Related papers: Dynamic Programming Principles for Mean-Field Cont…
This paper studies the discrete-time linear-quadratic-Gaussian mean field (MF) social control problem in an infinite horizon, where the dynamics of all agents are unknown. The objective is to design a reinforcement learning (RL) algorithm…
Recent advances in reinforcement learning (RL) enable its use on increasingly complex tasks, but the lack of formal safety guarantees still limits its application in safety-critical settings. A common practical approach is to augment the RL…
We study the problem of zero-delay coding for the transmission of a Markov source over a noisy channel with feedback and present a reinforcement learning solution which is guaranteed to achieve near-optimality. To this end, we formulate the…
We investigate reinforcement learning in the setting of Markov decision processes for a large number of exchangeable agents interacting in a mean field manner. Applications include, for example, the control of a large number of robots…
This paper introduces Meta-Q-Learning (MQL), a new off-policy algorithm for meta-Reinforcement Learning (meta-RL). MQL builds upon three simple ideas. First, we show that Q-learning is competitive with state-of-the-art meta-RL algorithms if…
We consider large-scale Markov decision processes (MDPs) with parameter uncertainty, under the robust MDP paradigm. Previous studies showed that robust MDPs, based on a minimax approach to handle uncertainty, can be solved using dynamic…
We study a Q learning algorithm for continuous time stochastic control problems. The proposed algorithm uses the sampled state process by discretizing the state and control action spaces under piece-wise constant control processes. We show…
$Q$-learning with function approximation is one of the most popular methods in reinforcement learning. Though the idea of using function approximation was proposed at least 60 years ago, even in the simplest setup, i.e, approximating…
This work presents DMPC (Data-and Model-Driven Predictive Control) to solve control problems in which some of the constraints or parts of the objective function are known, while others are entirely unknown to the controller. It is assumed…
In this paper, a deep reinforcement learning (DRL)-based approach to the Lyapunov optimization is considered to minimize the time-average penalty while maintaining queue stability. A proper construction of state and action spaces is…
Online learning algorithms are designed to perform in non-stationary environments, but generally there is no notion of a dynamic state to model constraints on current and future actions as a function of past actions. State-based models are…
Imitation Learning (IL) is a widely used framework for learning imitative behavior from demonstrations. It is especially appealing for solving complex real-world tasks where handcrafting reward function is difficult, or when the goal is to…
The successful operation of mobile robots requires them to adapt rapidly to environmental changes. To develop an adaptive decision-making tool for mobile robots, we propose a novel algorithm that combines meta-reinforcement learning…
In Reinforcement Learning (RL), regularization has emerged as a popular tool both in theory and practice, typically based either on an entropy bonus or a Kullback-Leibler divergence that constrains successive policies. In practice, these…
Humans achieve efficient learning by relying on prior knowledge about the structure of naturally occurring tasks. There is considerable interest in designing reinforcement learning (RL) algorithms with similar properties. This includes…
Deep Reinforcement Learning (DRL) has made considerable advances in simulated and physical robot control tasks, especially when problems admit a fully observed Markov Decision Process (MDP) formulation. When observations only partially…
In this paper, a novel Multi-agent Reinforcement Learning (MARL) approach, Multi-Agent Continuous Dynamic Policy Gradient (MACDPP) was proposed to tackle the issues of limited capability and sample efficiency in various scenarios controlled…
Mean-Field Control (MFC) is a powerful tool to solve Multi-Agent Reinforcement Learning (MARL) problems. Recent studies have shown that MFC can well-approximate MARL when the population size is large and the agents are exchangeable.…
We consider a broad class of dynamic programming (DP) problems that involve a partially linear structure and some positivity properties in their system equation and cost function. We address deterministic and stochastic problems, possibly…
The mean-field framework has been used to find approximate solutions to problems involving very large populations of symmetric, anonymous agents, which may be intractable by other methods. The cooperative mean-field control (MFC) problem…