Related papers: Finite-Time Analysis of Asynchronous Q-learning un…
Zap Q-learning is a recent class of reinforcement learning algorithms, motivated primarily as a means to accelerate convergence. Stability theory has been absent outside of two restrictive classes: the tabular setting, and optimal stopping.…
The use of target networks has been a popular and key component of recent deep Q-learning algorithms for reinforcement learning, yet little is known from the theory side. In this work, we introduce a new family of target-based temporal…
In this paper, we present a control synthesis framework for a general class of nonlinear, control-affine systems under spatiotemporal and input constraints. First, we study the problem of fixed-time convergence in the presence of input…
Temporal-difference (TD) learning is widely regarded as one of the most popular algorithms in reinforcement learning (RL). Despite its widespread use, it has only been recently that researchers have begun to actively study its finite time…
The parallel dynamics of extremely diluted symmetric Q-Ising neural networks is studied for arbitrary Q using a probabilistic approach. In spite of the extremely diluted architecture the feedback correlations arising from the symmetry…
This tutorial survey provides an overview of recent non-asymptotic advances in statistical learning theory as relevant to control and system identification. While there has been substantial progress across all areas of control, the theory…
Time-inhomogeneous finite-horizon Markov decision processes (MDP) are frequently employed to model decision-making in dynamic treatment regimes and other statistical reinforcement learning (RL) scenarios. These fields, especially healthcare…
The development of machine learning algorithms has been gathering relevance to address the increasing modelling complexity of manufacturing decision-making problems. Reinforcement learning is a methodology with great potential due to the…
Temporal-difference (TD) learning is an important field in reinforcement learning. Sarsa and Q-Learning are among the most used TD algorithms. The Q($\sigma$) algorithm (Sutton and Barto (2017)) unifies both. This paper extends the…
We propose a novel distributionally robust $Q$-learning algorithm for the non-tabular case accounting for continuous state spaces where the state transition of the underlying Markov decision process is subject to model uncertainty. The…
Directed q-analysis is a recent extension of q-analysis, an established method for extracting structure from networks, to directed graphs. Until recently, a lack of efficient algorithms heavily restricted the application of this technique:…
We consider model-free reinforcement learning for infinite-horizon discounted Markov Decision Processes (MDPs) with a continuous state space and unknown transition kernel, when only a single sample path under an arbitrary policy of the…
Whittle index policy is a heuristic to the intractable restless multi-armed bandits (RMAB) problem. Although it is provably asymptotically optimal, finding Whittle indices remains difficult. In this paper, we present Neural-Q-Whittle, a…
Toward quantum machine learning deployed on imperfect near-term intermediate-scale quantum (NISQ) processors, the entire physical implementation of should include as less as possible hand-designed modules with only a few ad-hoc parameters…
Greedy-GQ with linear function approximation, originally proposed in \cite{maei2010toward}, is a value-based off-policy algorithm for optimal control in reinforcement learning, and it has a non-linear two timescale structure with the…
We study feedback control for discrete-time linear time-invariant systems in the presence of quantization both in the control action and in the measurement of the controlled variable. While in some application the quantization effects can…
In Reinforcement Learning the Q-learning algorithm provably converges to the optimal solution. However, as others have demonstrated, Q-learning can also overestimate the values and thereby spend too long exploring unhelpful states. Double…
It is well-known that information loss can occur in the classic and simple Q-learning algorithm. Entropy-based policy search methods were introduced to replace Q-learning and to design algorithms that are more robust against information…
Despite the sustained popularity of Q-learning as a practical tool for policy determination, a majority of relevant theoretical literature deals with either constant ($\eta_{t}\equiv \eta$) or polynomially decaying ($\eta_{t} = \eta…
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,…