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Robotic systems must be able to quickly and robustly make decisions when operating in uncertain and dynamic environments. While Reinforcement Learning (RL) can be used to compute optimal policies with little prior knowledge about the…

Robotics · Computer Science 2016-09-13 Yunpeng Pan , Xinyan Yan , Evangelos Theodorou , Byron Boots

The practicality of reinforcement learning algorithms has been limited due to poor scaling with respect to the problem size, as the sample complexity of learning an $\epsilon$-optimal policy is $\tilde{\Omega}\left(|S||A|H^3 /…

Machine Learning · Computer Science 2023-06-12 Tyler Sam , Yudong Chen , Christina Lee Yu

Solving symmetric positive definite linear problems is a fundamental computational task in machine learning. The exact solution, famously, is cubicly expensive in the size of the matrix. To alleviate this problem, several linear-time…

Machine Learning · Computer Science 2017-06-02 Filip de Roos , Philipp Hennig

This paper studies the performative policy learning problem, where agents adjust their features in response to a released policy to improve their potential outcomes, inducing an endogenous distribution shift. There has been growing interest…

Machine Learning · Computer Science 2025-02-25 Qianyi Chen , Ying Chen , Bo Li

Policy-gradient methods such as Proximal Policy Optimization (PPO) are typically updated along a single stochastic gradient direction, leaving the rich local structure of the parameter space unexplored. Previous work has shown that the…

Machine Learning · Computer Science 2025-10-01 Xinyu Zhang , Aishik Deb , Klaus Mueller

Linear dynamical systems that obey stochastic differential equations are canonical models. While optimal control of known systems has a rich literature, the problem is technically hard under model uncertainty and there are hardly any…

Systems and Control · Electrical Eng. & Systems 2023-06-09 Mohamad Kazem Shirani Faradonbeh , Mohamad Sadegh Shirani Faradonbeh

We consider finite and infinite horizon dynamic programming problems, where the control at each stage consists of several distinct decisions, each one made by one of several agents. We introduce an approach, whereby at every stage, each…

Machine Learning · Computer Science 2020-04-15 Dimitri Bertsekas

Recent years have witnessed a tremendous improvement of deep reinforcement learning. However, a challenging problem is that an agent may suffer from inefficient exploration, particularly for on-policy methods. Previous exploration methods…

Machine Learning · Computer Science 2020-02-17 Ling Pan , Qingpeng Cai , Longbo Huang

In this study, we consider the application of max-plus-linear approximators for Q-function in offline reinforcement learning of discounted Markov decision processes. In particular, we incorporate these approximators to propose novel fitted…

Optimization and Control · Mathematics 2025-03-11 Y. Liu , M. A. S. Kolarijani

Popular Maximum Entropy Inverse Reinforcement Learning approaches require the computation of expected state visitation frequencies for the optimal policy under an estimate of the reward function. This usually requires intermediate value…

Machine Learning · Computer Science 2020-08-05 Gabriel Kalweit , Maria Huegle , Moritz Werling , Joschka Boedecker

In this work we address the problem of finding feasible policies for Constrained Markov Decision Processes under probability one constraints. We argue that stationary policies are not sufficient for solving this problem, and that a rich…

Machine Learning · Computer Science 2023-02-14 Agustin Castellano , Hancheng Min , Juan Bazerque , Enrique Mallada

We study the safe reinforcement learning problem with nonlinear function approximation, where policy optimization is formulated as a constrained optimization problem with both the objective and the constraint being nonconvex functions. For…

Machine Learning · Computer Science 2019-10-29 Ming Yu , Zhuoran Yang , Mladen Kolar , Zhaoran Wang

This paper presents a new efficient algorithm which guarantees a solution for a class of multi-agent trajectory planning problems in obstacle-dense environments. Our algorithm combines the advantages of both grid-based and…

Systems and Control · Electrical Eng. & Systems 2020-03-10 Jungwon Park , Junha Kim , Inkyu Jang , H. Jin Kim

We consider optimal route planning when the objective function is a general nonlinear and non-monotonic function. Such an objective models user behavior more accurately, for example, when a user is risk-averse, or the utility function needs…

Data Structures and Algorithms · Computer Science 2015-11-24 Ger Yang , Evdokia Nikolova

We propose a novel Reinforcement Learning (RL) method for optimizing quantum circuits using graph-theoretic simplification rules of ZX-diagrams. The agent, trained using the Proximal Policy Optimization (PPO) algorithm, employs Graph Neural…

Quantum Physics · Physics 2025-06-04 Jordi Riu , Jan Nogué , Gerard Vilaplana , Artur Garcia-Saez , Marta P. Estarellas

Location Routing is a fundamental planning problem in logistics, in which strategic location decisions on the placement of facilities (depots, distribution centers, warehouses etc.) are taken based on accurate estimates of operational…

Discrete Mathematics · Computer Science 2021-08-06 Felipe Carrasco Heine , Antonia Demleitner , Jannik Matuschke

We propose a method for designing policies for convex stochastic control problems characterized by random linear dynamics and convex stage cost. We consider policies that employ quadratic approximate value functions as a substitute for the…

Optimization and Control · Mathematics 2023-11-10 Alan Yang , Stephen Boyd

Reinforcement Learning methods are capable of solving complex problems, but resulting policies might perform poorly in environments that are even slightly different. In robotics especially, training and deployment conditions often vary and…

Machine Learning · Computer Science 2018-09-17 Isac Arnekvist , Danica Kragic , Johannes A. Stork

Simulating a single trajectory of a dynamical system under some state-dependent policy is a core bottleneck in policy optimization (PO) algorithms. The many inherently serial policy evaluations that must be performed in a single simulation…

Artificial Intelligence · Computer Science 2025-02-18 Vivek Farias , Joren Gijsbrechts , Aryan Khojandi , Tianyi Peng , Andrew Zheng

Among sub-optimal MAPF solvers, rule-based algorithms are particularly appealing since they are complete. Even in crowded scenarios, they allow finding a feasible solution that brings each agent to its target, preventing deadlock…

Optimization and Control · Mathematics 2024-04-10 S. Ardizzoni , I. Saccani , L. Consolini , M. Locatelli