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Motivated by the wide adoption of reinforcement learning (RL) in real-world personalized services, where users' sensitive and private information needs to be protected, we study regret minimization in finite-horizon Markov decision…

Machine Learning · Computer Science 2022-03-22 Xingyu Zhou

We study privacy-preserving exploration in sequential decision-making for environments that rely on sensitive data such as medical records. In particular, we focus on solving the problem of reinforcement learning (RL) subject to the…

Machine Learning · Computer Science 2022-06-24 Dung Daniel Ngo , Giuseppe Vietri , Zhiwei Steven Wu

Reinforcement learning algorithms are widely used in domains where it is desirable to provide a personalized service. In these domains it is common that user data contains sensitive information that needs to be protected from third parties.…

Machine Learning · Computer Science 2021-10-28 Evrard Garcelon , Vianney Perchet , Ciara Pike-Burke , Matteo Pirotta

Motivated by personalized healthcare and other applications involving sensitive data, we study online exploration in reinforcement learning with differential privacy (DP) constraints. Existing work on this problem established that no-regret…

Machine Learning · Computer Science 2023-02-23 Dan Qiao , Yu-Xiang Wang

We study regret minimization under privacy constraints in episodic inhomogeneous linear Markov Decision Processes (MDPs), motivated by the growing use of reinforcement learning (RL) in personalized decision-making systems that rely on…

Machine Learning · Computer Science 2025-04-29 Sharan Sahu

We consider adaptive control of the Linear Quadratic Regulator (LQR), where an unknown linear system is controlled subject to quadratic costs. Leveraging recent developments in the estimation of linear systems and in robust controller…

Machine Learning · Computer Science 2018-05-25 Sarah Dean , Horia Mania , Nikolai Matni , Benjamin Recht , Stephen Tu

We present the first theoretical guarantees for differentially private online reinforcement learning (RL) with general function approximation, extending beyond prior work restricted to tabular and linear settings. Our approach combines a…

Machine Learning · Computer Science 2026-05-11 Yi He , Xingyu Zhou

We study regret minimization in finite horizon tabular Markov decision processes (MDPs) under the constraints of differential privacy (DP). This is motivated by the widespread applications of reinforcement learning (RL) in real-world…

Machine Learning · Computer Science 2021-12-21 Sayak Ray Chowdhury , Xingyu Zhou

Motivated by high-stakes decision-making domains like personalized medicine where user information is inherently sensitive, we design privacy preserving exploration policies for episodic reinforcement learning (RL). We first provide a…

Machine Learning · Computer Science 2020-09-22 Giuseppe Vietri , Borja Balle , Akshay Krishnamurthy , Zhiwei Steven Wu

Reinforcement learning (RL) algorithms can be used to provide personalized services, which rely on users' private and sensitive data. To protect the users' privacy, privacy-preserving RL algorithms are in demand. In this paper, we study RL…

Machine Learning · Computer Science 2021-10-20 Chonghua Liao , Jiafan He , Quanquan Gu

The offline reinforcement learning (RL) problem is often motivated by the need to learn data-driven decision policies in financial, legal and healthcare applications. However, the learned policy could retain sensitive information of…

Machine Learning · Computer Science 2023-01-04 Dan Qiao , Yu-Xiang Wang

Model-free approaches for reinforcement learning (RL) and continuous control find policies based only on past states and rewards, without fitting a model of the system dynamics. They are appealing as they are general purpose and easy to…

Machine Learning · Computer Science 2018-10-09 Yasin Abbasi-Yadkori , Nevena Lazic , Csaba Szepesvari

We study the problem of adaptive control of a high dimensional linear quadratic (LQ) system. Previous work established the asymptotic convergence to an optimal controller for various adaptive control schemes. More recently, for the average…

Machine Learning · Statistics 2013-03-26 Morteza Ibrahimi , Adel Javanmard , Benjamin Van Roy

Reinforcement Learning (RL) enables agents to learn how to perform various tasks from scratch. In domains like autonomous driving, recommendation systems, and more, optimal RL policies learned could cause a privacy breach if the policies…

Machine Learning · Computer Science 2021-12-13 Kritika Prakash , Fiza Husain , Praveen Paruchuri , Sujit P. Gujar

We study the adaptive control of an unknown linear system with a quadratic cost function subject to safety constraints on both the states and actions. The challenges of this problem arise from the tension among safety, exploration,…

Systems and Control · Electrical Eng. & Systems 2021-11-02 Yingying Li , Subhro Das , Jeff Shamma , Na Li

This paper focuses on adaptive control of the discrete-time linear quadratic regulator (adaptive LQR). Recent literature has made significant contributions in proving non-asymptotic convergence rates, but existing approaches have a few…

Systems and Control · Electrical Eng. & Systems 2026-04-27 Peter A. Fisher , Anuradha M. Annaswamy

In the evolving landscape of human-centric systems, personalized privacy solutions are becoming increasingly crucial due to the dynamic nature of human interactions. Traditional static privacy models often fail to meet the diverse and…

Machine Learning · Computer Science 2024-11-14 Mojtaba Taherisadr , Salma Elmalaki

We address private deep offline reinforcement learning (RL), where the goal is to train a policy on standard control tasks that is differentially private (DP) with respect to individual trajectories in the dataset. To achieve this, we…

Machine Learning · Computer Science 2024-10-10 Alexandre Rio , Merwan Barlier , Igor Colin , Albert Thomas

We study reinforcement learning (RL) for a class of continuous-time linear-quadratic (LQ) control problems for diffusions, where states are scalar-valued and running control rewards are absent but volatilities of the state processes depend…

Machine Learning · Computer Science 2025-07-25 Yilie Huang , Yanwei Jia , Xun Yu Zhou

We study the problem of multi-agent reinforcement learning (multi-agent RL) with differential privacy (DP) constraints. This is well-motivated by various real-world applications involving sensitive data, where it is critical to protect…

Machine Learning · Computer Science 2024-04-12 Dan Qiao , Yu-Xiang Wang
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