相关论文: Recurrent Off-policy Baselines for Memory-based Co…

The application of Reinforcement Learning (RL) in real world environments can be expensive or risky due to sub-optimal policies during training. In Offline RL, this problem is avoided since interactions with an environment are prohibited.…

A key barrier to using reinforcement learning (RL) in many real-world applications is the requirement of a large number of system interactions to learn a good control policy. Off-policy and Offline RL methods have been proposed to reduce…

Deep reinforcement learning agents achieve state-of-the-art performance in a wide range of simulated control tasks. However, successful applications to real-world problems remain limited. One reason for this dichotomy is because the learnt…

The regression discontinuity (RD) design is widely used for program evaluation with observational data. The primary focus of the existing literature has been the estimation of the local average treatment effect at the existing treatment…

We present an algorithm for local, regularized, policy improvement in reinforcement learning (RL) that allows us to formulate model-based and model-free variants in a single framework. Our algorithm can be interpreted as a natural extension…

We address the problem of production planning and distribution in multi-echelon supply chains. We consider uncertain demands and lead times which makes the problem stochastic and non-linear. A Markov Decision Process formulation and a…

While reinforcement learning (RL) methods that learn an internal model of the environment have the potential to be more sample efficient than their model-free counterparts, learning to model raw observations from high dimensional sensors…

Off-policy reinforcement learning algorithms promise to be applicable in settings where only a fixed data-set (batch) of environment interactions is available and no new experience can be acquired. This property makes these algorithms…

Trust region methods, such as TRPO, are often used to stabilize policy optimization algorithms in reinforcement learning (RL). While current trust region strategies are effective for continuous control, they typically require a…

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 Volt/Var control (VVC) of active distribution networks(ADNs), both slow timescale discrete devices (STDDs) and fast timescale continuous devices (FTCDs) are involved. The STDDs such as on-load tap changers (OLTC) and FTCDs such as…

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…

This study proposes the use of a social learning method to estimate a global state within a multi-agent off-policy actor-critic algorithm for reinforcement learning (RL) operating in a partially observable environment. We assume that the…

Reinforcement learning (RL) has shown significant promise for sequential portfolio optimization tasks, such as stock trading, where the objective is to maximize cumulative returns while minimizing risks using historical data. However,…

A promising characteristic of Deep Reinforcement Learning (DRL) is its capability to learn optimal policy in an end-to-end manner without relying on feature engineering. However, most approaches assume a fully observable state space, i.e.…

Reinforcement Learning (RL) has proven a stunning ability to learn optimal policies from data without any prior knowledge on the process. The main drawback of RL is that it is typically very difficult to guarantee stability and safety. On…

Recently, sequence learning methods have been applied to the problem of off-policy Reinforcement Learning, including the seminal work on Decision Transformers, which employs transformers for this task. Since transformers are…

This work provides a Deep Reinforcement Learning approach to solving a periodic review inventory control system with stochastic vendor lead times, lost sales, correlated demand, and price matching. While this dynamic program has…

We study reinforcement learning (RL) in the setting of continuous time and space, for an infinite horizon with a discounted objective and the underlying dynamics driven by a stochastic differential equation. Built upon recent advances in…

Residual Reinforcement Learning (RL) is a popular approach for adapting pretrained policies by learning a lightweight residual policy that provides corrective actions. While Residual RL is more sample-efficient than finetuning the entire…