Related papers: A Finite-Time Analysis of Q-Learning with Neural N…
Q-learning has long been one of the most popular reinforcement learning algorithms, and theoretical analysis of Q-learning has been an active research topic for decades. Although researches on asymptotic convergence analysis of Q-learning…
The use of target networks is a common practice in deep reinforcement learning for stabilizing the training; however, theoretical understanding of this technique is still limited. In this paper, we study the so-called periodic Q-learning…
Watkins' and Dayan's Q-learning is a model-free reinforcement learning algorithm that iteratively refines an estimate for the optimal action-value function of an MDP by stochastically "visiting" many state-ation pairs [Watkins and Dayan,…
This paper introduces an approach to Reinforcement Learning Algorithm by comparing their immediate rewards using a variation of Q-Learning algorithm. Unlike the conventional Q-Learning, the proposed algorithm compares current reward with…
Q-learning is known as one of the fundamental reinforcement learning (RL) algorithms. Its convergence has been the focus of extensive research over the past several decades. Recently, a new finitetime error bound and analysis for Q-learning…
Existing studies indicate that momentum ideas in conventional optimization can be used to improve the performance of Q-learning algorithms. However, the finite-sample analysis for momentum-based Q-learning algorithms is only available for…
We consider the off-policy evaluation problem of reinforcement learning using deep convolutional neural networks. We analyze the deep fitted Q-evaluation method for estimating the expected cumulative reward of a target policy, when the data…
Reinforcement learning (RL) algorithms based on high-dimensional function approximation have achieved tremendous empirical success in large-scale problems with an enormous number of states. However, most analysis of such algorithms gives…
Greedy-GQ with linear function approximation, originally proposed in \cite{maei2010toward}, is a value-based off-policy algorithm for optimal control in reinforcement learning, and it has a non-linear two timescale structure with the…
The objective in this paper is to obtain fast converging reinforcement learning algorithms to approximate solutions to the problem of discounted cost optimal stopping in an irreducible, uniformly ergodic Markov chain, evolving on a compact…
Distributionally robust reinforcement learning (DRRL) focuses on designing policies that achieve good performance under model uncertainties. The goal is to maximize the worst-case long-term discounted reward, where the data for RL comes…
Soft Q-learning is a variation of Q-learning designed to solve entropy regularized Markov decision problems where an agent aims to maximize the entropy regularized value function. Despite its empirical success, there have been limited…
In this paper, for POMDPs, we provide the convergence of a Q learning algorithm for control policies using a finite history of past observations and control actions, and, consequentially, we establish near optimality of such limit Q…
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,…
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…
Q-learning is a popular reinforcement learning algorithm. This algorithm has however been studied and analysed mainly in the infinite horizon setting. There are several important applications which can be modeled in the framework of finite…
Zap Q-learning is a recent class of reinforcement learning algorithms, motivated primarily as a means to accelerate convergence. Stability theory has been absent outside of two restrictive classes: the tabular setting, and optimal stopping.…
A primary requirement for any reinforcement learning method is that it should produce policies that improve upon the initial guess. In this work, we show that the widely used Deep Q-Network (DQN) fails to satisfy this minimal criterion --…
Deep reinforcement learning (RL) algorithms can learn complex policies to optimize agent operation over time. RL algorithms have shown promising results in solving complicated problems in recent years. However, their application on…
Temporal-difference and Q-learning play a key role in deep reinforcement learning, where they are empowered by expressive nonlinear function approximators such as neural networks. At the core of their empirical successes is the learned…