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The goal of this paper is to investigate new and simple convergence analysis of dynamic programming for linear quadratic regulator problem of discrete-time linear time-invariant systems. In particular, bounds on errors are given in terms of…

Optimization and Control · Mathematics 2021-06-18 Donghwan Lee

Reinforcement Learning (RL) consists of designing agents that make intelligent decisions without human supervision. When used alongside function approximators such as Neural Networks (NNs), RL is capable of solving extremely complex…

Quantum Physics · Physics 2024-11-13 Rodrigo Coelho , André Sequeira , Luís Paulo Santos

We study the regret of reinforcement learning from offline data generated by a fixed behavior policy in an infinite-horizon discounted Markov decision process (MDP). While existing analyses of common approaches, such as fitted $Q$-iteration…

Machine Learning · Computer Science 2023-07-13 Yichun Hu , Nathan Kallus , Masatoshi Uehara

In this paper reinforcement learning with binary vector actions was investigated. We suggest an effective architecture of the neural networks for approximating an action-value function with binary vector actions. The proposed architecture…

Neural and Evolutionary Computing · Computer Science 2015-12-07 Naoto Yoshida

The $Q$-function is a central quantity in many Reinforcement Learning (RL) algorithms for which RL agents behave following a (soft)-greedy policy w.r.t. to $Q$. It is a powerful tool that allows action selection without a model of the…

Machine Learning · Computer Science 2022-06-01 Nino Vieillard , Marcin Andrychowicz , Anton Raichuk , Olivier Pietquin , Matthieu Geist

Q-functions are widely used in discrete-time learning and control to model future costs arising from a given control policy, when the initial state and input are given. Although some of their properties are understood, Q-functions…

Optimization and Control · Mathematics 2019-02-21 Joseph Warrington

We study the approximation capacity of some variation spaces corresponding to shallow ReLU$^k$ neural networks. It is shown that sufficiently smooth functions are contained in these spaces with finite variation norms. For functions with…

Machine Learning · Statistics 2024-06-05 Yunfei Yang , Ding-Xuan Zhou

Motivated by applications in reinforcement learning (RL), we study a nonlinear stochastic approximation (SA) algorithm under Markovian noise, and establish its finite-sample convergence bounds under various stepsizes. Specifically, we show…

Optimization and Control · Mathematics 2022-01-27 Zaiwei Chen , Sheng Zhang , Thinh T. Doan , John-Paul Clarke , Siva Theja Maguluri

Reinforcement learning algorithms based on Q-learning are driving Deep Reinforcement Learning (DRL) research towards solving complex problems and achieving super-human performance on many of them. Nevertheless, Q-Learning is known to be…

Machine Learning · Computer Science 2022-06-14 Andrea Cini , Carlo D'Eramo , Jan Peters , Cesare Alippi

We propose Q-learning with Adjoint Matching (QAM), a novel TD-based reinforcement learning (RL) algorithm that tackles a long-standing challenge in continuous-action RL: efficient optimization of an expressive diffusion or flow-matching…

Machine Learning · Computer Science 2026-05-20 Qiyang Li , Sergey Levine

In this paper, we present an online reinforcement learning algorithm for constrained Markov decision processes with a safety constraint. Despite the necessary attention of the scientific community, considering stochastic stopping time, the…

Machine Learning · Computer Science 2024-03-26 Abhijit Mazumdar , Rafal Wisniewski , Manuela L. Bujorianu

Q-learning is widely used to optimize wireless networks with unknown system dynamics. Recent advancements include ensemble multi-environment hybrid Q-learning algorithms, which utilize multiple Q-learning algorithms across structurally…

Signal Processing · Electrical Eng. & Systems 2024-09-02 Talha Bozkus , Urbashi Mitra

Reinforcement learning (RL) for exponential-utility optimization in discounted Markov decision processes (MDPs) lacks principled value-based algorithms. We address this gap in the fixed risk-aversion setting. Building on the Bellman-type…

Machine Learning · Computer Science 2026-05-11 Gugan Thoppe , L. A. Prashanth , Ankur Naskar , Sanjay Bhat

We present an algorithm for learning an approximate action-value soft Q-function in the relative entropy regularised reinforcement learning setting, for which an optimal improved policy can be recovered in closed form. We use recent…

Machine Learning · Computer Science 2019-11-06 Jonas Degrave , Abbas Abdolmaleki , Jost Tobias Springenberg , Nicolas Heess , Martin Riedmiller

We present an approach called Q-probing to adapt a pre-trained language model to maximize a task-specific reward function. At a high level, Q-probing sits between heavier approaches such as finetuning and lighter approaches such as few shot…

Machine Learning · Computer Science 2024-06-04 Kenneth Li , Samy Jelassi , Hugh Zhang , Sham Kakade , Martin Wattenberg , David Brandfonbrener

The choice of learning rate (LR) functions and policies has evolved from a simple fixed LR to the decaying LR and the cyclic LR, aiming to improve the accuracy and reduce the training time of Deep Neural Networks (DNNs). This paper presents…

Machine Learning · Computer Science 2022-10-25 Yanzhao Wu , Ling Liu

In dynamic decision-making scenarios across business and healthcare, leveraging sample trajectories from diverse populations can significantly enhance reinforcement learning (RL) performance for specific target populations, especially when…

Machine Learning · Statistics 2025-04-15 Jinhang Chai , Elynn Chen , Jianqing Fan

In this paper, we use concepts from supervisory control theory of discrete event systems to propose a method to learn optimal control policies for a finite-state Markov Decision Process (MDP) in which (only) certain sequences of actions are…

Machine Learning · Computer Science 2022-01-04 Arun Raman , Keerthan Shagrithaya , Shalabh Bhatnagar

This paper introduces and analyzes an improved Q-learning algorithm for discrete-time linear time-invariant systems. The proposed method does not require any knowledge of the system dynamics, and it enjoys significant efficiency advantages…

Systems and Control · Electrical Eng. & Systems 2023-04-03 Victor G. Lopez , Mohammad Alsalti , Matthias A. Müller

Q-learning is a widely used reinforcement learning technique for solving path planning problems. It primarily involves the interaction between an agent and its environment, enabling the agent to learn an optimal strategy that maximizes…

Robotics · Computer Science 2024-12-18 Yiming Ji , Kaijie Yun , Yang Liu , Zongwu Xie , Hong Liu