Related papers: Increasing the Action Gap: New Operators for Reinf…
Gradient descent or its variants are popular in training neural networks. However, in deep Q-learning with neural network approximation, a type of reinforcement learning, gradient descent (also known as Residual Gradient (RG)) is barely…
Bootstrapping and rollout are two fundamental principles for value function estimation in reinforcement learning (RL). We introduce a novel class of Bellman operators, called subgraph Bellman operators, that interpolate between…
Reinforcement learning algorithms describe how an agent can learn an optimal action policy in a sequential decision process, through repeated experience. In a given environment, the agent policy provides him some running and terminal…
We present an optimistic Q-learning algorithm for regret minimization in average reward reinforcement learning under an additional assumption on the underlying MDP that for all policies, the time to visit some frequent state $s_0$ is finite…
We propose a new reinforcement learning algorithm derived from a regularized linear-programming formulation of optimal control in MDPs. The method is closely related to the classic Relative Entropy Policy Search (REPS) algorithm of Peters…
Distributional reinforcement learning algorithms have attempted to utilize estimated uncertainty for exploration, such as optimism in the face of uncertainty. However, using the estimated variance for optimistic exploration may cause biased…
Some approaches to solving challenging dynamic programming problems, such as Q-learning, begin by transforming the Bellman equation into an alternative functional equation, in order to open up a new line of attack. Our paper studies this…
We methodologically address the problem of Q-value overestimation in deep reinforcement learning to handle high-dimensional state spaces efficiently. By adapting concepts from information theory, we introduce an intrinsic penalty signal…
We present a distributional approach to theoretical analyses of reinforcement learning algorithms for constant step-sizes. We demonstrate its effectiveness by presenting simple and unified proofs of convergence for a variety of…
In this study, we consider the application of max-plus-linear approximators for Q-function in offline reinforcement learning of discounted Markov decision processes. In particular, we incorporate these approximators to propose novel fitted…
We propose an algorithm that produces a non-decreasing sequence of subsolutions for a class of optimal control problems distinguished by the property that the associated Bellman operators preserve convexity. In addition to a theoretical…
In reinforcement learning (RL), aligning agent behavior with specific objectives typically requires careful design of the reward function, which can be challenging when the desired objectives are complex. In this work, we propose an…
In this work we continue to build upon recent advances in reinforcement learning for finite Markov processes. A common approach among previous existing algorithms, both single-actor and distributed, is to either clip rewards or to apply a…
This paper applies a reinforcement learning (RL) method to solve infinite horizon continuous-time stochastic linear quadratic problems, where drift and diffusion terms in the dynamics may depend on both the state and control. Based on…
AI systems are increasingly used to assist humans in sequential decision-making tasks, yet determining when and how an AI assistant should intervene remains a fundamental challenge. A potential baseline is to recommend the optimal action…
We investigate the repeated prisoner's dilemma game where both players alternately use reinforcement learning to obtain their optimal memory-one strategies. We theoretically solve the simultaneous Bellman optimality equations of…
Empowerment is an information-theoretic method that can be used to intrinsically motivate learning agents. It attempts to maximize an agent's control over the environment by encouraging visiting states with a large number of reachable next…
In this paper, we present a novel algorithm named synchronous integral Q-learning, which is based on synchronous policy iteration, to solve the continuous-time infinite horizon optimal control problems of input-affine system dynamics. The…
Making optimal decisions under uncertainty is a shared problem among distinct fields. While optimal control is commonly studied in the framework of dynamic programming, it is approached with differing perspectives of the Bellman optimality…
Deep reinforcement learning excels in numerous large-scale practical applications. However, existing performance analyses ignores the unique characteristics of continuous-time control problems, is unable to directly estimate the…