Related papers: Bridging the gap between QP-based and MPC-based RL
Medical treatments often involve a sequence of decisions, each informed by previous outcomes. This process closely aligns with reinforcement learning (RL), a framework for optimizing sequential decisions to maximize cumulative rewards under…
Robust reinforcement learning (RRL) aims at seeking a robust policy to optimize the worst case performance over an uncertainty set of Markov decision processes (MDPs). This set contains some perturbed MDPs from a nominal MDP (N-MDP) that…
Double Reinforcement Learning (DRL) enables efficient inference for policy values in nonparametric Markov decision processes (MDPs), but existing methods face two major obstacles: (1) they require stringent intertemporal overlap conditions…
Novel advanced policy gradient (APG) methods, such as Trust Region policy optimization and Proximal policy optimization (PPO), have become the dominant reinforcement learning algorithms because of their ease of implementation and good…
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…
We study reinforcement learning with linear function approximation and finite-memory approximations for partially observed Markov decision processes (POMDPs). We first present an algorithm for the value evaluation of finite-memory feedback…
Reinforcement Learning (RL) has opened up new opportunities to enhance existing smart systems that generally include a complex decision-making process. However, modern RL algorithms, e.g., Deep Q-Networks (DQN), are based on deep neural…
Model-Predictive Control (MPC) is a powerful tool for controlling complex, real-world systems that uses a model to make predictions about future behavior. For each state encountered, MPC solves an online optimization problem to choose a…
Activities in reinforcement learning (RL) revolve around learning the Markov decision process (MDP) model, in particular, the following parameters: state values, V; state-action values, Q; and policy, pi. These parameters are commonly…
Reinforcement Learning (RL) has proven a stunning ability to learn optimal policies from data without any prior knowledge on the process. The main drawback of RL is that it is typically very difficult to guarantee stability and safety. On…
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…
Reinforcement Learning (RL) plays a crucial role in aligning large language models (LLMs) with human preferences and improving their ability to perform complex tasks. However, current approaches either require significant computational…
The Robust Markov Decision Process (RMDP) framework focuses on designing control policies that are robust against the parameter uncertainties due to the mismatches between the simulator model and real-world settings. An RMDP problem is…
Standard Markov decision process (MDP) and reinforcement learning algorithms optimize the policy with respect to the expected gain. We propose an algorithm which enables to optimize an alternative objective: the probability that the gain is…
In this paper, we consider reinforcement learning of Markov Decision Processes (MDP) with peak constraints, where an agent chooses a policy to optimize an objective and at the same time satisfy additional constraints. The agent has to take…
The use of target networks is a common practice in deep reinforcement learning for stabilizing the training; however, theoretical understanding of this technique is still limited. In this paper, we study the so-called periodic Q-learning…
Since the 1990s, considerable empirical work has been carried out to train statistical models, such as neural networks (NNs), as learned heuristics for combinatorial optimization (CO) problems. When successful, such an approach eliminates…
Learning-based predictive control is a promising alternative to optimization-based MPC. However, efficiently learning the optimal control policy, the optimal value function, or the Q-function requires suitable function approximators. Often,…
A common setting of reinforcement learning (RL) is a Markov decision process (MDP) in which the environment is a stochastic discrete-time dynamical system. Whereas MDPs are suitable in such applications as video-games or puzzles, physical…
We provide performance guarantees for a variant of simulation-based policy iteration for controlling Markov decision processes that involves the use of stochastic approximation algorithms along with state-of-the-art techniques that are…