiti…
The goal of robust reinforcement learning (RL) is to learn a policy that is robust against the uncertainty in model parameters. Parameter uncertainty commonly occurs in many real-world RL applications due to simulator modeling errors,…
We study offline reinforcement learning (RL) which seeks to learn a good policy based on a fixed, pre-collected dataset. A fundamental challenge behind this task is the distributional shift due to the dataset lacking sufficient exploration,…
One of the fundamental challenges for offline reinforcement learning (RL) is ensuring robustness to data distribution. Whether the data originates from a near-optimal policy or not, we anticipate that an algorithm should demonstrate its…
Offline reinforcement learning (RL) extends the paradigm of classical RL algorithms to purely learning from static datasets, without interacting with the underlying environment during the learning process. A key challenge of offline RL is…
The Robust Regularized Markov Decision Process (RRMDP) is proposed to learn policies robust to dynamics shifts by adding regularization to the transition dynamics in the value function. Existing methods mostly use unstructured…
Offline reinforcement learning (RL) looks at learning how to optimally solve tasks using a fixed dataset of interactions from the environment. Many off-policy algorithms developed for online learning struggle in the offline setting as they…
In a recent work, we proposed Reliable Policy Iteration (RPI), that restores policy iteration's monotonicity-of-value-estimates property to the function approximation setting. Here, we assess the robustness of RPI's empirical performance on…
Offline reinforcement learning (RL) aims to learn an effective policy from a static dataset. To alleviate extrapolation errors, existing studies often uniformly regularize the value function or policy updates across all states. However, due…
In many real-world settings, reinforcement learning systems suffer performance degradation when the environment encountered at deployment differs from that observed during training. Distributionally robust reinforcement learning (DR-RL)…
Offline reinforcement learning (RL) enables policy learning from static data but often suffers from poor coverage of the state-action space and distributional shift problems. This problem can be addressed by allowing limited online…
We investigate reinforcement learning (RL) in the presence of distributional mismatch between training and deployment, where policies trained in simulators often underperform in practice due to mismatches between training and deployment…
Distributionally robust offline reinforcement learning (RL) aims to find a policy that performs the best under the worst environment within an uncertainty set using an offline dataset collected from a nominal model. While recent advances in…
Offline reinforcement learning (RL) presents distinct challenges as it relies solely on observational data. A central concern in this context is ensuring the safety of the learned policy by quantifying uncertainties associated with various…
Decision-making under distribution shift is a central challenge in reinforcement learning (RL), where training and deployment environments differ. We study this problem through the lens of robust Markov decision processes (RMDPs), which…
Reinforcement learning (RL) has shown significant promise for sequential portfolio optimization tasks, such as stock trading, where the objective is to maximize cumulative returns while minimizing risks using historical data. However,…
The goal of robust constrained reinforcement learning (RL) is to optimize an agent's performance under the worst-case model uncertainty while satisfying safety or resource constraints. In this paper, we demonstrate that strong duality does…
Offline policy learning is aimed at learning decision-making policies using existing datasets of trajectories without collecting additional data. The primary motivation for using reinforcement learning (RL) instead of supervised learning…
The goal of an offline reinforcement learning (RL) algorithm is to learn optimal polices using historical (offline) data, without access to the environment for online exploration. One of the main challenges in offline RL is the distribution…
Offline reinforcement learning (RL) has received increasing attention for learning policies from previously collected data without interaction with the real environment, which is particularly important in high-stakes applications. While a…
Reinforcement Learning (RL) has achieved remarkable success in sequential decision tasks. However, recent studies have revealed the vulnerability of RL policies to different perturbations, raising concerns about their effectiveness and…