Related papers: Off Policy Risk Sensitive Reinforcement Learning B…

This paper studies the off-policy evaluation problem, where one aims to estimate the value of a target policy based on a sample of observations collected by another policy. We first consider the multi-armed bandit case, establish a minimax…

This paper proposes an on-policy reinforcement learning (RL) control algorithm that solves the optimal regulation problem for a class of uncertain continuous-time nonlinear systems under user-defined state constraints. We formulate the safe…

Feedback controllers for port-Hamiltonian systems reveal an intrinsic inverse optimality property since each passivating state feedback controller is optimal with respect to some specific performance index. Due to the nonlinear…

Compared to on-policy counterparts, off-policy model-free deep reinforcement learning can improve data efficiency by repeatedly using the previously gathered data. However, off-policy learning becomes challenging when the discrepancy…

Continuous-time stochastic processes underlie many natural and engineered systems. In healthcare, autonomous driving, and industrial control, direct interaction with the environment is often unsafe or impractical, motivating offline…

An adaptive controller is proposed and analyzed for the class of infinite-horizon optimal control problems in positive linear systems presented in (Ohlin et al., 2024b). This controller is derived from the solution of a "data-driven…

We consider off-policy selection and learning in contextual bandits, where the learner aims to select or train a reward-maximizing policy using data collected by a fixed behavior policy. Our contribution is two-fold. First, we propose a…

In order to obviate the requirement of drift dynamics in adaptive dynamic programming (ADP), integral reinforcement learning (IRL) has been proposed as an alternate formulation of Bellman equation.However control coupling dynamics is still…

This work presents a technique for learning systems, where the learning process is guided by knowledge of the physics of the system. In particular, we solve the problem of the two-point boundary optimal control problem of linear…

The performance of reinforcement learning depends upon designing an appropriate action space, where the effect of each action is measurable, yet, granular enough to permit flexible behavior. So far, this process involved non-trivial user…

Multi-task reinforcement learning aims to quickly identify solutions for new tasks with minimal or no additional interaction with the environment. Generalized Policy Improvement (GPI) addresses this by combining a set of base policies to…

In deep reinforcement learning, policy optimization methods need to deal with issues such as function approximation and the reuse of off-policy data. Standard policy gradient methods do not handle off-policy data well, leading to premature…

Reinforcement learning provides an appealing framework for robotic control due to its ability to learn expressive policies purely through real-world interaction. However, this requires addressing real-world constraints and avoiding…

This work is concerned with solving neural network-based feedback controllers efficiently for optimal control problems. We first conduct a comparative study of two prevalent approaches: offline supervised learning and online direct policy…

Reinforcement learning (RL) is a powerful data-driven control method that has been largely explored in autonomous driving tasks. However, conventional RL approaches learn control policies through trial-and-error interactions with the…

Offline policy learning is aimed at learning decision-making policies using existing datasets of trajectories without collecting additional data. The primary motivation for using reinforcement learning (RL) instead of supervised learning…

Offline reinforcement learning learns policies from fixed datasets without further environment interaction. A key challenge in this setting is epistemic uncertainty, arising from limited or biased data coverage, particularly when the…

Recent advances in batch (offline) reinforcement learning have shown promising results in learning from available offline data and proved offline reinforcement learning to be an essential toolkit in learning control policies in a model-free…

Off-policy reinforcement learning (RL) has achieved notable success in tackling many complex real-world tasks, by leveraging previously collected data for policy learning. However, most existing off-policy RL algorithms fail to maximally…

Existing work on risk-sensitive reinforcement learning - both for symmetric and downside risk measures - has typically used direct Monte-Carlo estimation of policy gradients. While this approach yields unbiased gradient estimates, it also…