Related papers: Efficient Performance Bounds for Primal-Dual Reinf…

Inverse reinforcement learning (IRL) addresses the problem of recovering a task description given a demonstration of the optimal policy used to solve such a task. The optimal policy is usually provided by an expert or teacher, making IRL…

This paper proposes a novel distributed approach for solving a cooperative Constrained Multi-agent Reinforcement Learning (CMARL) problem, where agents seek to minimize a global objective function subject to shared constraints. Unlike…

This paper addresses the design and analysis of feedback-based online algorithms to control systems or networked systems based on performance objectives and engineering constraints that may evolve over time. The emerging time-varying convex…

Learning to make decisions from observed data in dynamic environments remains a problem of fundamental importance in a number of fields, from artificial intelligence and robotics, to medicine and finance. This paper concerns the problem of…

Bilevel optimization has been recently applied to many machine learning tasks. However, their applications have been restricted to the supervised learning setting, where static objective functions with benign structures are considered. But…

Policy-gradient approaches to reinforcement learning have two common and undesirable overhead procedures, namely warm-start training and sample variance reduction. In this paper, we describe a reinforcement learning method based on a…

Safe Reinforcement Learning from Human Feedback (Safe RLHF) has recently achieved empirical success in developing helpful and harmless large language models by decoupling human preferences regarding helpfulness and harmlessness. Existing…

In this paper, we introduce faster accelerated primal-dual algorithms for minimizing a convex function subject to strongly convex function constraints. Prior to our work, the best complexity bound was $\mathcal{O}(1/{\varepsilon})$,…

We present a parallelized primal-dual algorithm for solving constrained convex optimization problems. The algorithm is "block-based," in that vectors of primal and dual variables are partitioned into blocks, each of which is updated only by…

We consider the problem of a firm seeking to use personalized pricing to sell an exogenously given stock of a product over a finite selling horizon to different consumer types. We assume that the type of an arriving consumer can be observed…

We consider convex-concave saddle point problems with a separable structure and non-strongly convex functions. We propose an efficient stochastic block coordinate descent method using adaptive primal-dual updates, which enables flexible…

Linear Temporal Logic (LTL) is widely used to specify high-level objectives for system policies, and it is highly desirable for autonomous systems to learn the optimal policy with respect to such specifications. However, learning the…

We consider the problem of steering a system with unknown, stochastic dynamics to satisfy a rich, temporally layered task given as a signal temporal logic formula. We represent the system as a Markov decision process in which the states are…

Reinforcement learning has shown promise in learning policies that can solve complex problems. However, manually specifying a good reward function can be difficult, especially for intricate tasks. Inverse reinforcement learning offers a…

In many sequential decision-making problems one is interested in minimizing an expected cumulative cost while taking into account \emph{risk}, i.e., increased awareness of events of small probability and high consequences. Accordingly, the…

In this paper, based a novel primal-dual dynamical model with adaptive scaling parameters and Bregman divergences, we propose new accelerated primal-dual proximal gradient splitting methods for solving bilinear saddle-point problems with…

Although reinforcement learning has seen tremendous success recently, this kind of trial-and-error learning can be impractical or inefficient in complex environments. The use of demonstrations, on the other hand, enables agents to benefit…

With the help of a logarithmic barrier augmented Lagrangian function, we can obtain closed-form solutions of slack variables of logarithmic-barrier problems of nonlinear programs. As a result, a two-parameter primal-dual nonlinear system is…

Optimization methods are at the core of many problems in signal/image processing, computer vision, and machine learning. For a long time, it has been recognized that looking at the dual of an optimization problem may drastically simplify…

Primal-dual methods for solving convex optimization problems with functional constraints often exhibit a distinct two-stage behavior. Initially, they converge towards a solution at a sublinear rate. Then, after a certain point, the method…