Related papers: Average Cost Optimal Control of Stochastic Systems…

This paper considers a class of reinforcement learning problems, which involve systems with two types of states: stochastic and pseudo-stochastic. In such systems, stochastic states follow a stochastic transition kernel while the…

This work proposes an approach that integrates reinforcement learning and model predictive control (MPC) to solve finite-horizon optimal control problems in mixed-logical dynamical systems efficiently. Optimization-based control of such…

We present an efficient algorithm for model-free episodic reinforcement learning on large (potentially continuous) state-action spaces. Our algorithm is based on a novel $Q$-learning policy with adaptive data-driven discretization. The…

Constrained reinforcement learning (RL) is an area of RL whose objective is to find an optimal policy that maximizes expected cumulative return while satisfying a given constraint. Most of the previous constrained RL works consider expected…

Bimodal, stochastic environments present a challenge to typical Reinforcement Learning problems. This problem is one that is surprisingly common in real world applications, being particularly applicable to pricing problems. In this paper we…

Reinforcement learning (RL) is a control approach that can handle nonlinear stochastic optimal control problems. However, despite the promise exhibited, RL has yet to see marked translation to industrial practice primarily due to its…

Recent reinforcement learning approaches have shown surprisingly strong capabilities of bang-bang policies for solving continuous control benchmarks. The underlying coarse action space discretizations often yield favourable exploration…

Reinforcement learning (RL) is an effective approach for solving optimal control problems without knowing the exact information of the system model. However, the classical Q-learning method, a model-free RL algorithm, has its limitations,…

The linear quadratic regulator (LQR) problem has reemerged as an important theoretical benchmark for reinforcement learning-based control of complex dynamical systems with continuous state and action spaces. In contrast with nearly all…

Traditional quantum system control methods often face different constraints, and are easy to cause both leakage and stochastic control errors under the condition of limited resources. Reinforcement learning has been proved as an efficient…

In this paper, we provide two new stable online algorithms for the problem of prediction in reinforcement learning, \emph{i.e.}, estimating the value function of a model-free Markov reward process using the linear function approximation…

The problem of structured matrix estimation has been studied mostly under strong noise dependence assumptions. This paper considers a general framework of noisy low-rank-plus-sparse matrix recovery, where the noise matrix may come from any…

Reinforcement Learning algorithms have recently been proposed to learn time-sequential control policies in the field of autonomous driving. Direct applications of Reinforcement Learning algorithms with discrete action space will yield…

By reusing data throughout training, off-policy deep reinforcement learning algorithms offer improved sample efficiency relative to on-policy approaches. For continuous action spaces, the most popular methods for off-policy learning include…

Reinforcement learning (RL) is a class of artificial intelligence algorithms being used to design adaptive optimal controllers through online learning. This paper presents a model-free, real-time, data-efficient Q-learning-based algorithm…

The paper considers a class of multi-agent Markov decision processes (MDPs), in which the network agents respond differently (as manifested by the instantaneous one-stage random costs) to a global controlled state and the control actions of…

Most of reinforcement learning algorithms optimize the discounted criterion which is beneficial to accelerate the convergence and reduce the variance of estimates. Although the discounted criterion is appropriate for certain tasks such as…

This work presents a suboptimality study of a particular model predictive control with a stage cost shaping based on the ideas of reinforcement learning. The focus of the suboptimality study is to derive quantities relating the…

Model-based reinforcement learning techniques accelerate the learning task by employing a transition model to make predictions. In this paper, a model-based learning approach is presented that iteratively computes the optimal value function…

Today, the optimal performance of existing noise-suppression algorithms, both data-driven and those based on classic statistical methods, is range bound to specific levels of instantaneous input signal-to-noise ratios. In this paper, we…