相关论文: Provably Efficient Algorithm for Nonstationary Low…
Reinforcement learning (RL) in episodic, factored Markov decision processes (FMDPs) is studied. We propose an algorithm called FMDP-BF, which leverages the factorization structure of FMDP. The regret of FMDP-BF is shown to be exponentially…
This work studies offline Reinforcement Learning (RL) in a class of non-Markovian environments called Regular Decision Processes (RDPs). In RDPs, the unknown dependency of future observations and rewards from the past interactions can be…
Reactive synthesis algorithms allow automatic construction of policies to control an environment modeled as a Markov Decision Process (MDP) that are optimal with respect to high-level temporal logic specifications. However, they assume that…
The key assumption underlying linear Markov Decision Processes (MDPs) is that the learner has access to a known feature map $\phi(x, a)$ that maps state-action pairs to $d$-dimensional vectors, and that the rewards and transitions are…
Model-based Reinforcement Learning (RL) is a popular learning paradigm due to its potential sample efficiency compared to model-free RL. However, existing empirical model-based RL approaches lack the ability to explore. This work studies a…
We study reinforcement learning (RL) with linear function approximation. For episodic time-inhomogeneous linear Markov decision processes (linear MDPs) whose transition probability can be parameterized as a linear function of a given…
We study episodic reinforcement learning in non-stationary linear (a.k.a. low-rank) Markov Decision Processes (MDPs), i.e, both the reward and transition kernel are linear with respect to a given feature map and are allowed to evolve either…
An in-depth understanding of the particular environment is crucial in reinforcement learning (RL). To address this challenge, the decision-making process of a mobile collaborative robotic assistant modeled by the Markov decision process…
Algorithms developed under stationary Markov Decision Processes (MDPs) often face challenges in non-stationary environments, and infinite-horizon formulations may not directly apply to finite-horizon tasks. To address these limitations, we…
The pursuit of robustness has recently been a popular topic in reinforcement learning (RL) research, yet the existing methods generally suffer from efficiency issues that obstruct their real-world implementation. In this paper, we introduce…
There have been many recent advances on provably efficient Reinforcement Learning (RL) in problems with rich observation spaces. However, all these works share a strong realizability assumption about the optimal value function of the true…
Robust reinforcement learning (RRL) aims at seeking a robust policy to optimize the worst case performance over an uncertainty set of Markov decision processes (MDPs). This set contains some perturbed MDPs from a nominal MDP (N-MDP) that…
Reinforcement learning (RL) in large environments often suffers from severe computational bottlenecks, as conventional regret minimization algorithms require repeated, costly calls to planning and statistical estimation oracles. While…
The past decade has seen the rapid development of Reinforcement Learning, which acquires impressive performance with numerous training resources. However, one of the greatest challenges in RL is generalization efficiency (i.e.,…
We develop a portfolio allocation framework that leverages deep learning techniques to address challenges arising from high-dimensional, non-stationary, and low-signal-to-noise market information. Our approach includes a dynamic embedding…
Model-based offline reinforcement learning (RL) aims to find highly rewarding policy, by leveraging a previously collected static dataset and a dynamics model. While the dynamics model learned through reuse of the static dataset, its…
Complex mechanical systems such as vehicle powertrains are inherently subject to multiple nonlinearities and uncertainties arising from parametric variations. Modeling errors are therefore unavoidable, making the transfer of control systems…
Reinforcement learning (RL) is currently one of the most prominent methods for optimizing dynamical systems, with breakthrough results across various fields. The framework is based on the concept of a Markov decision process (MDP), leading…
Despite significant progress in challenging problems across various domains, applying state-of-the-art deep reinforcement learning (RL) algorithms remains challenging due to their sensitivity to the choice of hyperparameters. This…
Robust Markov Decision Processes (MDPs) are receiving much attention in learning a robust policy which is less sensitive to environment changes. There are an increasing number of works analyzing sample-efficiency of robust MDPs. However,…