Related papers: Soft Deterministic Policy Gradient with Gaussian S…
This paper considers policy search in continuous state-action reinforcement learning problems. Typically, one computes search directions using a classic expression for the policy gradient called the Policy Gradient Theorem, which decomposes…
Dynamic hedging is a financial strategy that consists in periodically transacting one or multiple financial assets to offset the risk associated with a correlated liability. Deep Reinforcement Learning (DRL) algorithms have been used to…
Deep Gaussian Processes (DGPs) compose GP layers to warp inputs, enabling improved emulation of computer models with nonstationary input-output behavior compared with ordinary GPs. In contrast to GPs, the predictive uncertainty for DGP…
Policy gradient (PG) methods are the backbone of many reinforcement learning algorithms due to their good performance in policy optimization problems. As a gradient-based approach, PG methods typically rely on knowledge of the system…
This paper studies an infinite horizon optimal control problem for discrete-time linear system and quadratic criteria, both with random parameters which are independent and identically distributed with respect to time. In this general…
For on-policy reinforcement learning, discretizing action space for continuous control can easily express multiple modes and is straightforward to optimize. However, without considering the inherent ordering between the discrete atomic…
We develop a parameterized Primal-Dual $\pi$ Learning method based on deep neural networks for Markov decision process with large state space and off-policy reinforcement learning. In contrast to the popular Q-learning and actor-critic…
We study policy gradient methods for reinforcement learning in non-Markovian decision processes (NMDPs), where observations and rewards depend on the entire interaction history. To handle this dependence, the agent maintains an internal…
We devise a distributional variant of gradient temporal-difference (TD) learning. Distributional reinforcement learning has been demonstrated to outperform the regular one in the recent study \citep{bellemare2017distributional}. In the…
Deep-unfolding neural networks (NNs) have received great attention since they achieve satisfactory performance with relatively low complexity. Typically, these deep-unfolding NNs are restricted to a fixed-depth for all inputs. However, the…
In recent years, fully differentiable rigid body physics simulators have been developed, which can be used to simulate a wide range of robotic systems. In the context of reinforcement learning for control, these simulators theoretically…
Mathematical reasoning, a core ability of human intelligence, presents unique challenges for machines in abstract thinking and logical reasoning. Recent large pre-trained language models such as GPT-3 have achieved remarkable progress on…
Real-world control systems require policies that are not only high-performing but also interpretable and robust. A promising direction toward this goal is model-based control, which learns system dynamics and cost functions from historical…
We develop a generic policy gradient method with the global optimality guarantee for robust Markov Decision Processes (MDPs). While policy gradient methods are widely used for solving dynamic decision problems due to their scalable and…
We introduce a novel class of algorithms to efficiently approximate the unknown return distributions in policy evaluation problems from distributional reinforcement learning (DRL). The proposed distributional dynamic programming algorithms…
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…
Matching plays an important role in the logical allocation of resources across a wide range of industries. The benefits of matching have been increasingly recognized in manufacturing industries. In particular, capacity sharing has received…
Entropy regularization is an important idea in reinforcement learning, with great success in recent algorithms like Soft Q Network (SQN) and Soft Actor-Critic (SAC1). In this work, we extend this idea into the on-policy realm. We propose…
A fascinating aspect of nature lies in its ability to produce a large and diverse collection of organisms that are all high-performing in their niche. By contrast, most AI algorithms focus on finding a single efficient solution to a given…
Vertical Symbolic Regression (VSR) recently has been proposed to expedite the discovery of symbolic equations with many independent variables from experimental data. VSR reduces the search spaces following the vertical discovery path by…