Related papers: Non-Parametric Stochastic Policy Gradient with Str…
Policy gradient (PG) methods are successful approaches to deal with continuous reinforcement learning (RL) problems. They learn stochastic parametric (hyper)policies by either exploring in the space of actions or in the space of parameters.…
Reinforcement learning consists of finding policies that maximize an expected cumulative long-term reward in a Markov decision process with unknown transition probabilities and instantaneous rewards. In this paper, we consider the problem…
We present an empirical, gradient-based method for solving data-driven stochastic optimal control problems using the theory of kernel embeddings of distributions. By embedding the integral operator of a stochastic kernel in a reproducing…
In this paper, we present a policy gradient method that avoids exploratory noise injection and performs policy search over the deterministic landscape. By avoiding noise injection all sources of estimation variance can be eliminated in…
We present a novel distributionally robust framework for dynamic programming that uses kernel methods to design feedback control policies. Specifically, we leverage kernel mean embedding to map the transition probabilities governing the…
Deep Reinforcement Learning (DRL) techniques have received significant attention in control and decision-making algorithms. Most applications involve complex decision-making systems, justified by the algorithms' computational power and…
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…
Reinforcement learning considers the problem of finding policies that maximize an expected cumulative reward in a Markov decision process with unknown transition probabilities. In this paper we consider the problem of finding optimal…
We propose a novel approach to solving input- and state-constrained parametric mixed-integer optimal control problems using Differentiable Predictive Control (DPC). Our approach follows the differentiable programming paradigm by learning an…
We present differentiable predictive control (DPC), a method for learning constrained neural control policies for linear systems with probabilistic performance guarantees. We employ automatic differentiation to obtain direct policy…
We consider Markov Decision Problems defined over continuous state and action spaces, where an autonomous agent seeks to learn a map from its states to actions so as to maximize its long-term discounted accumulation of rewards. We address…
Temporal-difference learning is a popular algorithm for policy evaluation. In this paper, we study the convergence of the regularized non-parametric TD(0) algorithm, in both the independent and Markovian observation settings. In particular,…
Deep Deterministic Policy Gradient (DDPG) has been proved to be a successful reinforcement learning (RL) algorithm for continuous control tasks. However, DDPG still suffers from data insufficiency and training inefficiency, especially in…
This paper studies an infinite horizon optimal control problem for discrete-time linear system and quadratic criteria, both with random parameters which are independent and identically distributed with respect to time. In this general…
This paper proposes a fully data-driven approach for optimal control of nonlinear control-affine systems represented by a stochastic diffusion. The focus is on the scenario where both the nonlinear dynamics and stage cost functions are…
Path-planning for autonomous vehicles in threat-laden environments is a fundamental challenge. While traditional optimal control methods can find ideal paths, the computational time is often too slow for real-time decision-making. To solve…
We consider the joint design and control of discrete-time stochastic dynamical systems over a finite time horizon. We formulate the problem as a multi-step optimization problem under uncertainty seeking to identify a system design and a…
Deep Reinforcement Learning (DRL) is regarded as a potential method for car-following control and has been mostly studied to support a single following vehicle. However, it is more challenging to learn a stable and efficient car-following…
We propose a new, nonparametric approach to learning and representing transition dynamics in Markov decision processes (MDPs), which can be combined easily with dynamic programming methods for policy optimisation and value estimation. This…
Stochastic gradient descent algorithms for training linear and kernel predictors are gaining more and more importance, thanks to their scalability. While various methods have been proposed to speed up their convergence, the model selection…