Related papers: Finite Horizon Q-learning: Stability, Convergence,…
Q-learning, which seeks to learn the optimal Q-function of a Markov decision process (MDP) in a model-free fashion, lies at the heart of reinforcement learning. When it comes to the synchronous setting (such that independent samples for all…
Quantum machine learning has the potential for a transformative impact across industry sectors and in particular in finance. In our work we look at the problem of hedging where deep reinforcement learning offers a powerful framework for…
Q-learning is a promising method for solving optimal control problems for uncertain systems without the explicit need for system identification. However, approaches for continuous-time Q-learning have limited provable safety guarantees,…
In this paper, we present a framework to understand the convergence of commonly used Q-learning reinforcement learning algorithms in practice. Two salient features of such algorithms are: (i)~the Q-table is recursively updated using an…
We study the Non-Stationary Reinforcement Learning (RL) under distribution shifts in both finite-horizon episodic and infinite-horizon discounted Markov Decision Processes (MDPs). In the finite-horizon case, the transition functions may…
In this article, we propose a novel algorithm for deep reinforcement learning named Expert Q-learning. Expert Q-learning is inspired by Dueling Q-learning and aims at incorporating semi-supervised learning into reinforcement learning…
In this paper, the implementation of two Reinforcement learnings namely, Q Learning and Deep Q Network(DQN) on a Self Balancing Robot Gazebo model has been discussed. The goal of the experiments is to make the robot model learn the best…
A self-learning optimal control algorithm for episodic fixed-horizon manufacturing processes with time-discrete control actions is proposed and evaluated on a simulated deep drawing process. The control model is built during consecutive…
The robust $\phi$-regularized Markov Decision Process (RRMDP) framework focuses on designing control policies that are robust against parameter uncertainties due to mismatches between the simulator (nominal) model and real-world settings.…
The reinforcement learning algorithm SARSA combined with linear function approximation has been shown to converge for infinite horizon discounted Markov decision problems (MDPs). In this paper, we investigate the convergence of the…
Unmanned Aerial Vehicles need an online path planning capability to move in high-risk missions in unknown and complex environments to complete them safely. However, many algorithms reported in the literature may not return reliable…
The paper considers a class of multi-agent Markov decision processes (MDPs), in which the network agents respond differently (as manifested by the instantaneous one-stage random costs) to a global controlled state and the control actions of…
This paper introduces an approach to Reinforcement Learning Algorithm by comparing their immediate rewards using a variation of Q-Learning algorithm. Unlike the conventional Q-Learning, the proposed algorithm compares current reward with…
We present a model-free reinforcement learning algorithm to find an optimal policy for a finite-horizon Markov decision process while guaranteeing a desired lower bound on the probability of satisfying a signal temporal logic (STL)…
Model-free reinforcement learning is known to be memory and computation efficient and more amendable to large scale problems. In this paper, two model-free algorithms are introduced for learning infinite-horizon average-reward Markov…
With the development of experimental quantum technology, quantum control has attracted increasing attention due to the realization of controllable artificial quantum systems. However, because quantum-mechanical systems are often too…
Markov control algorithms that perform smooth, non-greedy updates of the policy have been shown to be very general and versatile, with policy gradient and Expectation Maximisation algorithms being particularly popular. For these algorithms,…
This paper proposes a reinforcement learning approach for traffic control with the adaptive horizon. To build the controller for the traffic network, a Q-learning-based strategy that controls the green light passing time at the network…
This paper studies accelerated algorithms for Q-learning. We propose an acceleration scheme by incorporating the historical iterates of the Q-function. The idea is conceptually inspired by the momentum-based acceleration methods in the…
This paper introduces the QMDP-net, a neural network architecture for planning under partial observability. The QMDP-net combines the strengths of model-free learning and model-based planning. It is a recurrent policy network, but it…