相关论文: Convex Is Back: Solving Belief MDPs With Convexity…
Many reinforcement learning (RL) tasks provide the agent with high-dimensional observations that can be simplified into low-dimensional continuous states. To formalize this process, we introduce the concept of a DeepMDP, a parameterized…
Inspired by expert evaluation policy for urban perception, we proposed a novel inverse reinforcement learning (IRL) based framework for predicting urban safety and recovering the corresponding reward function. We also presented a scalable…
A multi-agent deep reinforcement learning (DRL)-based model is presented in this study to reconstruct flow fields from noisy data. A combination of the reinforcement learning with pixel-wise rewards (PixelRL), physical constraints…
Traditional reinforcement learning (RL) aims to maximize the expected total reward, while the risk of uncertain outcomes needs to be controlled to ensure reliable performance in a risk-averse setting. In this paper, we consider the problem…
Portfolio optimization is essential for balancing risk and return in financial decision-making. Deep Reinforcement Learning (DRL) has stood out as a cutting-edge tool for portfolio optimization that learns dynamic asset allocation using…
MDPs with low-rank transitions -- that is, the transition matrix can be factored into the product of two matrices, left and right -- is a highly representative structure that enables tractable learning. The left matrix enables expressive…
Reinforcement learning (RL) has become a foundational approach for enabling intelligent robotic behavior in dynamic and uncertain environments. This work presents an in-depth review of RL principles, advanced deep reinforcement learning…
We study off-dynamics Reinforcement Learning (RL), where the policy is trained on a source domain and deployed to a distinct target domain. We aim to solve this problem via online distributionally robust Markov decision processes (DRMDPs),…
Reinforcement Learning and, recently, Deep Reinforcement Learning are popular methods for solving sequential decision-making problems modeled as Markov Decision Processes. RL modeling of a problem and selecting algorithms and…
In the past couple of years, the interest of the fluid mechanics community for deep reinforcement learning (DRL) techniques has increased at fast pace, leading to a growing bibliography on the topic. While the capabilities of DRL to solve…
Deep reinforcement learning (DRL) requires the collection of interventional data, which is sometimes expensive and even unethical in the real world, such as in the autonomous driving and the medical field. Offline reinforcement learning…
Bayesian reinforcement learning (BRL) encodes prior knowledge of the world in a model and represents uncertainty in model parameters by maintaining a probability distribution over them. This paper presents Monte Carlo BRL (MC-BRL), a simple…
Deep reinforcement learning (DRL) has significantly advanced the field of combinatorial optimization (CO). However, its practicality is hindered by the necessity for a large number of reward evaluations, especially in scenarios involving…
Deep reinforcement learning algorithms require large amounts of experience to learn an individual task. While in principle meta-reinforcement learning (meta-RL) algorithms enable agents to learn new skills from small amounts of experience,…
This paper makes one step forward towards characterizing a new family of \textit{model-free} Deep Reinforcement Learning (DRL) algorithms. The aim of these algorithms is to jointly learn an approximation of the state-value function ($V$),…
Off-policy evaluation (OPE) in reinforcement learning allows one to evaluate novel decision policies without needing to conduct exploration, which is often costly or otherwise infeasible. We consider for the first time the semiparametric…
This paper proposes a novel approach based on deep reinforcement learning (DRL) for the 2D+1 packing problem with spatial constraints. This problem is an extension of the traditional 2D packing problem, incorporating an additional…
Complex high-dimensional spaces with high Degree-of-Freedom and complicated action spaces, such as humanoid robots equipped with dexterous hands, pose significant challenges for reinforcement learning (RL) algorithms, which need to wisely…
The rapid growth of data across fields of science and industry has increased the need to improve the performance of end-to-end data transfers while using the resources more efficiently. In this paper, we present a dynamic, multiparameter…
The volatility fitting is one of the core problems in the equity derivatives business. Through a set of deterministic rules, the degrees of freedom in the implied volatility surface encoding (parametrization, density, diffusion) are…