Related papers: A Convergent Online Single Time Scale Actor Critic…
We propose a conceptually simple and lightweight framework for deep reinforcement learning that uses asynchronous gradient descent for optimization of deep neural network controllers. We present asynchronous variants of four standard…
This paper investigates estimating the variance of a temporal-difference learning agent's update target. Most reinforcement learning methods use an estimate of the value function, which captures how good it is for the agent to be in a…
We present an approach to training neural networks to generate sequences using actor-critic methods from reinforcement learning (RL). Current log-likelihood training methods are limited by the discrepancy between their training and testing…
We develop a new policy gradient and actor-critic algorithm for solving mean-field control problems within a continuous time reinforcement learning setting. Our approach leverages a gradient-based representation of the value function,…
We study the convergence of the actor-critic algorithm with nonlinear function approximation under a nonconvex-nonconcave primal-dual formulation. Stochastic gradient descent ascent is applied with an adaptive proximal term for robust…
\Ac{MPC} and \ac{RL} are two powerful control strategies with, arguably, complementary advantages. In this work, we show how actor-critic \ac{RL} techniques can be leveraged to improve the performance of \ac{MPC}. The \ac{RL} critic is used…
Centralized Training for Decentralized Execution, where agents are trained offline using centralized information but execute in a decentralized manner online, has gained popularity in the multi-agent reinforcement learning community. In…
We study multi-agent reinforcement learning (MARL) in a stochastic network of agents. The objective is to find localized policies that maximize the (discounted) global reward. In general, scalability is a challenge in this setting because…
In this paper, we study the role of the critic in actor--critic for entropy-regularized, finite, discounted environments. We establish that, when the critic is exact, using the latter as a baseline is a variance-reduction method in a strong…
A key aspect of intelligence is the ability to demonstrate a broad spectrum of behaviors for adapting to unexpected situations. Over the past decade, advancements in deep reinforcement learning have led to groundbreaking achievements to…
For those seeking healthcare advice online, AI based dialogue agents capable of interacting with patients to perform automatic disease diagnosis are a viable option. This application necessitates efficient inquiry of relevant disease…
Off-Policy Actor-Critic (Off-PAC) methods have proven successful in a variety of continuous control tasks. Normally, the critic's action-value function is updated using temporal-difference, and the critic in turn provides a loss for the…
We study a new two-time-scale stochastic gradient method for solving optimization problems, where the gradients are computed with the aid of an auxiliary variable under samples generated by time-varying MDPs controlled by the underlying…
Policy gradient algorithms have proven to be successful in diverse decision making and control tasks. However, these methods suffer from high sample complexity and instability issues. In this paper, we address these challenges by providing…
We study policy gradient for mean-field control in continuous time in a reinforcement learning setting. By considering randomised policies with entropy regularisation, we derive a gradient expectation representation of the value function,…
In this paper we propose a recursive online algorithm for estimating the parameters of a time-varying ARCH process. The estimation is done by updating the estimator at time point $t-1$ with observations about the time point $t$ to yield an…
Actor-critic methods, a type of model-free Reinforcement Learning, have been successfully applied to challenging tasks in continuous control, often achieving state-of-the art performance. However, wide-scale adoption of these methods in…
The average reward is a fundamental performance metric in reinforcement learning (RL) focusing on the long-run performance of an agent. Differential temporal difference (TD) learning algorithms are a major advance for average reward RL as…
Cooperative problems under continuous control have always been the focus of multi-agent reinforcement learning. Existing algorithms suffer from the problem of uneven learning degree with the increase of the number of agents. In this paper,…
Safety is essential for reinforcement learning (RL) applied in real-world situations. Chance constraints are suitable to represent the safety requirements in stochastic systems. Previous chance-constrained RL methods usually have a low…