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In this paper, we address Linear Quadratic Regulator (LQR) problems through a novel iterative algorithm named EXtremum-seeking Policy iteration LQR (EXP-LQR). The peculiarity of EXP-LQR is that it only needs access to a truncated…

Optimization and Control · Mathematics 2025-06-13 Guido Carnevale , Nicola Mimmo , Giuseppe Notarstefano

In this paper we study the problem of driving an agent to an unknown source whose location is estimated in real-time by a recursive optimization algorithm. The optimization criterion is subject to a least-square cost function constructed…

Systems and Control · Computer Science 2019-01-08 Thien-Minh Nguyen , Lihua Xie

In this paper, we study the global convergence of model-based and model-free policy gradient descent and natural policy gradient descent algorithms for linear quadratic deep structured teams. In such systems, agents are partitioned into a…

Multiagent Systems · Computer Science 2020-12-16 Vida Fathi , Jalal Arabneydi , Amir G. Aghdam

Public Policies are not intrinsically positive or negative. Rather, policies provide varying levels of effects across different recipients. Methodologically, computational modeling enables the application of multiple influences on empirical…

Multiagent Systems · Computer Science 2022-11-07 Bernardo Alves Furtado , Gustavo Onofre Andreão

We study the problem of collaboratively learning least squares estimates for $m$ agents. Each agent observes a different subset of the features$\unicode{x2013}$e.g., containing data collected from sensors of varying resolution. Our goal is…

Machine Learning · Statistics 2023-07-25 Chen Cheng , Gary Cheng , John Duchi

In many practical applications of RL, it is expensive to observe state transitions from the environment. For example, in the problem of plasma control for nuclear fusion, computing the next state for a given state-action pair requires…

Machine Learning · Computer Science 2022-03-16 Viraj Mehta , Biswajit Paria , Jeff Schneider , Stefano Ermon , Willie Neiswanger

Most reinforcement learning practitioners evaluate their policies with online Monte Carlo estimators for either hyperparameter tuning or testing different algorithmic design choices, where the policy is repeatedly executed in the…

Machine Learning · Computer Science 2024-10-03 Shuze Liu , Shangtong Zhang

In this experience report, we apply deep active learning to the field of design optimization to reduce the number of computationally expensive numerical simulations. We are interested in optimizing the design of structural components, where…

Machine Learning · Computer Science 2024-03-21 Jens Decke , Christian Gruhl , Lukas Rauch , Bernhard Sick

This paper proposes an intent-aware multi-agent planning framework as well as a learning algorithm. Under this framework, an agent plans in the goal space to maximize the expected utility. The planning process takes the belief of other…

Artificial Intelligence · Computer Science 2018-03-07 Siyuan Qi , Song-Chun Zhu

We present a new model-based algorithm for reinforcement learning (RL) which consists of explicit exploration and exploitation phases, and is applicable in large or infinite state spaces. The algorithm maintains a set of dynamics models…

Machine Learning · Computer Science 2019-12-03 Mikael Henaff

We address the problem of finding an optimal policy in a Markov decision process under a restricted policy class defined by the convex hull of a set of base policies. This problem is of great interest in applications in which a number of…

Machine Learning · Computer Science 2018-02-28 Ershad Banijamali , Yasin Abbasi-Yadkori , Mohammad Ghavamzadeh , Nikos Vlassis

Local search has recently been applied to SMT problems over various arithmetic theories. Among these, nonlinear real arithmetic poses special challenges due to its uncountable solution space and potential need to solve higher-degree…

Symbolic Computation · Computer Science 2023-11-27 Zhonghan Wang , Bohua Zhan , Bohan Li , Shaowei Cai

Reinforcement learning (RL) problems are fundamental in online decision-making and have been instrumental in finding an optimal policy for Markov decision processes (MDPs). Function approximations are usually deployed to handle large or…

Machine Learning · Computer Science 2025-05-20 Jiashuo Jiang , Yiming Zong , Yinyu Ye

A data-based policy for iterative control task is presented. The proposed strategy is model-free and can be applied whenever safe input and state trajectories of a system performing an iterative task are available. These trajectories,…

Systems and Control · Computer Science 2019-03-22 Ugo Rosolia , Xiaojing Zhang , Francesco Borrelli

We study reinforcement learning with linear function approximation and adversarially changing cost functions, a setup that has mostly been considered under simplifying assumptions such as full information feedback or exploratory…

Machine Learning · Computer Science 2023-01-31 Uri Sherman , Tomer Koren , Yishay Mansour

This paper studies the statistical theory of batch data reinforcement learning with function approximation. Consider the off-policy evaluation problem, which is to estimate the cumulative value of a new target policy from logged history…

Machine Learning · Computer Science 2020-02-25 Yaqi Duan , Mengdi Wang

We study learning optimal policies from a logged dataset, i.e., offline RL, with function approximation. Despite the efforts devoted, existing algorithms with theoretic finite-sample guarantees typically assume exploratory data coverage or…

Machine Learning · Computer Science 2023-05-25 Chenjie Mao

Implicit planning has emerged as an elegant technique for combining learned models of the world with end-to-end model-free reinforcement learning. We study the class of implicit planners inspired by value iteration, an algorithm that is…

Machine Learning · Computer Science 2021-10-12 Andreea Deac , Petar Veličković , Ognjen Milinković , Pierre-Luc Bacon , Jian Tang , Mladen Nikolić

We study reinforcement learning with linear function approximation and finite-memory approximations for partially observed Markov decision processes (POMDPs). We first present an algorithm for the value evaluation of finite-memory feedback…

Optimization and Control · Mathematics 2025-05-22 Ali Devran Kara

We consider infinite horizon dynamic programming problems, where the control at each stage consists of several distinct decisions, each one made by one of several agents. In an earlier work we introduced a policy iteration algorithm, where…

Optimization and Control · Mathematics 2020-05-05 Dimitri Bertsekas
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