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Related papers: Policy Evaluation in Distributional LQR

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Inverse reinforcement learning (IRL) addresses the problem of recovering a task description given a demonstration of the optimal policy used to solve such a task. The optimal policy is usually provided by an expert or teacher, making IRL…

Machine Learning · Computer Science 2012-02-09 Héctor Ratia , Luis Montesano , Ruben Martinez-Cantin

When Reinforcement Learning (RL) agents are deployed in practice, they might impact their environment and change its dynamics. We propose a new framework to model this phenomenon, where the current environment depends on the deployed policy…

Machine Learning · Computer Science 2024-06-03 Ben Rank , Stelios Triantafyllou , Debmalya Mandal , Goran Radanovic

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…

Optimization and Control · Mathematics 2024-11-05 Na Li , Xun Li , Zuo Quan Xu

The integration of distributed energy resources (DER) has escalated the challenge of voltage magnitude regulation in distribution networks. Traditional model-based approaches, which rely on complex sequential mathematical formulations,…

Systems and Control · Electrical Eng. & Systems 2024-11-05 Shengren Hou , Peter Palensky , Pedro P. Vergara

Inverse reinforcement learning (IRL) seeks to learn the reward function from expert trajectories, to understand the task for imitation or collaboration thereby removing the need for manual reward engineering. However, IRL in the context of…

Machine Learning · Computer Science 2023-11-13 Yikang Gui , Prashant Doshi

Green hydrogen has multiple use cases and is produced from renewable energy, such as solar or wind energy. It can be stored in large quantities, decoupling renewable energy generation from its use, and is therefore considered essential for…

Optimization and Control · Mathematics 2026-01-01 Umur Hasturk , Albert H. Schrotenboer , Kees Jan Roodbergen , Evrim Ursavas

We introduce a deep reinforcement learning (DRL) approach for solving management problems including inventory management, dynamic pricing, and recommendation. This DRL approach has the potential to lead to a large management model based on…

Artificial Intelligence · Computer Science 2024-03-04 Jinyang Jiang , Xiaotian Liu , Tao Ren , Qinghao Wang , Yi Zheng , Yufu Du , Yijie Peng , Cheng Zhang

Deep Reinforcement Learning (DRL) has achieved great success in solving complicated decision-making problems. Despite the successes, DRL is frequently criticized for many reasons, e.g., data inefficient, inflexible and intractable reward…

Machine Learning · Computer Science 2023-02-07 Weiqin Chen

In reinforcement learning (RL), it is often advantageous to consider additional constraints on the action space to ensure safety or action relevance. Existing work on such action-constrained RL faces challenges regarding effective policy…

Machine Learning · Computer Science 2025-12-01 Roland Stolz , Michael Eichelbeck , Matthias Althoff

Distributional reinforcement learning (DRL) has achieved empirical success in various domains. One core task in DRL is distributional policy evaluation, which involves estimating the return distribution $\eta^\pi$ for a given policy $\pi$.…

Machine Learning · Statistics 2025-01-17 Yang Peng , Liangyu Zhang , Zhihua Zhang

Deep Reinforcement Learning (DRL) suffers from uncertainties and inaccuracies in the observation signal in realworld applications. Adversarial attack is an effective method for evaluating the robustness of DRL agents. However, existing…

Machine Learning · Computer Science 2025-01-09 Tianyang Duan , Zongyuan Zhang , Zheng Lin , Yue Gao , Ling Xiong , Yong Cui , Hongbin Liang , Xianhao Chen , Heming Cui , Dong Huang

Distributional reinforcement learning demonstrates state-of-the-art performance in continuous and discrete control settings with the features of variance and risk, which can be used to explore. However, the exploration method employing the…

Machine Learning · Computer Science 2022-07-04 Jihwan Oh , Joonkee Kim , Se-Young Yun

The reward signal plays a central role in defining the desired behaviors of agents in reinforcement learning (RL). Rewards collected from realistic environments could be perturbed, corrupted, or noisy due to an adversary, sensor error, or…

Machine Learning · Computer Science 2025-03-12 Xi Chen , Zhihui Zhu , Andrew Perrault

This article proposes a model-based deep reinforcement learning (DRL) method to design emergency control strategies for short-term voltage stability problems in power systems. Recent advances show promising results in model-free DRL-based…

Systems and Control · Electrical Eng. & Systems 2022-12-07 Ramij R. Hossain , Tianzhixi Yin , Yan Du , Renke Huang , Jie Tan , Wenhao Yu , Yuan Liu , Qiuhua Huang

We study the estimation of risk-sensitive policies in reinforcement learning problems defined by a Markov Decision Process (MDPs) whose state and action spaces are countably finite. Prior efforts are predominately afflicted by computational…

Machine Learning · Statistics 2020-03-02 Junyu Zhang , Amrit Singh Bedi , Mengdi Wang , Alec Koppel

We introduce a distributional method for learning the optimal policy in risk averse Markov decision process with finite state action spaces, latent costs, and stationary dynamics. We assume sequential observations of states, actions, and…

Machine Learning · Computer Science 2023-03-01 Ziteng Cheng , Sebastian Jaimungal , Nick Martin

Since their introduction a year ago, distributional approaches to reinforcement learning (distributional RL) have produced strong results relative to the standard approach which models expected values (expected RL). However, aside from…

Machine Learning · Computer Science 2019-02-22 Clare Lyle , Pablo Samuel Castro , Marc G. Bellemare

Deep reinforcement learning has recently made significant progress in solving computer games and robotic control tasks. A known problem, though, is that policies overfit to the training environment and may not avoid rare, catastrophic…

Machine Learning · Computer Science 2019-04-02 Xinlei Pan , Daniel Seita , Yang Gao , John Canny

Deep Reinforcement Learning (DRL) algorithms have been successfully applied to a range of challenging control tasks. However, these methods typically suffer from three core difficulties: temporal credit assignment with sparse rewards, lack…

Machine Learning · Computer Science 2018-10-30 Shauharda Khadka , Kagan Tumer

This paper studies the potential of the return distribution for exploration in deterministic reinforcement learning (RL) environments. We study network losses and propagation mechanisms for Gaussian, Categorical and Gaussian mixture…

Machine Learning · Computer Science 2018-07-04 Thomas M. Moerland , Joost Broekens , Catholijn M. Jonker
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