Related papers: Entropy-regularized Diffusion Policy with Q-Ensemb…
Generative models have emerged as a powerful class of policies for offline reinforcement learning (RL) due to their ability to capture complex, multi-modal behaviors. However, existing methods face a stark trade-off: slow, iterative models…
This paper develops a quantized Q-learning algorithm for the optimal control of controlled diffusion processes on $\mathbb{R}^d$ under both discounted and ergodic (average) cost criteria. We first establish near-optimality of finite-state…
Offline reinforcement learning (RL) holds promise as a means to learn high-reward policies from a static dataset, without the need for further environment interactions. However, a key challenge in offline RL lies in effectively stitching…
Offline reinforcement learning has received extensive attention from scholars because it avoids the interaction between the agent and the environment by learning a policy through a static dataset. However, general reinforcement learning…
Recent developments in offline reinforcement learning have uncovered the immense potential of diffusion modeling, which excels at representing heterogeneous behavior policies. However, sampling from diffusion policies is considerably slow…
We propose a method for learning expressive energy-based policies for continuous states and actions, which has been feasible only in tabular domains before. We apply our method to learning maximum entropy policies, resulting into a new…
Offline reinforcement learning (RL) leverages pre-collected datasets to train optimal policies. Diffusion Q-Learning (DQL), introducing diffusion models as a powerful and expressive policy class, significantly boosts the performance of…
Integrating expressive generative policies, such as flow-matching models, into offline reinforcement learning (RL) allows agents to capture complex, multi-modal behaviors. While Q-learning with Adjoint Matching (QAM) stabilizes policy…
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…
We present a novel approach to address the challenge of generalization in offline reinforcement learning (RL), where the agent learns from a fixed dataset without any additional interaction with the environment. Specifically, we aim to…
Offline Reinforcement Learning (RL) is a promising approach for learning optimal policies in environments where direct exploration is expensive or unfeasible. However, the adoption of such policies in practice is often challenging, as they…
In this paper, we study the optimal dividend problem under the continuous time diffusion model with the bounded dividend rate from the Reinforcement Learning (RL) perspective. Unlike the standard literature, our main focus will be on…
We present a novel generative modeling method called diffusion normalizing flow based on stochastic differential equations (SDEs). The algorithm consists of two neural SDEs: a forward SDE that gradually adds noise to the data to transform…
Offline reinforcement learning (RL) aims to learn a policy that maximizes the expected return using a given static dataset of transitions. However, offline RL faces the distribution shift problem. The policy constraint offline RL method is…
Offline Reinforcement Learning (RL) methods leverage previous experiences to learn better policies than the behavior policy used for data collection. However, they face challenges handling distribution shifts due to the lack of online…
Constrained reinforcement learning (RL) seeks high-performance policies under safety constraints. We focus on an offline setting where the agent has only a fixed dataset -- common in realistic tasks to prevent unsafe exploration. To address…
Offline reinforcement learning (RL) aims to learn an optimal policy from a static dataset, making it particularly valuable in scenarios where data collection is costly, such as robotics. A major challenge in offline RL is distributional…
Deep Reinforcement Learning (RL) methods rely on experience replay to approximate the minibatched supervised learning setting; however, unlike supervised learning where access to lots of training data is crucial to generalization,…
We propose Flow-GRPO, the first method to integrate online policy gradient reinforcement learning (RL) into flow matching models. Our approach uses two key strategies: (1) an ODE-to-SDE conversion that transforms a deterministic Ordinary…
We study continuous-time reinforcement learning (RL) for stochastic control in which system dynamics are governed by jump-diffusion processes. We formulate an entropy-regularized exploratory control problem with stochastic policies to…