相关论文: Two Kinds of Learning Algorithms for Continuous-Ti…

This report presents our reinforcement learning-based approach for the swing-up and stabilisation tasks of the acrobot and pendubot, tailored specifcially to the updated guidelines of the 3rd AI Olympics at ICRA 2025. Building upon our…

We develop an approach for solving time-consistent risk-sensitive stochastic optimization problems using model-free reinforcement learning (RL). Specifically, we assume agents assess the risk of a sequence of random variables using dynamic…

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…

We propose a reinforcement learning (RL) framework under a broad class of risk objectives, characterized by convex scoring functions. This class covers many common risk measures, such as variance, Expected Shortfall, entropic Value-at-Risk,…

In this paper, we provide a new algorithm for the problem of prediction in Reinforcement Learning, \emph{i.e.}, estimating the Value Function of a Markov Reward Process (MRP) using the linear function approximation architecture, with memory…

We study the problem of Reinforcement Learning (RL) with linear function approximation, i.e. assuming the optimal action-value function is linear in a known $d$-dimensional feature mapping. Unfortunately, however, based on only this…

Reinforcement Learning (RL) in environments with complex, history-dependent reward structures poses significant challenges for traditional methods. In this work, we introduce a novel approach that leverages automaton-based feedback to guide…

We study a class of constrained reinforcement learning (RL) problems in which multiple constraint specifications are not identified before training. It is challenging to identify appropriate constraint specifications due to the undefined…

In the standard data analysis framework, data is collected (once and for all), and then data analysis is carried out. However, with the advancement of digital technology, decision-makers constantly analyze past data and generate new data…

This thesis develops theoretical frameworks and algorithms that advance constrained reinforcement learning (RL) across control, preference learning, and alignment of large language models. The first contribution addresses constrained Markov…

We introduce a continuous policy-value iteration algorithm where the approximations of the value function of a stochastic control problem and the optimal control are simultaneously updated through Langevin-type dynamics. This framework…

The Robust Markov Decision Process (RMDP) framework focuses on designing control policies that are robust against the parameter uncertainties due to the mismatches between the simulator model and real-world settings. An RMDP problem is…

Conditional value-at-risk (CVaR) is a prominent risk measure in financial engineering, energy systems, and supply chain management. In these domains, Markov decision processes (MDPs) with a long-run CVaR criterion effectively mitigate cost…

Entropy regularization is an efficient technique for encouraging exploration and preventing a premature convergence of (vanilla) policy gradient methods in reinforcement learning (RL). However, the theoretical understanding of…

It is challenging for reinforcement learning (RL) algorithms to succeed in real-world applications like financial trading and logistic system due to the noisy observation and environment shifting between training and evaluation. Thus, it…

The deployment of autonomous AI agents in derivatives markets has widened a practical gap between static model calibration and realized hedging outcomes. We introduce two reinforcement learning frameworks, a novel Replication Learning of…

In constrained reinforcement learning (C-RL), an agent seeks to learn from the environment a policy that maximizes the expected cumulative reward while satisfying minimum requirements in secondary cumulative reward constraints. Several…

Reinforcement learning (RL) algorithms aim to learn optimal decisions in unknown environments through experience of taking actions and observing the rewards gained. In some cases, the environment is not influenced by the actions of the RL…

While deep reinforcement learning has achieved tremendous successes in various applications, most existing works only focus on maximizing the expected value of total return and thus ignore its inherent stochasticity. Such stochasticity is…

To ensure the usefulness of Reinforcement Learning (RL) in real systems, it is crucial to ensure they are robust to noise and adversarial attacks. In adversarial RL, an external attacker has the power to manipulate the victim agent's…