Related papers: Choquet regularization for reinforcement learning
Reinforcement learning (RL) is used to directly design a control policy using data collected from the system. This paper considers the robustness of controllers trained via model-free RL. The discussion focuses on the standard model-based…
We develop a continuous-time entropy-regularized reinforcement learning framework under model uncertainty. By applying Sion's minimax theorem, we transform the intractable robust control problem into an equivalent standard…
This paper studies the continuous-time reinforcement learning in jump-diffusion models by featuring the q-learning (the continuous-time counterpart of Q-learning) under Tsallis entropy regularization. Contrary to the Shannon entropy, the…
This paper considers a stochastic linear quadratic problem for discrete-time systems with multiplicative noises over an infinite horizon. To obtain the optimal solution, we propose an online iterative algorithm of reinforcement learning…
As the benchmark of data-driven control methods, the linear quadratic regulator (LQR) problem has gained significant attention. A growing trend is direct LQR design, which finds the optimal LQR gain directly from raw data and bypassing…
Offline goal-conditioned reinforcement learning (GCRL) learns goal-conditioned policies from static pre-collected datasets. However, accurate value estimation remains a challenge due to the limited coverage of the state-action space. Recent…
This paper studies the continuous-time reinforcement learning for stochastic singular control with the application to an infinite-horizon irreversible reinsurance problems. The singular control is equivalently characterized as a pair of…
We propose and analyze a randomization scheme for a general class of impulse control problems. The solution to this randomized problem is characterized as the fixed point of a compound operator which consists of a regularized nonlocal…
In reinforcement learning (RL), the long-term behavior of decision-making policies is evaluated based on their average returns. Distributional RL has emerged, presenting techniques for learning return distributions, which provide additional…
We propose a new reinforcement learning (RL) formulation for training continuous-time score-based diffusion models for generative AI to generate samples that maximize reward functions while keeping the generated distributions close to the…
Reinforcement learning (RL) for continuous control typically employs distributions whose support covers the entire action space. In this work, we investigate the colloquially known phenomenon that trained agents often prefer actions at the…
Value-based reinforcement learning (RL) methods like Q-learning have shown success in a variety of domains. One challenge in applying Q-learning to continuous-action RL problems, however, is the continuous action maximization (max-Q)…
The entropy regularization is inspired by information entropy from machine learning and the ideas of exploration and exploitation in reinforcement learning, which appears in the control problem to design an approximating algorithm for the…
We study reinforcement learning (RL) for learning a Quantal Stackelberg Equilibrium (QSE) in an episodic Markov game with a leader-follower structure. In specific, at the outset of the game, the leader announces her policy to the follower…
Quantum chemistry and optimization are two of the most prominent applications of quantum computers. Variational quantum algorithms have been proposed for solving problems in these domains. However, the design of the quantum circuit ansatz…
Reinforcement learning (RL) is a class of artificial intelligence algorithms being used to design adaptive optimal controllers through online learning. This paper presents a model-free, real-time, data-efficient Q-learning-based algorithm…
This paper studies reinforcement learning (RL) in doubly inhomogeneous environments under temporal non-stationarity and subject heterogeneity. In a number of applications, it is commonplace to encounter datasets generated by system dynamics…
This paper studies the continuous-time q-learning (the continuous time counterpart of Q-learing) for Markov switching system under Tsallis entropy regularization. We address the difficulty in traditional RL algorithms where the Tsallis…
Incorporating expert demonstrations has empirically helped to improve the sample efficiency of reinforcement learning (RL). This paper quantifies theoretically to what extent this extra information reduces RL's sample complexity. In…
Designing optimal controllers continues to be challenging as systems are becoming complex and are inherently nonlinear. The principal advantage of reinforcement learning (RL) is its ability to learn from the interaction with the environment…