Related papers: Path Integral Policy Improvement with Covariance M…

We provide performance guarantees for a variant of simulation-based policy iteration for controlling Markov decision processes that involves the use of stochastic approximation algorithms along with state-of-the-art techniques that are…

When investigators seek to estimate causal effects, they often assume that selection into treatment is based only on observed covariates. Under this identification strategy, analysts must adjust for observed confounders. While basic…

In this paper we present an information theoretic approach to stochastic optimal control problems for systems with compound Poisson noise. We generalize previous work on information theoretic path integral control to discontinuous dynamics…

Trajectory optimization is a fundamental stochastic optimal control problem. This paper deals with a trajectory optimization approach for dynamical systems subject to measurement noise that can be fitted into linear time-varying stochastic…

In portfolio risk minimization, the inverse covariance matrix of returns is often unknown and has to be estimated in practice. This inverse covariance matrix also prescribes the hedge trades in which a stock is hedged by all the other…

We consider the subset selection problem for function $f$ with constraint bound $B$ that changes over time. Within the area of submodular optimization, various greedy approaches are commonly used. For dynamic environments we observe that…

Very recently proximal policy optimization (PPO) algorithms have been proposed as first-order optimization methods for effective reinforcement learning. While PPO is inspired by the same learning theory that justifies trust region policy…

We study the problem of off-policy evaluation from batched contextual bandit data with multidimensional actions, often termed slates. The problem is common to recommender systems and user-interface optimization, and it is particularly…

This paper formulates a stochastic optimal control problem for linear networked control systems featuring stochastic packet disordering with a unique stabilizing solution certified. The problem is solved by proposing reinforcement learning…

Reinforcement learning has significantly enhanced the reasoning capabilities of Large Language Models (LLMs) in complex problem-solving tasks. Recently, the introduction of DeepSeek R1 has inspired a surge of interest in leveraging…

We develop a parameterized Primal-Dual $\pi$ Learning method based on deep neural networks for Markov decision process with large state space and off-policy reinforcement learning. In contrast to the popular Q-learning and actor-critic…

Is it possible to make online decisions when personalized covariates are unavailable? We take a collaborative-filtering approach for decision-making based on collective preferences. By assuming low-dimensional latent features, we formulate…

The problem of path planning has been studied for years. Classic planning pipelines, including perception, mapping, and path searching, can result in latency and compounding errors between modules. While recent studies have demonstrated the…

We present a new algorithm for deriving numerical invariants that combines the precision of max-policy iteration with the flexibility and scalability of conventional Kleene iterations. It is defined in the Configurable Program Analysis…

With the impact of real-time processing being realized in the recent past, the need for efficient implementations of reinforcement learning algorithms has been on the rise. Albeit the numerous advantages of Bellman equations utilized in RL…

We investigate the boundary between chemotaxis driven by spatial estimation of gradients and chemotaxis driven by temporal estimation. While it is well known that spatial chemotaxis becomes disadvantageous for small organisms at high noise…

We seek to improve estimates of the power spectrum covariance matrix from a limited number of simulations by employing a novel statistical technique known as shrinkage estimation. The shrinkage technique optimally combines an empirical…

In 1950, Forsythe and Leibler (1950) introduced a statistical technique for finding the inverse of a matrix by characterizing the elements of the matrix inverse as expected values of a sequence of random walks. Barto and Duff (1994)…

Power iteration is a fundamental algorithm in data analysis. It extracts the eigenvector corresponding to the largest eigenvalue of a given matrix. Applications include ranking algorithms, recommendation systems, principal component…

This work introduces a novel paradigm for solving optimal control problems for hybrid dynamical systems under uncertainties. Robotic systems having contact with the environment can be modeled as hybrid systems. Controller design for hybrid…