Related papers: Reinforcement Learning for Linear Quadratic Contro…
Safe reinforcement learning (Safe RL) seeks to maximize rewards while satisfying safety constraints, typically addressed through Lagrangian-based methods. However, existing approaches, including PID and classical Lagrangian methods, suffer…
Offline reinforcement learning aims to learn an agent from pre-collected datasets, avoiding unsafe and inefficient real-time interaction. However, inevitable access to out-ofdistribution actions during the learning process introduces…
This work uses the entropy-regularised relaxed stochastic control perspective as a principled framework for designing reinforcement learning (RL) algorithms. Herein agent interacts with the environment by generating noisy controls…
As intelligent trading agents based on reinforcement learning (RL) gain prevalence, it becomes more important to ensure that RL agents obey laws, regulations, and human behavioral expectations. There is substantial literature concerning the…
Recent studies have shown that deep reinforcement learning agents are vulnerable to small adversarial perturbations on the agent's inputs, which raises concerns about deploying such agents in the real world. To address this issue, we…
Consider a discrete-time Linear Quadratic Regulator (LQR) problem solved using policy gradient descent when the system matrices are unknown. The gradient is transmitted across a noisy channel over a finite time horizon using analog…
The Linear Quadratic Gaussian (LQG) controller is known to be inherently fragile to model misspecifications common in real-world situations. We consider discrete-time partially observable stochastic linear systems and provide a…
The optimal discrimination of coherent states of light with current technology is a key problem in classical and quantum communication, whose solution would enable the realization of efficient receivers for long-distance communications in…
This paper employs a policy iteration reinforcement learning (RL) method to study continuous-time linear-quadratic mean-field control problems in infinite horizon. The drift and diffusion terms in the dynamics involve the states, the…
Deep reinforcement learning (RL) has been endowed with high expectations in tackling challenging manipulation tasks in an autonomous and self-directed fashion. Despite the significant strides made in the development of reinforcement…
It is well known that highly volatile control laws, while theoretically optimal for certain systems, are undesirable from an engineering perspective, being generally deleterious to the controlled system. In this article we are concerned…
We consider the problem of reinforcement learning when provided with (1) a baseline control policy and (2) a set of constraints that the learner must satisfy. The baseline policy can arise from demonstration data or a teacher agent and may…
First order policy optimization has been widely used in reinforcement learning. It guarantees to find the optimal policy for the state-feedback linear quadratic regulator (LQR). However, the performance of policy optimization remains…
Nonlinear control systems with partial information to the decision maker are prevalent in a variety of applications. As a step toward studying such nonlinear systems, this work explores reinforcement learning methods for finding the optimal…
We consider reinforcement learning (RL) methods for finding optimal policies in linear quadratic (LQ) mean field control (MFC) problems over an infinite horizon in continuous time, with common noise and entropy regularization. We study…
We investigate reinforcement learning in the setting of Markov decision processes for a large number of exchangeable agents interacting in a mean field manner. Applications include, for example, the control of a large number of robots…
We consider the task of learning to control a linear dynamical system under fixed quadratic costs, known as the Linear Quadratic Regulator (LQR) problem. While model-free approaches are often favorable in practice, thus far only model-based…
The goal of robust reinforcement learning (RL) is to learn a policy that is robust against the uncertainty in model parameters. Parameter uncertainty commonly occurs in many real-world RL applications due to simulator modeling errors,…
The ability to prepare a physical system in a desired quantum state is central to many areas of physics such as nuclear magnetic resonance, cold atoms, and quantum computing. Yet, preparing states quickly and with high fidelity remains a…
Recently, there has been a surge in interest in safe and robust techniques within reinforcement learning (RL). Current notions of risk in RL fail to capture the potential for systemic failures such as abrupt stoppages from system failures…