Related papers: Finite Horizon Q-learning: Stability, Convergence,…
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…
In this paper, we introduce a regularized mean-field game and study learning of this game under an infinite-horizon discounted reward function. Regularization is introduced by adding a strongly concave regularization function to the…
Multi-agent reinforcement learning (MARL) has witnessed a remarkable surge in interest, fueled by the empirical success achieved in applications of single-agent reinforcement learning (RL). In this study, we consider a distributed…
We analyse quantile temporal-difference learning (QTD), a distributional reinforcement learning algorithm that has proven to be a key component in several successful large-scale applications of reinforcement learning. Despite these…
Reinforcement learning (RL) for exponential-utility optimization in discounted Markov decision processes (MDPs) lacks principled value-based algorithms. We address this gap in the fixed risk-aversion setting. Building on the Bellman-type…
Distributionally robust reinforcement learning (DRRL) focuses on designing policies that achieve good performance under model uncertainties. The goal is to maximize the worst-case long-term discounted reward, where the data for RL comes…
In this paper, we consider the problem of optimization and learning for constrained and multi-objective Markov decision processes, for both discounted rewards and expected average rewards. We formulate the problems as zero-sum games where…
In a discounted reward Markov Decision Process (MDP), the objective is to find the optimal value function, i.e., the value function corresponding to an optimal policy. This problem reduces to solving a functional equation known as the…
Reinforcement Learning algorithms have recently been proposed to learn time-sequential control policies in the field of autonomous driving. Direct applications of Reinforcement Learning algorithms with discrete action space will yield…
The goal of this paper is to investigate new and simple convergence analysis of dynamic programming for linear quadratic regulator problem of discrete-time linear time-invariant systems. In particular, bounds on errors are given in terms of…
We study the problem of learning the optimal policy in a discounted, infinite-horizon reinforcement learning (RL) setting in the presence of adversarially corrupted rewards. To address this problem, we develop a novel robust variant of the…
This study evaluates the application of a discrete action space reinforcement learning method (Q-learning) to the continuous control problem of robot inverted pendulum balancing. To speed up the learning process and to overcome technical…
Ramp metering is the act of controlling on-going vehicles to the highway mainlines. Decades of practices of ramp metering have proved that ramp metering can decrease total travel time, mitigate shockwaves, decrease rear-end collisions by…
This work presents the first finite-time analysis for the last-iterate convergence of average-reward $Q$-learning with an asynchronous implementation. A key feature of the algorithm we study is the use of adaptive stepsizes, which serve as…
To overcome the curses of dimensionality and modeling of Dynamic Programming (DP) methods to solve Markov Decision Process (MDP) problems, Reinforcement Learning (RL) methods are adopted in practice. Contrary to traditional RL algorithms…
First-order methods are widely used to solve convex quadratic programs (QPs) in real-time applications because of their low per-iteration cost. However, they can suffer from slow convergence to accurate solutions. In this paper, we present…
Risk-aversion and bounded rationality are two key characteristics of human decision-making. Risk-averse quantal-response equilibrium (RQE) is a solution concept that incorporates these features, providing a more realistic depiction of human…
This paper develops a novel control-theoretic framework to analyze the non-asymptotic convergence of Q-learning. We show that the dynamics of asynchronous Q-learning with a constant step-size can be naturally formulated as a discrete-time…
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…
This paper develops a quantized Q-learning algorithm for the optimal control of controlled diffusion processes on $\mathbb{R}^d$ under both discounted and ergodic (average) cost criteria. We first establish near-optimality of finite-state…