Related papers: Market-Based Reinforcement Learning in Partially O…

Partially observable Markov decision processes (POMDPs) are standard models for dynamic systems with probabilistic and nondeterministic behaviour in uncertain environments. We prove that in POMDPs with long-run average objective, the…

A central object of study in Reinforcement Learning (RL) is the Markovian policy, in which an agent's actions are chosen from a memoryless probability distribution, conditioned only on its current state. The family of Markovian policies is…

Reinforcement learning (RL) problems are fundamental in online decision-making and have been instrumental in finding an optimal policy for Markov decision processes (MDPs). Function approximations are usually deployed to handle large or…

Developing foundational world models is a key research direction for embodied intelligence, with the ability to adapt to non-stationary environments being a crucial criterion. In this work, we introduce a new formalism, Hidden…

Decision-making under uncertainty is a crucial ability for autonomous systems. In its most general form, this problem can be formulated as a Partially Observable Markov Decision Process (POMDP). The solution policy of a POMDP can be…

Autonomous agents often operate in scenarios where the state is partially observed. In addition to maximizing their cumulative reward, agents must execute complex tasks with rich temporal and logical structures. These tasks can be expressed…

In this paper we explore the usage of deep reinforcement learning algorithms to automatically generate consistently profitable, robust, uncorrelated trading signals in any general financial market. In order to do this, we present a novel…

We build a profitable electronic trading agent with Reinforcement Learning that places buy and sell orders in the stock market. An environment model is built only with historical observational data, and the RL agent learns the trading…

We introduce a Transformer-based Reinforcement Learning framework for autonomous orbital collision avoidance that explicitly models the effects of partial observability and imperfect monitoring in space operations. The framework combines a…

Reinforcement Learning (RL) based methods have seen their paramount successes in solving serial decision-making and control problems in recent years. For conventional RL formulations, Markov Decision Process (MDP) and state-action-value…

In Reinforcement Learning (RL), it is commonly assumed that an immediate reward signal is generated for each action taken by the agent, helping the agent maximize cumulative rewards to obtain the optimal policy. However, in many real-world…

This paper considers the challenging tasks of Multi-Agent Reinforcement Learning (MARL) under partial observability, where each agent only sees her own individual observations and actions that reveal incomplete information about the…

In face of the pressing need of decarbonization in the power sector, the re-design of electricity market is necessary as a Marco-level approach to accommodate the high penetration of renewable generations, and to achieve power system…

Navigating in environments alongside humans requires agents to reason under uncertainty and account for the beliefs and intentions of those around them. Under a sequential decision-making framework, egocentric navigation can naturally be…

This paper studies the fundamental limits of reinforcement learning (RL) in the challenging \emph{partially observable} setting. While it is well-established that learning in Partially Observable Markov Decision Processes (POMDPs) requires…

We consider online reinforcement learning (RL) in episodic Markov decision processes (MDPs) under the linear $q^\pi$-realizability assumption, where it is assumed that the action-values of all policies can be expressed as linear functions…

Models and games are simplified representations of the world. There are many different kinds of models, all differing in complexity and which aspect of the world they allow us to further our understanding of. In this paper we focus on a…

Recent work in the behavioural sciences has begun to overturn the long-held belief that human decision making is irrational, suboptimal and subject to biases. This turn to the rational suggests that human decision making may be a better…

We study reinforcement learning for partially observed Markov decision processes (POMDPs) with infinite observation and state spaces, which remains less investigated theoretically. To this end, we make the first attempt at bridging partial…

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…