相关论文: Latent State Marginalization as a Low-cost Approac…

Model-based reinforcement learning (MBRL) agents typically learn world models by minimizing predictive loss. However, powerful RL optimizers inevitably exploit minor model inaccuracies, leading to simulator exploitation and a reality gap…

Although Reinforcement Learning (RL) algorithms have found tremendous success in simulated domains, they often cannot directly be applied to physical systems, especially in cases where there are hard constraints to satisfy (e.g. on safety…

Developing reinforcement learning algorithms that satisfy safety constraints is becoming increasingly important in real-world applications. In multi-agent reinforcement learning (MARL) settings, policy optimisation with safety awareness is…

The availability of challenging simulation environments is pivotal for advancing the field of Multi-Agent Reinforcement Learning (MARL). In cooperative MARL settings, the StarCraft Multi-Agent Challenge (SMAC) has gained prominence as a…

Biological agents learn and act intelligently in spite of a highly limited capacity to process and store information. Many real-world problems involve continuous control, which represents a difficult task for artificial intelligence agents.…

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…

Climate policy development faces significant challenges due to deep uncertainty, complex system dynamics, and competing stakeholder interests. Climate simulation methods, such as Earth System Models, have become valuable tools for policy…

Reinforcement learning, mathematically described by Markov Decision Problems, may be approached either through dynamic programming or policy search. Actor-critic algorithms combine the merits of both approaches by alternating between steps…

Actor-critic methods, a type of model-free reinforcement learning (RL), have achieved state-of-the-art performances in many real-world domains in continuous control. Despite their success, the wide-scale deployment of these models is still…

There is a prevalence of multiagent reinforcement learning (MARL) methods that engage in centralized training. But, these methods involve obtaining various types of information from the other agents, which may not be feasible in competitive…

Reinforcement Learning (RL) methods are typically sample-inefficient, making it challenging to train and deploy RL-policies in real world robots. Even a robust policy trained in simulation requires a real-world deployment to assess their…

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…

Actor-critic (AC) algorithms are a class of model-free deep reinforcement learning algorithms, which have proven their efficacy in diverse domains, especially in solving continuous control problems. Improvement of exploration (action…

Mean Field Control Games (MFCGs) provide a powerful theoretical framework for analyzing systems of infinitely many interacting agents, blending elements from Mean Field Games (MFGs) and Mean Field Control (MFC). However, solving the coupled…

We analyze the efficiency of parallelization and restart mechanisms for stochastic simulations in model-free settings, where the underlying system dynamics are unknown. Such settings are common in Reinforcement Learning (RL) and rare event…

In this paper, we study the continuous-time multi-asset mean-variance (MV) portfolio selection using a reinforcement learning (RL) algorithm, specifically the soft actor-critic (SAC) algorithm, in the time-varying financial market. A family…

Robust Reinforcement Learning aims to derive optimal behavior that accounts for model uncertainty in dynamical systems. However, previous studies have shown that by considering the worst case scenario, robust policies can be overly…

Traditional Reinforcement Learning (RL) policies are typically implemented with fixed control rates, often disregarding the impact of control rate selection. This can lead to inefficiencies as the optimal control rate varies with task…

Recent success in cooperative multi-agent reinforcement learning (MARL) relies on centralized training and policy sharing. Centralized training eliminates the issue of non-stationarity MARL yet induces large communication costs, and policy…

We propose a new policy iteration theory as an important extension of soft policy iteration and Soft Actor-Critic (SAC), one of the most efficient model free algorithms for deep reinforcement learning. Supported by the new theory, arbitrary…