相关论文: A Hybrid PAC Reinforcement Learning Algorithm

This paper presents a discrete-time option pricing model that is rooted in Reinforcement Learning (RL), and more specifically in the famous Q-Learning method of RL. We construct a risk-adjusted Markov Decision Process for a discrete-time…

Deep reinforcement learning (DRL) on Markov decision processes (MDPs) with continuous action spaces is often approached by directly training parametric policies along the direction of estimated policy gradients (PGs). Previous research…

Distributionally robust reinforcement learning (DRRL) focuses on designing policies that achieve good performance under model uncertainties. The goal is to maximize the worst-case long-term discounted reward, where the data for RL comes…

State-of-the-art model-based Reinforcement Learning (RL) approaches either use gradient-free, population-based methods for planning, learned policy networks, or a combination of policy networks and planning. Hybrid approaches that combine…

Robust Markov Decision Processes (RMDPs) intend to ensure robustness with respect to changing or adversarial system behavior. In this framework, transitions are modeled as arbitrary elements of a known and properly structured uncertainty…

The Robust Markov Decision Process (RMDP) framework focuses on designing control policies that are robust against the parameter uncertainties due to the mismatches between the simulator model and real-world settings. An RMDP problem is…

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…

We consider a new form of reinforcement learning (RL) that is based on opportunities to directly learn the optimal control policy and a general Markov decision process (MDP) framework devised to support these opportunities. Derivations of…

In dynamic programming (DP) and reinforcement learning (RL), an agent learns to act optimally in terms of expected long-term return by sequentially interacting with its environment modeled by a Markov decision process (MDP). More generally…

This paper introduces single-partition adaptive Q-learning (SPAQL), an algorithm for model-free episodic reinforcement learning (RL), which adaptively partitions the state-action space of a Markov decision process (MDP), while…

Resource allocation remains NP-hard due to combinatorial complexity. While deep reinforcement learning (DRL) methods, such as the Rainbow Deep Q-Network (DQN), improve scalability through prioritized replay and distributional heads,…

Delayed Markov decision processes (DMDPs) fulfill the Markov property by augmenting the state space of agents with a finite time window of recently committed actions. In reliance on these state augmentations, delay-resolved reinforcement…

Reward-free reinforcement learning (RL) considers the setting where the agent does not have access to a reward function during exploration, but must propose a near-optimal policy for an arbitrary reward function revealed only after…

In real-world multi-robot systems, performing high-quality, collaborative behaviors requires robots to asynchronously reason about high-level action selection at varying time durations. Macro-Action Decentralized Partially Observable Markov…

Deep reinforcement learning for high dimensional, hierarchical control tasks usually requires the use of complex neural networks as functional approximators, which can lead to inefficiency, instability and even divergence in the training…

We study reward-free reinforcement learning (RL) with linear function approximation, where the agent works in two phases: (1) in the exploration phase, the agent interacts with the environment but cannot access the reward; and (2) in the…

Reinforcement learning (RL) enables an agent to learn from trial-and-error experiences toward achieving long-term goals; automated planning aims to compute plans for accomplishing tasks using action knowledge. Despite their shared goal of…

Many applications -- including power systems, robotics, and economics -- involve a dynamical system interacting with a stochastic and hard-to-model environment. We adopt a reinforcement learning approach to control such systems.…

The optimal asset allocation between risky and risk-free assets is a persistent challenge due to the inherent volatility in financial markets. Conventional methods rely on strict distributional assumptions or non-additive reward ratios,…

Quantum computing (QC) in the current NISQ era is still limited in size and precision. Hybrid applications mitigating those shortcomings are prevalent to gain early insight and advantages. Hybrid quantum machine learning (QML) comprises…