We consider deep policy learning with only batched historical trajectories. The main challenge of this problem is that the learner no longer has a simulator or "environment oracle" as in most reinforcement learning settings.

We consider approximate value iteration with a parameterized approximator in which the state space is partitioned and the optimal cost-to-go function over each partition is approximated by a constant. We establish performance loss bounds for policies derived from approximations associated with fixed points. These bounds identify benefits to having projection weights equal to the invariant distribution of the resulting policy. Such projection weighting leads to the same fixed points as TD(0). Our analysis also leads to the first performance loss bound for approximate value iteration with an average cost objective.

Recent advances in Reinforcement Learning (RL) have surpassed human-level performance in many simulated environments. However, existing reinforcement learning techniques are incapable of explicitly incorporating already known domain-specific knowledge into the learning process. Therefore, the agents have to explore and learn the domain knowledge independently through a trial and error approach, which consumes both time and resources to make valid responses. Hence, we adapt the Deep Deterministic Policy Gradient (DDPG) algorithm to incorporate an adviser, which allows integrating domain knowledge in the form of pre-learned policies or pre-defined relationships to enhance the agent's learning process. Our experiments on OpenAi Gym benchmark tasks show that integrating domain knowledge through advisers expedites the learning and improves the policy towards better optima.

We consider deep policy learning with only batched historical trajectories. The main challenge of this problem is that the learner no longer has a simulator or ``environment oracle'' as in most reinforcement learning settings. To solve this problem, we propose a monotonic advantage reweighted imitation learning strategy that is applicable to problems with complex nonlinear function approximation and works well with hybrid (discrete and continuous) action space. The method does not rely on the knowledge of the behavior policy, thus can be used to learn from data generated by an unknown policy. Under mild conditions, our algorithm, though surprisingly simple, has a policy improvement bound and outperforms most competing methods empirically. Thorough numerical results are also provided to demonstrate the efficacy of the proposed methodology.