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Reinforcement learning (RL) has seen significant research and application results but often requires large amounts of training data. This paper proposes two data-efficient off-policy RL methods that use parametrized Q-learning. In these…

Systems and Control · Electrical Eng. & Systems 2025-04-09 J. S. van Hulst , W. P. M. H. Heemels , D. J. Antunes

This work develops a fully decentralized multi-agent algorithm for policy evaluation. The proposed scheme can be applied to two distinct scenarios. In the first scenario, a collection of agents have distinct datasets gathered following…

Machine Learning · Computer Science 2019-08-13 Lucas Cassano , Kun Yuan , Ali H. Sayed

We present a novel class of minimax optimal control problems with positive dynamics, linear objective function and homogeneous constraints. The proposed problem class can be analyzed with dynamic programming and an explicit solution to the…

Optimization and Control · Mathematics 2023-12-11 Alba Gurpegui , Emma Tegling , Anders Rantzer

While reinforcement learning has shown experimental success in a number of applications, it is known to be sensitive to noise and perturbations in the parameters of the system, leading to high variance in the total reward amongst different…

Systems and Control · Electrical Eng. & Systems 2024-12-02 Erfaun Noorani , Christos Mavridis , John Baras

Reinforcement learning (RL) is promising for complicated stochastic nonlinear control problems. Without using a mathematical model, an optimal controller can be learned from data evaluated by certain performance criteria through…

Systems and Control · Electrical Eng. & Systems 2020-11-16 Minghao Han , Yuan Tian , Lixian Zhang , Jun Wang , Wei Pan

In reinforcement learning (RL), different reward functions can define the same optimal policy but result in drastically different learning performance. For some, the agent gets stuck with a suboptimal behavior, and for others, it solves the…

Machine Learning · Computer Science 2025-02-25 Grigorii Veviurko , Wendelin Böhmer , Mathijs de Weerdt

This article reviews recent advances in multi-agent reinforcement learning algorithms for large-scale control systems and communication networks, which learn to communicate and cooperate. We provide an overview of this emerging field, with…

Machine Learning · Computer Science 2020-06-24 Donghwan Lee , Niao He , Parameswaran Kamalaruban , Volkan Cevher

Reinforcement learning algorithms are typically geared towards optimizing the expected return of an agent. However, in many practical applications, low variance in the return is desired to ensure the reliability of an algorithm. In this…

Machine Learning · Computer Science 2021-02-04 Arushi Jain , Gandharv Patil , Ayush Jain , Khimya Khetarpal , Doina Precup

Reinforcement learning algorithms are commonly analyzed (and designed) under the Markov assumption. This is unrealistic, as most environments encountered in practice are either partially observable, or require function approximation that…

Machine Learning · Computer Science 2026-05-28 Onno Eberhard , Claire Vernade , Michael Muehlebach

Robust reinforcement learning (RL) aims to find a policy that optimizes the worst-case performance in the face of uncertainties. In this paper, we focus on action robust RL with the probabilistic policy execution uncertainty, in which,…

Machine Learning · Computer Science 2023-07-21 Guanlin Liu , Zhihan Zhou , Han Liu , Lifeng Lai

We consider a new form of reinforcement learning (RL) that is based on opportunities to directly learn the optimal control policy and a general Markov decision process (MDP) framework devised to support these opportunities. Derivations of…

Machine Learning · Computer Science 2021-04-02 Yingdong Lu , Mark S. Squillante , Chai Wah Wu

Reinforcement Learning in large action spaces is a challenging problem. Cooperative multi-agent reinforcement learning (MARL) exacerbates matters by imposing various constraints on communication and observability. In this work, we consider…

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…

Systems and Control · Electrical Eng. & Systems 2023-06-09 Mohamad Kazem Shirani Faradonbeh , Mohamad Sadegh Shirani Faradonbeh

We consider numerical approaches for deterministic, finite-dimensional optimal control problems whose dynamics depend on unknown or uncertain parameters. We seek to amortize the solution over a set of relevant parameters in an offline stage…

Optimization and Control · Mathematics 2024-02-16 Deepanshu Verma , Nick Winovich , Lars Ruthotto , Bart van Bloemen Waanders

Reinforcement learning is a framework for learning to act sequentially in an unknown environment. We propose a natural approach for modeling policy structure in policy gradients. The key idea is to optimize for a subset of future rewards:…

Machine Learning · Computer Science 2026-03-09 Puneet Mathur , Branislav Kveton , Subhojyoti Mukherjee , Viet Dac Lai

We propose a method for learning expressive energy-based policies for continuous states and actions, which has been feasible only in tabular domains before. We apply our method to learning maximum entropy policies, resulting into a new…

Machine Learning · Computer Science 2017-07-25 Tuomas Haarnoja , Haoran Tang , Pieter Abbeel , Sergey Levine

This paper describes a purely data-driven solution to a class of sequential decision-making problems with a large number of concurrent online decisions, with applications to computing systems and operations research. We assume that while…

Artificial Intelligence · Computer Science 2019-10-02 Hardik Meisheri , Vinita Baniwal , Nazneen N Sultana , Balaraman Ravindran , Harshad Khadilkar

Learning a control policy capable of adapting to time-varying and potentially evolving system dynamics has been a great challenge to the mainstream reinforcement learning (RL). Mainly, the ever-changing system properties would continuously…

Machine Learning · Computer Science 2022-08-31 Po-Hsiang Chiu , Manfred Huber

Reinforcement Learning views the maximization of rewards and avoidance of punishments as central to explaining goal-directed behavior. However, over a life, organisms will need to learn about many different aspects of the world's structure:…

Artificial Intelligence · Computer Science 2023-11-16 Thomas J. Ringstrom

This works handles the inverse reinforcement learning problem in high-dimensional state spaces, which relies on an efficient solution of model-based high-dimensional reinforcement learning problems. To solve the computationally expensive…

Machine Learning · Computer Science 2017-08-28 Kun Li , Joel W. Burdick