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With the help of massive data and rich computational resources, deep Q-learning has been widely used in operations research and management science and has contributed to great success in numerous applications, including recommender systems,…
Regularized Markov Decision Processes serve as models of sequential decision making under uncertainty wherein the decision maker has limited information processing capacity and/or aversion to model ambiguity. With functional approximation,…
With the help of special neuromorphic hardware, spiking neural networks (SNNs) are expected to realize artificial intelligence (AI) with less energy consumption. It provides a promising energy-efficient way for realistic control tasks by…
A primary requirement for any reinforcement learning method is that it should produce policies that improve upon the initial guess. In this work, we show that the widely used Deep Q-Network (DQN) fails to satisfy this minimal criterion --…
In this paper, for POMDPs, we provide the convergence of a Q learning algorithm for control policies using a finite history of past observations and control actions, and, consequentially, we establish near optimality of such limit Q…
We consider model-free reinforcement learning for infinite-horizon discounted Markov Decision Processes (MDPs) with a continuous state space and unknown transition kernel, when only a single sample path under an arbitrary policy of the…
In recent years there has been a collective research effort to find new formulations of reinforcement learning that are simultaneously more efficient and more amenable to analysis. This paper concerns one approach that builds on the linear…
An improvement of Q-learning is proposed in this paper. It is different from classic Q-learning in that the similarity between different states and actions is considered in the proposed method. During the training, a new updating mechanism…
In reinforcement learning (RL), Q-learning is a fundamental algorithm whose convergence is guaranteed in the tabular setting. However, this convergence guarantee does not hold under linear function approximation. To overcome this…
The use of target networks is a common practice in deep reinforcement learning for stabilizing the training; however, theoretical understanding of this technique is still limited. In this paper, we study the so-called periodic Q-learning…
Stability issues with reinforcement learning methods persist. To better understand some of these stability and convergence issues involving deep reinforcement learning methods, we examine a simple linear quadratic example. We interpret the…
Artificial neural networks are promising for general function approximation but challenging to train on non-independent or non-identically distributed data due to catastrophic forgetting. The experience replay buffer, a standard component…
The exploration-exploitation dilemma has been a central challenge in reinforcement learning (RL) with complex model classes. In this paper, we propose a new algorithm, Monotonic Q-Learning with Upper Confidence Bound (MQL-UCB) for RL with…
Q-learning is a fundamental algorithmic primitive in reinforcement learning. This paper develops a new framework for analyzing Q-learning from a switching-system viewpoint. In particular, we derive a direct stochastic switching-system…
A commonly used heuristic in RL is experience replay (e.g.~\citet{lin1993reinforcement, mnih2015human}), in which a learner stores and re-uses past trajectories as if they were sampled online. In this work, we initiate a rigorous study of…
Reinforcement learning (RL) algorithms have made huge progress in recent years by leveraging the power of deep neural networks (DNN). Despite the success, deep RL algorithms are known to be sample inefficient, often requiring many rounds of…
We study the continuous-time counterpart of Q-learning for reinforcement learning (RL) under the entropy-regularized, exploratory diffusion process formulation introduced by Wang et al. (2020). As the conventional (big) Q-function collapses…
The development of machine learning algorithms has been gathering relevance to address the increasing modelling complexity of manufacturing decision-making problems. Reinforcement learning is a methodology with great potential due to the…
Reinforcement learning studies how an agent should interact with an environment to maximize its cumulative reward. A standard way to study this question abstractly is to ask how many samples an agent needs from the environment to learn an…
Predicting a sequence of actions has been crucial in the success of recent behavior cloning algorithms in robotics. Can similar ideas improve reinforcement learning (RL)? We answer affirmatively by observing that incorporating action…