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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,…

Machine Learning · Computer Science 2024-09-02 Talha Bozkus , Urbashi Mitra

We consider a dynamic multichannel access problem, where multiple correlated channels follow an unknown joint Markov model. A user at each time slot selects a channel to transmit data and receives a reward based on the success or failure of…

Networking and Internet Architecture · Computer Science 2018-02-21 Shangxing Wang , Hanpeng Liu , Pedro Henrique Gomes , Bhaskar Krishnamachari

Reinforcement learning studies how an agent should interact with an environment to maximize its cumulative reward. A standard way to study this question abstractly is to ask how many samples an agent needs from the environment to learn an…

Quantum Physics · Physics 2021-12-21 Daochen Wang , Aarthi Sundaram , Robin Kothari , Ashish Kapoor , Martin Roetteler

In this paper, a review of model-free reinforcement learning for learning of dynamical systems in uncertain environments has discussed. For this purpose, the Markov Decision Process (MDP) will be reviewed. Furthermore, some learning…

Machine Learning · Computer Science 2019-05-21 Mehran Attar , Mohammadreza Dabirian

The curse of dimensionality is a widely known issue in reinforcement learning (RL). In the tabular setting where the state space $\mathcal{S}$ and the action space $\mathcal{A}$ are both finite, to obtain a nearly optimal policy with…

Machine Learning · Computer Science 2022-10-28 Bingyan Wang , Yuling Yan , Jianqing Fan

In this paper, we consider reinforcement learning of Markov Decision Processes (MDP) with peak constraints, where an agent chooses a policy to optimize an objective and at the same time satisfy additional constraints. The agent has to take…

Optimization and Control · Mathematics 2019-12-09 Ather Gattami

While contemporary reinforcement learning research and applications have embraced policy gradient methods as the panacea of solving learning problems, value-based methods can still be useful in many domains as long as we can wrangle with…

Machine Learning · Computer Science 2024-07-16 Ashwin Ramaswamy , Ransalu Senanayake

Many real-world problems come with action spaces represented as feature vectors. Although high-dimensional control is a largely unsolved problem, there has recently been progress for modest dimensionalities. Here we report on a successful…

Artificial Intelligence · Computer Science 2015-12-17 Peter Sunehag , Richard Evans , Gabriel Dulac-Arnold , Yori Zwols , Daniel Visentin , Ben Coppin

In state of the art model-free off-policy deep reinforcement learning, a replay memory is used to store past experience and derive all network updates. Even if both state and action spaces are continuous, the replay memory only holds a…

Machine Learning · Computer Science 2020-07-16 Sabrina Hoppe , Marc Toussaint

An automatic program that generates constant profit from the financial market is lucrative for every market practitioner. Recent advance in deep reinforcement learning provides a framework toward end-to-end training of such trading agent.…

Trading and Market Microstructure · Quantitative Finance 2018-07-10 Chien Yi Huang

Many applications -- including power systems, robotics, and economics -- involve a dynamical system interacting with a stochastic and hard-to-model environment. We adopt a reinforcement learning approach to control such systems.…

Optimization and Control · Mathematics 2025-08-26 Abed AlRahman Al Makdah , Oliver Kosut , Lalitha Sankar , Shaofeng Zou

We investigate the problem of best-policy identification in discounted Markov Decision Processes (MDPs) when the learner has access to a generative model. The objective is to devise a learning algorithm returning the best policy as early as…

Machine Learning · Statistics 2021-05-11 Aymen Al Marjani , Alexandre Proutiere

To overcome the curses of dimensionality and modeling of Dynamic Programming (DP) methods to solve Markov Decision Process (MDP) problems, Reinforcement Learning (RL) methods are adopted in practice. Contrary to traditional RL algorithms…

Machine Learning · Computer Science 2021-08-24 Arghyadip Roy , Vivek Borkar , Abhay Karandikar , Prasanna Chaporkar

Consider a Markov decision process (MDP) that admits a set of state-action features, which can linearly express the process's probabilistic transition model. We propose a parametric Q-learning algorithm that finds an approximate-optimal…

Machine Learning · Computer Science 2019-06-07 Lin F. Yang , Mengdi Wang

A crucial problem in reinforcement learning is learning the optimal policy. We study this in tabular infinite-horizon discounted Markov decision processes under the online setting. The existing algorithms either fail to achieve regret…

Machine Learning · Computer Science 2023-12-13 Xiang Ji , Gen Li

Bayesian approaches developed to solve the optimal design of sequential experiments are mathematically elegant but computationally challenging. Recently, techniques using amortization have been proposed to make these Bayesian approaches…

Machine Learning · Computer Science 2022-06-20 Tom Blau , Edwin V. Bonilla , Iadine Chades , Amir Dezfouli

Deep learning and reinforcement learning methods have recently been used to solve a variety of problems in continuous control domains. An obvious application of these techniques is dexterous manipulation tasks in robotics which are…

Interpretability of AI models allows for user safety checks to build trust in such AIs. In particular, Decision Trees (DTs) provide a global look at the learned model and transparently reveal which features of the input are critical for…

Machine Learning · Computer Science 2024-01-23 Hector Kohler , Riad Akrour , Philippe Preux

Deep learning is currently reaching outstanding performances on different tasks, including image classification, especially when using large neural networks. The success of these models is tributary to the availability of large collections…

Computer Vision and Pattern Recognition · Computer Science 2024-12-31 Mingyuan Jiu , Xuguang Song , Hichem Sahbi , Shupan Li , Yan Chen , Wei Guo , Lihua Guo , Mingliang Xu

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…

Machine Learning · Computer Science 2020-02-25 Donghwan Lee , Niao He
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