Related papers: Distributionally-Constrained Policy Optimization v…

This paper considers a distributed convex optimization problem over a time-varying multi-agent network, where each agent has its own decision variables that should be set so as to minimize its individual objective subject to local…

On-policy deep reinforcement learning remains a dominant paradigm for continuous control, yet standard implementations rely on Gaussian actors and relatively shallow MLP policies, often leading to brittle optimization when gradients are…

Trust Region Policy Optimization (TRPO) and Proximal Policy Optimization (PPO) are among the most successful policy gradient approaches in deep reinforcement learning (RL). While these methods achieve state-of-the-art performance across a…

This article details a general numerical framework to approximate so-lutions to linear programs related to optimal transport. The general idea is to introduce an entropic regularization of the initial linear program. This regularized…

Allocation tasks represent a class of problems where a limited amount of resources must be allocated to a set of entities at each time step. Prominent examples of this task include portfolio optimization or distributing computational…

We study distributed optimization in a cooperative multi-agent setting, where agents have to agree on the usage of shared resources and can communicate via a time-varying network to this purpose. Each agent has its own decision variables…

Many potential applications of reinforcement learning (RL) are stymied by the large numbers of samples required to learn an effective policy. This is especially true when applying RL to real-world control tasks, e.g. in the sciences or…

In this work, we consider the problem of computing optimal actions for Reinforcement Learning (RL) agents in a co-operative setting, where the objective is to optimize a common goal. However, in many real-life applications, in addition to…

This paper aims at distributed multi-agent convex optimization where the communications network among the agents are presented by a random sequence of possibly state-dependent weighted graphs. This is the first work to consider both random…

Various congestion control protocols have been designed to achieve high performance in different network environments. Modern online learning solutions that delegate the congestion control actions to a machine cannot properly converge in…

Multi-objective Markov decision processes are a special kind of multi-objective optimization problem that involves sequential decision making while satisfying the Markov property of stochastic processes. Multi-objective reinforcement…

Offline reinforcement learning (RL) enables data-efficient and safe policy learning without online exploration, but its performance often degrades under distribution shift. The learned policy may visit out-of-distribution state-action pairs…

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…

We study reinforcement learning (RL) in the setting of continuous time and space, for an infinite horizon with a discounted objective and the underlying dynamics driven by a stochastic differential equation. Built upon recent advances in…

We propose policy gradient algorithms for solving a risk-sensitive reinforcement learning (RL) problem in on-policy as well as off-policy settings. We consider episodic Markov decision processes, and model the risk using the broad class of…

Road congestion induces significant costs across the world, and road network disturbances, such as traffic accidents, can cause highly congested traffic patterns. If a planner had control over the routing of all vehicles in the network,…

Improving the sample efficiency of reinforcement learning algorithms requires effective exploration. Following the principle of $\textit{optimism in the face of uncertainty}$ (OFU), we train a separate exploration policy to maximize the…

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…

This paper studies a constrained optimization problem over networked systems with an undirected and connected communication topology. The algorithm proposed in this work utilizes singular perturbation, dynamic average consensus, and saddle…

Distributed optimization for resource allocation problems is investigated and a sub-optimal continuous-time algorithm is proposed. Our algorithm has lower order dynamics than others to reduce burdens of computation and communication, and is…