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We study reinforcement learning (RL) with linear function approximation. For episodic time-inhomogeneous linear Markov decision processes (linear MDPs) whose transition probability can be parameterized as a linear function of a given…

Machine Learning · Computer Science 2023-11-07 Jiafan He , Heyang Zhao , Dongruo Zhou , Quanquan Gu

We use reinforcement meta learning to optimize a line of sight curvature policy that increases the effectiveness of a guidance system against maneuvering targets. The policy is implemented as a recurrent neural network that maps navigation…

Robotics · Computer Science 2022-05-03 Brian Gaudet , Roberto Furfaro

We report a novel, computationally efficient approach for solving hard nonlinear problems of reinforcement learning (RL). Here we combine umbrella sampling, from computational physics/chemistry, with optimal control methods. The approach is…

Machine Learning · Computer Science 2025-02-28 Egor E. Nuzhin , Nikolai V. Brilliantov

We propose an inexact variable-metric proximal point algorithm to accelerate gradient-based optimization algorithms. The proposed scheme, called QNing can be notably applied to incremental first-order methods such as the stochastic…

Machine Learning · Statistics 2019-01-30 Hongzhou Lin , Julien Mairal , Zaid Harchaoui

Linear optical architectures have been extensively investigated for quantum computing and quantum machine learning applications. Recently, proposals for photonic quantum machine learning have combined linear optics with resource adaptivity,…

In this paper, we present a novel nonlinear programming-based approach to fine-tune pre-trained neural networks to improve robustness against adversarial attacks while maintaining high accuracy on clean data. Our method introduces…

Machine Learning · Computer Science 2024-10-28 Shudian Zhao , Jan Kronqvist

Deep reinforcement learning (RL) algorithms can learn complex policies to optimize agent operation over time. RL algorithms have shown promising results in solving complicated problems in recent years. However, their application on…

Machine Learning · Computer Science 2021-09-29 Hamed Khorasgani , Haiyan Wang , Chetan Gupta , Susumu Serita

This article investigates the core mechanisms of indirect data-driven control for unknown systems, focusing on the application of policy iteration (PI) within the context of the linear quadratic regulator (LQR) optimal control problem.…

Systems and Control · Electrical Eng. & Systems 2025-04-14 Bowen Song , Andrea Iannelli

We investigate the use of Reinforcement Learning for the optimal execution of meta-orders, where the objective is to execute incrementally large orders while minimizing implementation shortfall and market impact over an extended period of…

Trading and Market Microstructure · Quantitative Finance 2025-11-20 Tomas Espana , Yadh Hafsi , Fabrizio Lillo , Edoardo Vittori

This paper investigates reinforcement learning with constraints, which are indispensable in safety-critical environments. To drive the constraint violation monotonically decrease, we take the constraints as Lyapunov functions and impose new…

Machine Learning · Computer Science 2021-05-07 Chuangchuang Sun , Dong-Ki Kim , Jonathan P. How

We are motivated by the real challenges presented in a human-robot system to develop new designs that are efficient at data level and with performance guarantees such as stability and optimality at systems level. Existing…

Systems and Control · Electrical Eng. & Systems 2021-01-19 Xiang Gao , Jennie Si , Yue Wen , Minhan Li , He , Huang

Reinforcement learning (RL) is a control approach that can handle nonlinear stochastic optimal control problems. However, despite the promise exhibited, RL has yet to see marked translation to industrial practice primarily due to its…

Machine Learning · Computer Science 2021-04-15 Elton Pan , Panagiotis Petsagkourakis , Max Mowbray , Dongda Zhang , Antonio del Rio-Chanona

Machine learning is evolving towards high-order models that necessitate pre-training on extensive datasets, a process associated with significant overheads. Traditional models, despite having pre-trained weights, are becoming obsolete due…

Machine Learning · Computer Science 2024-05-10 Chenhui Xu , Xinyao Wang , Fuxun Yu , Jinjun Xiong , Xiang Chen

The primary goal of reinforcement learning is to develop decision-making policies that prioritize optimal performance without considering risk or safety. In contrast, safe reinforcement learning aims to mitigate or avoid unsafe states. This…

Machine Learning · Computer Science 2024-09-13 Zahra Shahrooei , Ali Baheri

We propose and study a new model for reinforcement learning with rich observations, generalizing contextual bandits to sequential decision making. These models require an agent to take actions based on observations (features) with the goal…

Machine Learning · Computer Science 2016-10-31 Akshay Krishnamurthy , Alekh Agarwal , John Langford

This paper introduces and analyzes an improved Q-learning algorithm for discrete-time linear time-invariant systems. The proposed method does not require any knowledge of the system dynamics, and it enjoys significant efficiency advantages…

Systems and Control · Electrical Eng. & Systems 2023-04-03 Victor G. Lopez , Mohammad Alsalti , Matthias A. Müller

Learning from expert demonstrations to flexibly program an autonomous system with complex behaviors or to predict an agent's behavior is a powerful tool, especially in collaborative control settings. A common method to solve this problem is…

Systems and Control · Electrical Eng. & Systems 2024-05-15 Samuel Tesfazgi , Leonhard Sprandl , Armin Lederer , Sandra Hirche

We consider reinforcement learning (RL) methods for finding optimal policies in linear quadratic (LQ) mean field control (MFC) problems over an infinite horizon in continuous time, with common noise and entropy regularization. We study…

Optimization and Control · Mathematics 2024-08-06 Noufel Frikha , Huyên Pham , Xuanye Song

Behavior constrained policy optimization has been demonstrated to be a successful paradigm for tackling Offline Reinforcement Learning. By exploiting historical transitions, a policy is trained to maximize a learned value function while…

Machine Learning · Computer Science 2023-07-25 Jiachen Li , Edwin Zhang , Ming Yin , Qinxun Bai , Yu-Xiang Wang , William Yang Wang

Reinforcement Learning (RL) policies are designed to predict actions based on current observations to maximize cumulative future rewards. In real-world applications (i.e., non-simulated environments), sensors are essential for measuring the…