Related papers: Towards Understanding Asynchronous Advantage Actor…
Continuous-time nonlinear optimal control problems hold great promise in real-world applications. After decades of development, reinforcement learning (RL) has achieved some of the greatest successes as a general nonlinear control design…
Recent advances in deep Reinforcement Learning (RL) have created unprecedented opportunities for intelligent automation, where a machine can autonomously learn an optimal policy for performing a given task. However, current deep RL…
We present research using the latest reinforcement learning algorithm for end-to-end driving without any mediated perception (object recognition, scene understanding). The newly proposed reward and learning strategies lead together to…
Traditional ETF stock selection methods and reinforcement learning models such as the Asynchronous Advantage Actor-Critic (A3C) often suffer from high-dimensional feature spaces and overfitting when applied to complex financial markets.…
In this research, some of the issues that arise from the scalarization of the multi-objective optimization problem in the Advantage Actor Critic (A2C) reinforcement learning algorithm are investigated. The paper shows how a naive…
Asynchronous momentum stochastic gradient descent algorithms (Async-MSGD) is one of the most popular algorithms in distributed machine learning. However, its convergence properties for these complicated nonconvex problems is still largely…
We analyze the global convergence of the single-timescale actor-critic (AC) algorithm for the infinite-horizon discounted Markov Decision Processes (MDPs) with finite state spaces. To this end, we introduce an elegant analytical framework…
Asynchronous methods for solving systems of linear equations have been researched since Chazan and Miranker's pioneering 1969 paper on chaotic relaxation. The underlying idea of asynchronous methods is to avoid processor idle time by…
Automated vehicle control using reinforcement learning (RL) has attracted significant attention due to its potential to learn driving policies through environment interaction. However, RL agents often face training challenges in sample…
Model-free deep reinforcement learning (RL) algorithms have been demonstrated on a range of challenging decision making and control tasks. However, these methods typically suffer from two major challenges: very high sample complexity and…
We propose WSAC (Weighted Safe Actor-Critic), a novel algorithm for Safe Offline Reinforcement Learning (RL) under functional approximation, which can robustly optimize policies to improve upon an arbitrary reference policy with limited…
We propose a reinforcement learning (RL) framework under a broad class of risk objectives, characterized by convex scoring functions. This class covers many common risk measures, such as variance, Expected Shortfall, entropic Value-at-Risk,…
Asynchronous stochastic approximations (SAs) are an important class of model-free algorithms, tools and techniques that are popular in multi-agent and distributed control scenarios. To counter Bellman's curse of dimensionality, such…
In many applications of Reinforcement Learning (RL), it is critically important that the algorithm performs safely, such that instantaneous hard constraints are satisfied at each step, and unsafe states and actions are avoided. However,…
Action-constrained reinforcement learning (ACRL) is a generic framework for learning control policies with zero action constraint violation, which is required by various safety-critical and resource-constrained applications. The existing…
Despite impressive results, reinforcement learning (RL) suffers from slow convergence and requires a large variety of tuning strategies. In this paper, we investigate the ability of RL algorithms on simple continuous control tasks. We show…
Deep reinforcement learning can generate complex control policies, but requires large amounts of training data to work effectively. Recent work has attempted to address this issue by leveraging differentiable simulators. However, inherent…
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…
Efficient job scheduling on data centers under heterogeneous complexity is crucial but challenging since it involves the allocation of multi-dimensional resources over time and space. To adapt the complex computing environment in data…
Agentic reinforcement learning (Agentic RL) has achieved strong progress in tasks with clear success signals. However, many real-world agent applications require user-conditioned behavior: the same query may call for different planning…