This paper proposes a system-agnostic policy for dynamic scheduling.
problem Dynamic scheduling in changing systems is challenging due to system-specific optimal policies.
method Descriptive policy that learns a system-agnostic scheduling principle.
result System-agnostic meta-learning enables adaptation to unseen system characteristics.
Paper analyzes convergence of dynamic policy gradient for MDPs, improving performance in finite-time problems.
problem Optimal policies in finite-time MDPs are not stationary and require epoch-specific training.
method Introduces dynamic policy gradient combining dynamic programming and policy gradient, analyzes convergence for softmax parametrisation.
result Dynamic policy gradient training exploits finite-time structure, leading to better convergence bounds.
In sequence generation task, many works use policy gradient for model optimization to tackle the intractable backpropagation issue when maximizing the non-differentiable evaluation metrics or fooling the discriminator in adversarial learning. In this paper, we replace policy gradient with proximal policy optimization (…
Logit dynamics formula reveals self-regulation in softmax policy gradient methods.
problem Understanding the stability and convergence of softmax policy gradient methods.
method Deriving the exact formula for the L2 norm of the logit update vector.
result Logit update magnitudes are modulated by action probability and policy concentration.
Develops RL for dynamic risk assessment in stochastic optimization.
problem Time-consistent risk assessment in stochastic optimization problems.
method Model-free reinforcement learning with dynamic convex risk measures, time-consistent dynamic programming, policy gradient updates, actor-critic neural network optimization.
result Demonstrates optimal policies for statistical arbitrage, financial hedging, and robot control.
SCPO learns robust policies without modeling disturbance, improving real-world task performance.
problem Poor performance of reinforcement learning in real-world tasks due to disturbance in transition dynamics.
method State-conservative policy optimization (SCPO) that reduces disturbance to state space and approximates it with a gradient-based regularizer.
result SCPO learns robust policies without prior knowledge of disturbance or simulators, improving performance in robot control tasks.
In this paper we target the problem of transferring policies across multiple environments with different dynamics parameters and motor noise variations, by introducing a framework that decouples the processes of policy learning and system identification. Efficiently transferring learned policies to an unknown environme…
Softmax policy gradient achieves global optimality in wide neural networks with entropy regularization.
problem Optimizing softmax policies with neural networks in the mean-field regime.
method Modeling neural networks as Wasserstein gradient flows and proving global optimality of fixed points.
result Global optimality of softmax policy gradient in wide single hidden layer neural networks with entropy regularization.
NDPs embed dynamical systems into neural networks for efficient sensorimotor learning.
problem Training policies directly in raw action spaces limits scalability for continuous tasks.
method Embed dynamical systems into neural networks to learn robot behaviors via demonstrations.
result NDPs outperform prior methods in both imitation and reinforcement learning setups.
Study strategic dynamic pricing for buyers with unknown manipulation costs.
problem Strategic buyers manipulate their features to get lower prices, hindering profit maximization.
method Proposes a strategic dynamic pricing policy that incorporates strategic behavior and binary response data.
result Achieves sublinear regret bound of O ( T ) O(\sqrt{T}) O ( T ) compared to linear Ω ( T ) Ω(T) Ω ( T ) regret of non-strategic policies. This study uses OPE methods to quickly assess auction policies.
problem Rapid decision-making in dynamic auction environments.
method Off-Policy Evaluation and counterfactual methods.
result Improved policy selection and optimization.
The paper develops methods to estimate optimal treatment sequences under policy constraints.
problem Estimating the best sequence of treatments over multiple stages for individuals.
method Empirical welfare maximization approach, solving treatment assignment sequentially or simultaneously.
result Established convergence rates and upper bounds for estimation methods.
Proposes a method to learn policies from offline data with reduced bias.
problem Learning policies from offline data with reduced bias and complexity constraints.
method Cross-fitted debiasing device for policy learning from offline data.
result Achieves N \sqrt N N regret for complex policy classes with a product-of-errors nuisance remainder. New framework for learning policies that converge in out-of-sample regions.
problem Reliable out-of-sample recovery in imitation learning.
method Contractive dynamical systems and recurrent equilibrium networks.
result Policy rollouts converge regardless of perturbations, enabling efficient OOS recovery.
