Related papers: Policy Iterations for Reinforcement Learning Probl…
Policy iteration is one of the classical frameworks of reinforcement learning, which requires a known initial stabilizing control. However, finding the initial stabilizing control depends on the known system model. To relax this requirement…
Reinforcement learning (RL) in continuous state-action spaces remains challenging in scientific computing due to poor sample efficiency and lack of pathwise physical consistency. We introduce Differential Reinforcement Learning…
We study reinforcement learning (RL) in the setting of continuous time and space, for an infinite horizon with a discounted objective and the underlying dynamics driven by a stochastic differential equation. Built upon recent advances in…
Reinforcement Learning (RL) has achieved remarkable success in sequential decision tasks. However, recent studies have revealed the vulnerability of RL policies to different perturbations, raising concerns about their effectiveness and…
Deep reinforcement learning (DRL) has emerged as a powerful framework for solving sequential decision-making problems, achieving remarkable success in a wide range of applications, including game AI, autonomous driving, biomedicine, and…
In complex reinforcement learning (RL) problems, policies with similar rewards may have substantially different behaviors. It remains a fundamental challenge to optimize rewards while also discovering as many diverse strategies as possible,…
Most of the policy evaluation algorithms are based on the theories of Bellman Expectation and Optimality Equation, which derive two popular approaches - Policy Iteration (PI) and Value Iteration (VI). However, multi-step bootstrapping is…
We propose a policy improvement algorithm for Reinforcement Learning (RL) which is called Rerouted Behavior Improvement (RBI). RBI is designed to take into account the evaluation errors of the Q-function. Such errors are common in RL when…
This paper investigates recursive feasibility, recursive robust stability and near-optimality properties of policy iteration (PI). For this purpose, we consider deterministic nonlinear discrete-time systems whose inputs are generated by PI…
Solving the Hamilton-Jacobi-Bellman equation is important in many domains including control, robotics and economics. Especially for continuous control, solving this differential equation and its extension the Hamilton-Jacobi-Isaacs…
In this paper, we propose a generalized successive approximation method (SAM), called invariantly admissible policy iteration (PI), for finding the solution to a class of input-affine nonlinear optimal control problems by iterations. Unlike…
We present an off-policy actor-critic algorithm for Reinforcement Learning (RL) that combines ideas from gradient-free optimization via stochastic search with learned action-value function. The result is a simple procedure consisting of…
This paper introduces Deep Policy Iteration (DPI), a novel approach that integrates the strengths of Neural Networks with the stability and convergence advantages of Policy Iteration (PI) to address high-dimensional stochastic Mean Field…
In recent years significant progress has been made in dealing with challenging problems using reinforcement learning.Despite its great success, reinforcement learning still faces challenge in continuous control tasks. Conventional methods…
We study computationally and statistically efficient reinforcement learning under the linear $Q^{\pi}$ realizability assumption, where any policy's $Q$-function is linear in a given state-action feature representation. Prior methods in this…
We present an algorithm for local, regularized, policy improvement in reinforcement learning (RL) that allows us to formulate model-based and model-free variants in a single framework. Our algorithm can be interpreted as a natural extension…
Reinforcement learning (RL) algorithms have been successfully applied to a range of challenging sequential decision making and control tasks. In this paper, we classify RL into direct and indirect RL according to how they seek the optimal…
Reinforcement Learning (RL) has proven a stunning ability to learn optimal policies from data without any prior knowledge on the process. The main drawback of RL is that it is typically very difficult to guarantee stability and safety. On…
Linear dynamical systems that obey stochastic differential equations are canonical models. While optimal control of known systems has a rich literature, the problem is technically hard under model uncertainty and there are hardly any…
Reinforcement learning (RL) is a general framework for adaptive control, which has proven to be efficient in many domains, e.g., board games, video games or autonomous vehicles. In such problems, an agent faces a sequential decision-making…