相关论文: Your Offline Policy is Not Trustworthy: Bilevel Re…

Offline meta-reinforcement learning (OMRL) proficiently allows an agent to tackle novel tasks while solely relying on a static dataset. For precise and efficient task identification, existing OMRL research suggests learning separate task…

Envisioned application areas for reinforcement learning (RL) include autonomous driving, precision agriculture, and finance, which all require RL agents to make decisions in the real world. A significant challenge hindering the adoption of…

Cross-domain offline reinforcement learning (RL) aims to train a well-performing agent in the target environment, leveraging both a limited target domain dataset and a source domain dataset with (possibly) sufficient data coverage. Due to…

Primal-dual safe RL methods commonly perform iterations between the primal update of the policy and the dual update of the Lagrange Multiplier. Such a training paradigm is highly susceptible to the error in cumulative cost estimation since…

This paper introduces two simple techniques to improve off-policy Reinforcement Learning (RL) algorithms. First, we formulate off-policy RL as a stochastic proximal point iteration. The target network plays the role of the variable of…

Optimal execution is a sequential decision-making problem for cost-saving in algorithmic trading. Studies have found that reinforcement learning (RL) can help decide the order-splitting sizes. However, a problem remains unsolved: how to…

The problem of how to take the right actions to make profits in sequential process continues to be difficult due to the quick dynamics and a significant amount of uncertainty in many application scenarios. In such complicated environments,…

Offline reinforcement learning (RL) optimizes the policy on a previously collected dataset without any interactions with the environment, yet usually suffers from the distributional shift problem. To mitigate this issue, a typical solution…

Offline reinforcement learning (RL) aims to learn a policy from a static dataset without further interactions with the environment. Collecting sufficiently large datasets for offline RL is exhausting since this data collection requires…

Reinforcement learning (RL) can in principle let robots automatically adapt to new tasks, but current RL methods require a large number of trials to accomplish this. In this paper, we tackle rapid adaptation to new tasks through the…

Pretraining reinforcement learning (RL) models on offline datasets is a promising way to improve their training efficiency in online tasks, but challenging due to the inherent mismatch in dynamics and behaviors across various tasks. We…

This paper presents a deep reinforcement learning (DRL) framework for dynamic portfolio optimization under market uncertainty and risk. The proposed model integrates a Sharpe ratio-based reward function with direct risk control mechanisms,…

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…

Reinforcement learning (RL) is a general and well-known method that a robot can use to learn an optimal control policy to solve a particular task. We would like to build a versatile robot that can learn multiple tasks, but using RL for each…

Traditional offline reinforcement learning (RL) methods predominantly operate in a batch-constrained setting. This confines the algorithms to a specific state-action distribution present in the dataset, reducing the effects of…

Dynamic hedging is the practice of periodically transacting financial instruments to offset the risk caused by an investment or a liability. Dynamic hedging optimization can be framed as a sequential decision problem; thus, Reinforcement…

Offline reinforcement learning (RL) offers a powerful paradigm for data-driven control. Compared to model-free approaches, offline model-based RL (MBRL) explicitly learns a world model from a static dataset and uses it as a surrogate…

Offline reinforcement learning (RL) methods aim to learn optimal policies with access only to trajectories in a fixed dataset. Policy constraint methods formulate policy learning as an optimization problem that balances maximizing reward…

We model short-duration (e.g. day) trading in financial markets as a sequential decision-making problem under uncertainty, with the added complication of continual concept-drift. We, therefore, employ meta reinforcement learning via the RL2…

Offline reinforcement learning aims to utilize datasets of previously gathered environment-action interaction records to learn a policy without access to the real environment. Recent work has shown that offline reinforcement learning can be…