Solving goal-oriented tasks is an important but challenging problem in reinforcement learning (RL). For such tasks, the rewards are often sparse, making it difficult to learn a policy effectively. To tackle this difficulty, we propose a new approach called Policy Continuation with Hindsight Inverse Dynamics (PCHID). Th…
Model-based reinforcement learning approaches carry the promise of being data efficient. However, due to challenges in learning dynamics models that sufficiently match the real-world dynamics, they struggle to achieve the same asymptotic performance as model-free methods. We propose Model-Based Meta-Policy-Optimization…
Paper introduces a new value function for state transitions and optimal policy learning.
problem Learning optimal policies from state transitions and actions.
method Develops a forward dynamics model to maximize a novel value function Q ( s , s ′ ) Q(s, s') Q ( s , s ′ ) . result Demonstrates benefits in value function transfer, redundant action spaces, and off-policy learning.
Study uses SGD to find near-optimal execution cost policies in dynamic markets.
problem Finding optimal execution cost policies in complex markets.
method Stochastic Gradient Descent (SGD) approach to derive near-optimal policies.
result SGD-based policies offer valuable insights and are implementable in volatile markets.
New algorithm reduces decision switching in dynamic environments.
problem Online learning with memory and non-stationary environments.
method Dynamic policy regret, novel ensemble approach, meta-base decomposition.
result Proves optimal dynamic policy regret for memory length, non-stationarity, and time horizon.
Greedy policy maximizes information in unknown linear systems.
problem Exploration in unknown linear dynamical systems.
method Online greedy policy maximizing information.
result Competitive performance compared to gradient-based methods.
The paper optimizes pension policies with guarantees and sustainability constraints.
problem Designing optimal pension policies with guarantees and sustainability constraints.
method Dynamic utility model, stochastic domain, overlapping generations, time-consistent decision criterion.
result Optimal investment/pension policy computed for a general framework.
Method learns optimal treatment sequences from observational data.
problem Optimal dynamic treatment regimes for public policies and medical interventions.
method Doubly robust classification-based approach via backward induction.
result Achieves optimal convergence rate of n^(-1/2) for welfare regret.
KCRL learns stable policies for nonlinear systems with formal guarantees.
problem Lack of stabilization guarantees in RL methods for safety-critical systems.
method KCRL uses Krasovskii's Lyapunov functions as a stability constraint and a primal-dual approach to learn stabilizing policies.
result KCRL guarantees learning a stabilizing policy in a finite number of interactions.
Dynamic treatment strategies on networks amplify policy impact through spillovers.
problem Effective dynamic treatment allocation in network settings.
method Q-Ising, a three-stage pipeline integrating Bayesian dynamic Ising model, treatment adoption histories, and offline reinforcement learning.
result Adaptive targeting outperforms static centrality benchmarks in Indian village microfinance networks and synthetic data.
Off-policy learning in dynamic decision problems is essential for providing strong evidence that a new policy is better than the one in use. But how can we prove superiority without testing the new policy? To answer this question, we introduce the G-SCOPE algorithm that evaluates a new policy based on data generated by…
This paper compares eight DRL algorithms for dynamic hedging.
problem Optimal dynamic hedging strategies using Deep Reinforcement Learning.
method Eight DRL algorithms (MCPG, PPO, DQL, DDPG) compared using a GJR-GARCH(1,1) simulated dataset.
result MCPG and PPO outperform the Black-Scholes delta hedge baseline.
Proposes a method to estimate policy values in reinforcement learning with unmeasured confounders.
problem Estimating policy values in reinforcement learning with unmeasured confounders.
method Develops a two-way deconfounder algorithm using a neural tensor network to learn unmeasured confounders and system dynamics.
result Consistent policy value estimation through model-based estimator.
RRPI improves offline RL by optimizing policies against worst-case dynamics.
problem Offline RL's performance degrades under distribution shift and transition uncertainty.
method Formulates offline RL as robust policy optimization, treating transition kernel as decision variable.
result RRPI achieves strong average performance on D4RL benchmarks, outperforming recent baselines.
The paper proposes autoregressive models for better offline RL.
problem Offline RL policy evaluation and optimization challenges.
method Autoregressive dynamics models for sequential state and reward prediction.
result Autoregressive models outperform standard methods in log-likelihood and RL tasks.
Survey explores geometric aspects of policy optimization in control systems.
problem Understanding the geometric relationships between control design and optimization.
method Geometric perspective on policy optimization, focusing on parameterization and topology.
result Implications of policy geometry on stability and performance of local search algorithms.
This work develops agents to learn generalizable policies for dynamic network environments.
problem Real-world network topologies change due to attackers, defenders, or system failures, leading to failures in adaptive ACD systems.
method Developing agents to learn generalizable policies across dynamic network environments.
result Agents can learn robust policies for dynamic network topologies and diverse attackers.
