相关论文: Pessimism Meets Risk: Risk-Sensitive Offline Reinf…
Reinforcement Learning (RL) has demonstrated tremendous empirical success across numerous challenging domains. However, we lack a strong theoretical understanding of the statistical complexity of RL in environments with large state spaces,…
Distributional reinforcement learning (RL) is a powerful framework increasingly adopted in safety-critical domains for its ability to optimize risk-sensitive objectives. However, the role of the discount factor is often overlooked, as it is…
In real-world tasks, reinforcement learning (RL) agents frequently encounter situations that are not present during training time. To ensure reliable performance, the RL agents need to exhibit robustness against worst-case situations. The…
We consider the problem of learning the optimal policy for Markov decision processes with safety constraints. We formulate the problem in a reach-avoid setup. Our goal is to design online reinforcement learning algorithms that ensure safety…
Reinforcement learning (RL) is an innovative approach to financial decision making, offering specialized solutions to complex investment problems where traditional methods fail. This review analyzes 167 articles from 2017--2025, focusing on…
The goal of robust reinforcement learning (RL) is to learn a policy that is robust against the uncertainty in model parameters. Parameter uncertainty commonly occurs in many real-world RL applications due to simulator modeling errors,…
We study offline reinforcement learning under a novel model called strategic MDP, which characterizes the strategic interactions between a principal and a sequence of myopic agents with private types. Due to the bilevel structure and…
We investigate robustness to strong data corruption in offline sparse reinforcement learning (RL). In our setting, an adversary may arbitrarily perturb a fraction of the collected trajectories from a high-dimensional but sparse Markov…
We study learning optimal policies from a logged dataset, i.e., offline RL, with function approximation. Despite the efforts devoted, existing algorithms with theoretic finite-sample guarantees typically assume exploratory data coverage or…
We propose a novel framework for risk-sensitive reinforcement learning (RSRL) that incorporates robustness against transition uncertainty. We define two distinct yet coupled risk measures: an inner risk measure addressing state and cost…
Recently, Offline Reinforcement Learning (RL) has achieved remarkable progress with the emergence of various algorithms and datasets. However, these methods usually focus on algorithmic advancements, ignoring that many low-level…
The paradigm of decision-making has been revolutionised by reinforcement learning and deep learning. Although this has led to significant progress in domains such as robotics, healthcare, and finance, the use of RL in practice is…
We consider online reinforcement learning in episodic Markov decision process (MDP) with unknown transition function and stochastic rewards drawn from some fixed but unknown distribution. The learner aims to learn the optimal policy and…
We study the problem of representation transfer in offline Reinforcement Learning (RL), where a learner has access to episodic data from a number of source tasks collected a priori, and aims to learn a shared representation to be used in…
We study the problem of safe offline reinforcement learning (RL), the goal is to learn a policy that maximizes long-term reward while satisfying safety constraints given only offline data, without further interaction with the environment.…
Reinforcement learning (RL) has achieved phenomenal success in various domains. However, its data-driven nature also introduces new vulnerabilities that can be exploited by malicious opponents. Recent work shows that a well-trained RL agent…
The recent development of reinforcement learning (RL) has boosted the adoption of online RL for wireless radio resource management (RRM). However, online RL algorithms require direct interactions with the environment, which may be…
Offline reinforcement learning (RL) represents a significant shift in RL research, allowing agents to learn from pre-collected datasets without further interaction with the environment. A key, yet underexplored, challenge in offline RL is…
Offline reinforcement learning (RL) provides a promising direction to exploit massive amount of offline data for complex decision-making tasks. Due to the distribution shift issue, current offline RL algorithms are generally designed to be…
Offline reinforcement learning (RL) learns effective policies from a static target dataset. The performance of state-of-the-art offline RL algorithms notwithstanding, it relies on the size of the target dataset, and it degrades if limited…