相关论文: Market-Based Reinforcement Learning in Partially O…
Reinforcement learning (RL) often necessitates a meticulous Markov Decision Process (MDP) design tailored to each task. This work aims to address this challenge by proposing a systematic approach to behavior synthesis and control for…
This work pioneers regret analysis of risk-sensitive reinforcement learning in partially observable environments with hindsight observation, addressing a gap in theoretical exploration. We introduce a novel formulation that integrates…
Reinforcement learning (RL) is a technique to learn the control policy for an agent that interacts with a stochastic environment. In any given state, the agent takes some action, and the environment determines the probability distribution…
Markov Decision Processes (MDPs), the mathematical framework underlying most algorithms in Reinforcement Learning (RL), are often used in a way that wrongfully assumes that the state of an agent's environment does not change during action…
The integration of physiological computing into mixed-initiative human-robot interaction systems offers valuable advantages in autonomous task allocation by incorporating real-time features as human state observations into the…
Measuring states in reinforcement learning (RL) can be costly in real-world settings and may negatively influence future outcomes. We introduce the Actively Observable Markov Decision Process (AOMDP), where an agent not only selects control…
Model-based Reinforcement Learning (RL) is a popular learning paradigm due to its potential sample efficiency compared to model-free RL. However, existing empirical model-based RL approaches lack the ability to explore. This work studies a…
We propose a new reinforcement learning algorithm for partially observable Markov decision processes (POMDP) based on spectral decomposition methods. While spectral methods have been previously employed for consistent learning of (passive)…
The interactive partially observable Markov decision process (I-POMDP) is a recently developed framework which extends the POMDP to the multi-agent setting by including agent models in the state space. This paper argues for formulating the…
Reinforcement Learning (RL) agents typically learn memoryless policies---policies that only consider the last observation when selecting actions. Learning memoryless policies is efficient and optimal in fully observable environments.…
We propose a new reinforcement learning algorithm for partially observable Markov decision processes (POMDP) based on spectral decomposition methods. While spectral methods have been previously employed for consistent learning of (passive)…
Model-based offline reinforcement learning (RL) aims to find highly rewarding policy, by leveraging a previously collected static dataset and a dynamics model. While the dynamics model learned through reuse of the static dataset, its…
In this paper, we consider reinforcement learning of Markov Decision Processes (MDP) with peak constraints, where an agent chooses a policy to optimize an objective and at the same time satisfy additional constraints. The agent has to take…
We are interested in enabling autonomous agents to learn and reason about systems with hidden states, such as locking mechanisms. We cast this problem as learning the parameters of a discrete Partially Observable Markov Decision Process…
In typical reinforcement learning (RL), the environment is assumed given and the goal of the learning is to identify an optimal policy for the agent taking actions through its interactions with the environment. In this paper, we extend this…
This paper is concerned with multi-view reinforcement learning (MVRL), which allows for decision making when agents share common dynamics but adhere to different observation models. We define the MVRL framework by extending partially…
Market makers play an important role in providing liquidity to markets by continuously quoting prices at which they are willing to buy and sell, and managing inventory risk. In this paper, we build a multi-agent simulation of a dealer…
Policy Mirror Descent (PMD) is a powerful and theoretically sound methodology for sequential decision-making. However, it is not directly applicable to Reinforcement Learning (RL) due to the inaccessibility of explicit action-value…
In real-world reinforcement learning (RL) scenarios, agents often encounter partial observability, where incomplete or noisy information obscures the true state of the environment. Partially Observable Markov Decision Processes (POMDPs) are…
Investors and regulators can greatly benefit from a realistic market simulator that enables them to anticipate the consequences of their decisions in real markets. However, traditional rule-based market simulators often fall short in…