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The ability to autonomously learn behaviors via direct interactions in uninstrumented environments can lead to generalist robots capable of enhancing productivity or providing care in unstructured settings like homes. Such uninstrumented…

Reinforcement learning (RL) in continuous state-action spaces remains challenging in scientific computing due to poor sample efficiency and lack of pathwise physical consistency. We introduce Differential Reinforcement Learning…

Reinforcement learning (RL) has proven its worth in a series of artificial domains, and is beginning to show some successes in real-world scenarios. However, much of the research advances in RL are often hard to leverage in real-world…

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…

Deep Reinforcement Learning (Deep RL) has had incredible achievements on high dimensional problems, yet its learning process remains unstable even on the simplest tasks. Deep RL uses neural networks as function approximators. These neural…

We propose an adversarial deep reinforcement learning (ADRL) algorithm for high-dimensional stochastic control problems. Inspired by the information relaxation duality, ADRL reformulates the control problem as a min-max optimization between…

A growing body of evidence suggests that neural networks employed in deep reinforcement learning (RL) gradually lose their plasticity, the ability to learn from new data; however, the analysis and mitigation of this phenomenon is hampered…

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 aim of Reinforcement Learning (RL) in real-world applications is to create systems capable of making autonomous decisions by learning from their environment through trial and error. This paper emphasizes the importance of reward…

In this effort we consider a reinforcement learning (RL) technique for solving personalization tasks with complex reward signals. In particular, our approach is based on state space clustering with the use of a simplistic $k$-means…

Dynamic task assignment concerns the optimal assignment of resources to tasks in a business process. Recently, Deep Reinforcement Learning (DRL) has been proposed as the state of the art for solving assignment problems. DRL methods usually…

Existing studies on constrained reinforcement learning (RL) may obtain a well-performing policy in the training environment. However, when deployed in a real environment, it may easily violate constraints that were originally satisfied…

This work presents a multiscale framework to solve an inverse reinforcement learning (IRL) problem for continuous-time/state stochastic systems. We take advantage of a diffusion wavelet representation of the associated Markov chain to…

Reinforcement learning (RL) policies represented in Reproducing Kernel Hilbert Spaces (RKHS) offer powerful representational capabilities. While second-order optimization methods like Newton's method demonstrate faster convergence than…

First-order methods for quadratic optimization such as OSQP are widely used for large-scale machine learning and embedded optimal control, where many related problems must be rapidly solved. These methods face two persistent challenges:…

We review basic concepts of convex duality, focusing on the very general and supremely useful Fenchel-Rockafellar duality. We summarize how this duality may be applied to a variety of reinforcement learning (RL) settings, including policy…

Activities in reinforcement learning (RL) revolve around learning the Markov decision process (MDP) model, in particular, the following parameters: state values, V; state-action values, Q; and policy, pi. These parameters are commonly…

Reinforcement learning is a subfield of machine learning that is having a huge impact in the different conventional disciplines, including physical sciences. Here, we show how reinforcement learning methods can be applied to solve…

The inverse reinforcement learning approach to imitation learning is a double-edged sword. On the one hand, it can enable learning from a smaller number of expert demonstrations with more robustness to error compounding than behavioral…

Reinforcement learning (RL) methods often rely on massive exploration data to search optimal policies, and suffer from poor sampling efficiency. This paper presents a mixed reinforcement learning (mixed RL) algorithm by simultaneously using…