We propose a novel framework for multi-task reinforcement learning (MTRL). Using a variational inference formulation, we learn policies that generalize across both changing dynamics and goals. The resulting policies are parametrized by shared parameters that allow for transfer between different dynamics and goal condit…
New method learns adaptive exploration strategies for dynamic tasks.
problem Learning effective exploration strategies in changing environments.
method Informed policy regularization to reduce sample complexity of RNN-based policies.
result Method learns efficient exploration strategies balancing information gathering and reward maximization.
We consider the relationship between economic activity and intervention, including monetary and fiscal policy, using a universal dynamic framework. Central bank policies are designed for growth without excess inflation. However, unemployment, investment, consumption, and inflation are interlinked. Understanding dynamic…
Develops methods for dynamic pricing in incomplete data settings.
problem Incomplete historical data makes optimal pricing difficult.
method Nonparametric partial identification framework for offline dynamic pricing.
result Pessimistic and opportunistic policies with regret bounds.
Policy gradient methods converge for LQR problems with noisy state dynamics.
problem Finding optimal policies in noisy LQR problems over finite time horizons.
method Policy gradient methods with convergence guarantees for finite time and stochastic state dynamics.
result Global linear convergence for policy gradient methods in LQR problems with weak assumptions.
The stochastic knapsack has been used as a model in wide ranging applications from dynamic resource allocation to admission control in telecommunication. In recent years, a variation of the model has become a basic tool in studying problems that arise in revenue management and dynamic/flexible pricing; and it is in thi…
We study the dynamic assortment planning problem, where for each arriving customer, the seller offers an assortment of substitutable products and customer makes the purchase among offered products according to an uncapacitated multinomial logit (MNL) model. Since all the utility parameters of MNL are unknown, the selle…
The paper addresses fairness in dynamic pricing for strategic buyers.
problem Price disparities among specific groups can lead to unfair perceptions and legal violations.
method Proposes a dynamic pricing policy that achieves fairness and discourages strategic behavior.
result Achieves an upper bound of O ( T + H ( T ) ) O(\sqrt{T}+H(T)) O ( T + H ( T )) regret over T T T time horizons, reducing regret by 35.06% compared to a benchmark policy. Study optimal treatment assignment policies under strategic agent responses.
problem Learning optimal treatment policies with strategic agents complicates estimation.
method Dynamic model with threshold convergence to mean-field equilibrium, consistent estimator for policy gradient.
result Threshold for treatment assignment converges to mean-field equilibrium threshold under large but finite number of agents.
The paper introduces a new method for estimating optimal policies in dynamic treatment regimes using information geometry.
problem Estimating optimal policies in dynamic treatment regimes.
method Minimum information divergence method based on γ γ γ -power divergence. result The γ γ γ -power divergence method effectively seeks the optimal policy by vanishing the divergence between policy-equivalent Q-functions. AdaRL improves robust RL by adaptively adjusting policy complexity.
problem Handling epistemic uncertainty in environment dynamics.
method Bi-level optimization framework with adaptive rank adjustment.
result AdaRL outperforms existing methods on MuJoCo benchmarks.
Most policy search algorithms require thousands of training episodes to find an effective policy, which is often infeasible with a physical robot. This survey article focuses on the extreme other end of the spectrum: how can a robot adapt with only a handful of trials (a dozen) and a few minutes? By analogy with the wo…
Reinforcement learning is a promising approach to synthesizing policies for challenging robotics tasks. A key problem is how to ensure safety of the learned policy---e.g., that a walking robot does not fall over or that an autonomous car does not run into an obstacle. We focus on the setting where the dynamics are know…
Dynamic pricing policy converges to Nash equilibrium with low regret.
problem Sequential price competition among sellers over multiple periods.
method Semi-parametric least-squares estimation of s-concave demand functions.
result Prices converge to Nash equilibrium with rate O ( T − 1 / 7 ) O(T^{-1/7}) O ( T − 1/7 ) and sellers incur regret O ( T 5 / 7 ) O(T^{5/7}) O ( T 5/7 ) . Paper combines RL with policy regularization for inventory policies.
problem Optimizing inventory policies using RL and dynamic programming.
method Hybrid approach combining RL with policy regularization.
result Generalization guarantees for inventory policies using VC theory.
LC-SAC tackles non-stationary dynamics in reinforcement learning.
problem Degradation of deep RL methods in non-stationary environments.
method LC-SAC uses latent context encoders and contrastive loss for dynamic information capture.
result LC-SAC outperforms SAC on environments with drastic dynamics changes.
Adaptive optimal control of nonlinear dynamic systems with deterministic and known dynamics under a known undiscounted infinite-horizon cost function is investigated. Policy iteration scheme initiated using a stabilizing initial control is analyzed in solving the problem. The convergence of the iterations and the optim…