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Recent analyses of certain gradient descent optimization methods have shown that performance can degrade in some settings - such as with stochasticity or implicit momentum. In deep reinforcement learning (Deep RL), such optimization methods…
In this theoretical paper we are concerned with the problem of learning a value function by a smooth general function approximator, to solve a deterministic episodic control problem in a large continuous state space. It is shown that…
We present the first class of policy-gradient algorithms that work with both state-value and policy function-approximation, and are guaranteed to converge under off-policy training. Our solution targets problems in reinforcement learning…
Learning optimal behavior from existing data is one of the most important problems in Reinforcement Learning (RL). This is known as "off-policy control" in RL where an agent's objective is to compute an optimal policy based on the data…
We explore deep reinforcement learning methods for multi-agent domains. We begin by analyzing the difficulty of traditional algorithms in the multi-agent case: Q-learning is challenged by an inherent non-stationarity of the environment,…
This paper addresses the inverse optimal control problem of finding the state weighting function that leads to a quadratic value function when the cost on the input is fixed to be quadratic. The paper focuses on a class of infinite horizon…
We study a new two-time-scale stochastic gradient method for solving optimization problems, where the gradients are computed with the aid of an auxiliary variable under samples generated by time-varying MDPs controlled by the underlying…
Recent techniques in dynamical scheduling and resource management have found applications in warehouse environments due to their ability to organize and prioritize tasks in a higher temporal resolution. The rise of deep reinforcement…
Off-policy reinforcement learning enables near-optimal policy from suboptimal experience, thereby provisions opportunity for artificial intelligence applications in healthcare. Previous works have mainly framed patient-clinician…
In Reinforcement Learning, the optimal action at a given state is dependent on policy decisions at subsequent states. As a consequence, the learning targets evolve with time and the policy optimization process must be efficient at…
In reinforcement learning for partially observable environments, many successful algorithms have been developed within the asymmetric learning paradigm. This paradigm leverages additional state information available at training time for…
Synchronizing decisions across multiple agents in realistic settings is problematic since it requires agents to wait for other agents to terminate and communicate about termination reliably. Ideally, agents should learn and execute…
Deep reinforcement learning (RL) algorithms can use high-capacity deep networks to learn directly from image observations. However, these high-dimensional observation spaces present a number of challenges in practice, since the policy must…
The use of deep neural networks as function approximators has led to striking progress for reinforcement learning algorithms and applications. Yet the knowledge we have on decision boundary geometry and the loss landscape of neural policies…
Value-based algorithms are a cornerstone of off-policy reinforcement learning due to their simplicity and training stability. However, their use has traditionally been restricted to discrete action spaces, as they rely on estimating…
We study Reinforcement Learning for partially observable dynamical systems using function approximation. We propose a new \textit{Partially Observable Bilinear Actor-Critic framework}, that is general enough to include models such as…
This paper studies the ubiquitous problem of liquidating large quantities of highly correlated stocks, a task frequently encountered by institutional investors and proprietary trading firms. Traditional methods in this setting suffer from…
Recently, there are many trials to apply reinforcement learning in asset allocation for earning more stable profits. In this paper, we compare performance between several reinforcement learning algorithms - actor-only, actor-critic and PPO…
The Network Slicing (NS) paradigm enables the partition of physical and virtual resources among multiple logical networks, possibly managed by different tenants. In such a scenario, network resources need to be dynamically allocated…
Policy gradient methods are powerful reinforcement learning algorithms and have been demonstrated to solve many complex tasks. However, these methods are also data-inefficient, afflicted with high variance gradient estimates, and frequently…