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Modern financial exchanges use an electronic limit order book (LOB) to store bid and ask orders for a specific financial asset. As the most fine-grained information depicting the demand and supply of an asset, LOB data is essential in…
Autonomous agents must often deal with conflicting requirements, such as completing tasks using the least amount of time/energy, learning multiple tasks, or dealing with multiple opponents. In the context of reinforcement learning~(RL),…
Reinforcement learning (RL) policies often fail under dynamics that differ from training, a gap not fully addressed by domain randomization or existing adversarial RL methods. Distributionally robust RL provides a formal remedy but still…
In this thesis, we research learning algorithms for optimal decision making in two different contexts, Reinforcement Learning in Part I and Auction Design in Part II. Reinforcement learning (RL) is an area of machine learning that is…
Sequential decision making, commonly formalized as Markov Decision Process (MDP) optimization, is a important challenge in artificial intelligence. Two key approaches to this problem are reinforcement learning (RL) and planning. This paper…
This paper presents an approximate Reinforcement Learning (RL) methodology for bi-level power management of networked Microgrids (MG) in electric distribution systems. In practice, the cooperative agent can have limited or no knowledge of…
This paper proposes a two-phase deep reinforcement learning approach, for hedging variable annuity contracts with both GMMB and GMDB riders, which can address model miscalibration in Black-Scholes financial and constant force of mortality…
The layout of analog ICs requires making complex trade-offs, while addressing device physics and variability of the circuits. This makes full automation with learning-based solutions hard to achieve. However, reinforcement learning (RL) has…
This paper develops a novel multi-agent reinforcement learning (MARL) framework for reinsurance treaty bidding, addressing long-standing inefficiencies in traditional broker-mediated placement processes. We pose the core research question:…
This paper focuses on reinforcement learning (RL) with limited prior knowledge. In the domain of swarm robotics for instance, the expert can hardly design a reward function or demonstrate the target behavior, forbidding the use of both…
Many real world tasks require multiple agents to work together. Multi-agent reinforcement learning (RL) methods have been proposed in recent years to solve these tasks, but current methods often fail to efficiently learn policies. We thus…
Attention-based sequential recommendation methods have shown promise in accurately capturing users' evolving interests from their past interactions. Recent research has also explored the integration of reinforcement learning (RL) into these…
As a paradigm for sequential decision making in unknown environments, reinforcement learning (RL) has received a flurry of attention in recent years. However, the explosion of model complexity in emerging applications and the presence of…
High-fidelity control of one- and two-qubit gates past the error correction threshold is an essential ingredient for scalable quantum computing. We present a reinforcement learning (RL) approach to find entangling protocols for…
Significant advances have recently been achieved in Multi-Agent Reinforcement Learning (MARL) which tackles sequential decision-making problems involving multiple participants. However, MARL requires a tremendous number of samples for…
Reinforcement learning (RL) is currently used in various real-life applications. RL-based solutions have the potential to generically address problems, including the ones that are difficult to solve with heuristics and meta-heuristics and,…
The manufacturing sector was recently affected by workforce shortages, a problem that automation and robotics can heavily minimize. Simultaneously, reinforcement learning (RL) offers a promising solution where robots can learn through…
We study the problem of off-policy value evaluation in reinforcement learning (RL), where one aims to estimate the value of a new policy based on data collected by a different policy. This problem is often a critical step when applying RL…
We propose a reinforcement learning (RL) framework under a broad class of risk objectives, characterized by convex scoring functions. This class covers many common risk measures, such as variance, Expected Shortfall, entropic Value-at-Risk,…
Existing agents for solving tasks such as ML engineering rely on prompting powerful language models. As a result, these agents do not improve with more experience. In this paper, we show that agents backed by weaker models that improve via…