Related papers: Distributional Reinforcement Learning via the Cram…
We develop a deep reinforcement learning (RL) framework for an optimal market-making (MM) trading problem, specifically focusing on price processes with semi-Markov and Hawkes Jump-Diffusion dynamics. We begin by discussing the basics of RL…
Machine learning algorithms with empirical risk minimization are vulnerable under distributional shifts due to the greedy adoption of all the correlations found in training data. There is an emerging literature on tackling this problem by…
Although deep reinforcement learning (DRL) algorithms have made important achievements in many control tasks, they still suffer from the problems of sample inefficiency and unstable training process, which are usually caused by sparse…
Modern offline Reinforcement Learning (RL) methods find performant actor-critics, however, fine-tuning these actor-critics online with value-based RL algorithms typically causes immediate drops in performance. We provide evidence consistent…
We identify two issues with the family of algorithms based on the Adversarial Imitation Learning framework. The first problem is implicit bias present in the reward functions used in these algorithms. While these biases might work well for…
This paper studies a class of multi-agent reinforcement learning (MARL) problems where the reward that an agent receives depends on the states of other agents, but the next state only depends on the agent's own current state and action. We…
In this paper, we address a crucial but often overlooked issue in applying reinforcement learning (RL) to radio resource management (RRM) in wireless communications: the mismatch between the discounted reward RL formulation and the…
This paper studies the networked multi-agent reinforcement learning (NMARL) problem, where the objective of agents is to collaboratively maximize the discounted average cumulative rewards. Different from the existing methods that suffer…
In this work we present a new agent architecture, called Reactor, which combines multiple algorithmic and architectural contributions to produce an agent with higher sample-efficiency than Prioritized Dueling DQN (Wang et al., 2016) and…
Integrated Sensing and Communication (ISAC) is a key enabler in 6G networks, where sensing and communication capabilities are designed to complement and enhance each other. One of the main challenges in ISAC lies in resource allocation,…
In offline reinforcement learning, it is necessary to manage out-of-distribution actions to prevent overestimation of value functions. One class of methods, the policy-regularized method, addresses this problem by constraining the target…
The ability of continual learning systems to transfer knowledge from previously seen tasks in order to maximize performance on new tasks is a significant challenge for the field, limiting the applicability of continual learning solutions to…
We propose a novel framework to solve risk-sensitive reinforcement learning (RL) problems where the agent optimises time-consistent dynamic spectral risk measures. Based on the notion of conditional elicitability, our methodology constructs…
Deep reinforcement learning (RL) has proven a powerful technique in many sequential decision making domains. However, Robotics poses many challenges for RL, most notably training on a physical system can be expensive and dangerous, which…
Distributional reinforcement learning (DRL) is a recent reinforcement learning framework whose success has been supported by various empirical studies. It relies on the key idea of replacing the expected return with the return distribution,…
We discuss the problem of decentralized multi-agent reinforcement learning (MARL) in this work. In our setting, the global state, action, and reward are assumed to be fully observable, while the local policy is protected as privacy by each…
Actor-critic (AC) methods are widely used in reinforcement learning (RL) and benefit from the flexibility of using any policy gradient method as the actor and value-based method as the critic. The critic is usually trained by minimizing the…
Due to their complex nonlinear dynamics and batch-to-batch variability, batch processes pose a challenge for process control. Due to the absence of accurate models and resulting plant-model mismatch, these problems become harder to address…
This paper introduces the Active-Importance-Sampling Actor-Critic (AISAC) algorithm, an extension of the Actor-Critic framework for reducing variance in policy gradient estimation. AISAC optimizes the behavior policy to minimize gradient…
Meta-reinforcement learning algorithms provide a data-driven way to acquire policies that quickly adapt to many tasks with varying rewards or dynamics functions. However, learned meta-policies are often effective only on the exact task…