Related papers: Q-learning with censored data

Sepsis is a leading cause of mortality and its treatment is very expensive. Sepsis treatment is also very challenging because there is no consensus on what interventions work best and different patients respond very differently to the same…

This paper considers a class of reinforcement learning problems, which involve systems with two types of states: stochastic and pseudo-stochastic. In such systems, stochastic states follow a stochastic transition kernel while the…

Various algorithms in reinforcement learning exhibit dramatic variability in their convergence rates and ultimate accuracy as a function of the problem structure. Such instance-specific behavior is not captured by existing global minimax…

Machine unlearning aims to remove the influence of specific training data from a learned model without full retraining. While recent work has begun to explore unlearning in quantum machine learning, existing approaches largely rely on…

When dealing with real-world optimization problems, decision-makers usually face high levels of uncertainty associated with partial information, unknown parameters, or complex relationships between these and the problem decision variables.…

We consider an online two-stage stochastic optimization with long-term constraints over a finite horizon of $T$ periods. At each period, we take the first-stage action, observe a model parameter realization and then take the second-stage…

We present the use of the fitted Q iteration in algorithmic trading. We show that the fitted Q iteration helps alleviate the dimension problem that the basic Q-learning algorithm faces in application to trading. Furthermore, we introduce a…

Reinforcement learning has been explored for many problems, from video games with deterministic environments to portfolio and operations management in which scenarios are stochastic; however, there have been few attempts to test these…

Achieving ultimate bounds in estimation processes is the main objective of quantum metrology. In this context, several problems require measurement of multiple parameters by employing only a limited amount of resources. To this end,…

We propose a Buckley James (BJ) Boost Q learning framework for estimating optimal dynamic treatment regimes from right censored survival outcomes in longitudinal randomized clinical trials, motivated by the clinical need to support patient…

The accelerated failure time (AFT) models have proved useful in many contexts, though heavy censoring (as for example in cancer survival) and high dimensionality (as for example in microarray data) cause difficulties for model fitting and…

This paper studies distributed Q-learning for Linear Quadratic Regulator (LQR) in a multi-agent network. The existing results often assume that agents can observe the global system state, which may be infeasible in large-scale systems due…

Reinforcement learning (RL) is a classical tool to solve network control or policy optimization problems in unknown environments. The original Q-learning suffers from performance and complexity challenges across very large networks. Herein,…

Policy learning algorithms are widely used in areas such as personalized medicine and advertising to develop individualized treatment regimes. However, most methods force a decision even when predictions are uncertain, which is risky in…

This paper presents the concept of an adaptive safe padding that forces Reinforcement Learning (RL) to synthesise optimal control policies while ensuring safety during the learning process. Policies are synthesised to satisfy a goal,…

Learning to make decisions from observed data in dynamic environments remains a problem of fundamental importance in a number of fields, from artificial intelligence and robotics, to medicine and finance. This paper concerns the problem of…

Q-learning is widely recognized as an effective approach for synthesizing controllers to achieve specific goals. However, handling challenges posed by continuous state-action spaces remains an ongoing research focus. This paper presents a…

We develop a continuous-time reinforcement learning framework for a class of singular stochastic control problems without entropy regularization. The optimal singular control is characterized as the optimal singular control law, which is a…

Machine learning has emerged as a promising approach to study the properties of many-body systems. Recently proposed as a tool to classify phases of matter, the approach relies on classical simulation methods$-$such as Monte Carlo$-$which…

This paper studies a discrete-time stochastic control problem with linear quadratic criteria over an infinite-time horizon. We focus on a class of control systems whose system matrices are associated with random parameters involving unknown…