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Offline reinforcement learning, which aims at optimizing sequential decision-making strategies with historical data, has been extensively applied in real-life applications. State-Of-The-Art algorithms usually leverage powerful function…
We propose a reinforcement learning (RL) approach to model optimal exercise strategies for option-type products. We pursue the RL avenue in order to learn the optimal action-value function of the underlying stopping problem. In addition to…
The current paper studies the problem of agnostic $Q$-learning with function approximation in deterministic systems where the optimal $Q$-function is approximable by a function in the class $\mathcal{F}$ with approximation error $\delta \ge…
Reinforcement learning (RL) problems are fundamental in online decision-making and have been instrumental in finding an optimal policy for Markov decision processes (MDPs). Function approximations are usually deployed to handle large or…
Function approximation has been an indispensable component in modern reinforcement learning algorithms designed to tackle problems with large state spaces in high dimensions. This paper reviews recent results on error analysis for these…
Stability issues with reinforcement learning methods persist. To better understand some of these stability and convergence issues involving deep reinforcement learning methods, we examine a simple linear quadratic example. We interpret the…
$Q$-learning with function approximation is one of the most popular methods in reinforcement learning. Though the idea of using function approximation was proposed at least 60 years ago, even in the simplest setup, i.e, approximating…
Q-learning is a popular Reinforcement Learning (RL) algorithm which is widely used in practice with function approximation (Mnih et al., 2015). In contrast, existing theoretical results are pessimistic about Q-learning. For example, (Baird,…
Using deep neural nets as function approximator for reinforcement learning tasks have recently been shown to be very powerful for solving problems approaching real-world complexity. Using these results as a benchmark, we discuss the role…
Low-complexity models such as linear function representation play a pivotal role in enabling sample-efficient reinforcement learning (RL). The current paper pertains to a scenario with value-based linear representation, which postulates the…
We study the convergence of $Q$-learning with linear function approximation. Our key contribution is the introduction of a novel multi-Bellman operator that extends the traditional Bellman operator. By exploring the properties of this…
We propose Trusted Neural Network (TNN) models, which are deep neural network models that satisfy safety constraints critical to the application domain. We investigate different mechanisms for incorporating rule-based knowledge in the form…
Q-learning has become an important part of the reinforcement learning toolkit since its introduction in the dissertation of Chris Watkins in the 1980s. The purpose of this paper is in part a tutorial on stochastic approximation and…
Reinforcement learning has witnessed significant advancements, particularly with the emergence of model-based approaches. Among these, $Q$-learning has proven to be a powerful algorithm in model-free settings. However, the extension of…
We know from reinforcement learning theory that temporal difference learning can fail in certain cases. Sutton and Barto (2018) identify a deadly triad of function approximation, bootstrapping, and off-policy learning. When these three…
Q-learning is known as one of the fundamental reinforcement learning (RL) algorithms. Its convergence has been the focus of extensive research over the past several decades. Recently, a new finitetime error bound and analysis for Q-learning…
Q-learning with function approximation could diverge in the off-policy setting and the target network is a powerful technique to address this issue. In this manuscript, we examine the sample complexity of the associated target Q-learning…
Reinforcement learning (RL) is a classical tool to solve network control or policy optimization problems in unknown environments. The original Q-learning suffers from performance and complexity challenges across very large networks. Herein,…
Predicting a sequence of actions has been crucial in the success of recent behavior cloning algorithms in robotics. Can similar ideas improve reinforcement learning (RL)? We answer affirmatively by observing that incorporating action…
The exploration-exploitation dilemma has been a central challenge in reinforcement learning (RL) with complex model classes. In this paper, we propose a new algorithm, Monotonic Q-Learning with Upper Confidence Bound (MQL-UCB) for RL with…