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Unlike common faults, three-phase short-circuit faults in power systems pose significant challenges. These faults can lead to out-of-step (OOS) conditions and jeopardize the system's dynamic security. The rapid dynamics of these faults…

Systems and Control · Electrical Eng. & Systems 2025-04-08 Amin Masoumi , Mert Korkali

We develop a neural-network framework for multi-period risk--reward stochastic control problems with constrained two-step feedback policies that may be discontinuous in the state. We allow a broad class of objectives built on a…

Computational Finance · Quantitative Finance 2026-03-09 Chang Chen , Duy-Minh Dang

The hallmark feature of temporal-difference (TD) learning is bootstrapping: using value predictions to generate new value predictions. The vast majority of TD methods for control learn a policy by bootstrapping from a single action-value…

Machine Learning · Computer Science 2025-09-05 Brett Daley , Prabhat Nagarajan , Martha White , Marlos C. Machado

We design a new provably efficient algorithm for episodic reinforcement learning with generalized linear function approximation. We analyze the algorithm under a new expressivity assumption that we call "optimistic closure," which is…

Machine Learning · Statistics 2019-12-10 Yining Wang , Ruosong Wang , Simon S. Du , Akshay Krishnamurthy

Model-based reinforcement learning algorithms that combine model-based planning and learned value/policy prior have gained significant recognition for their high data efficiency and superior performance in continuous control. However, we…

Machine Learning · Computer Science 2025-02-07 Haotian Lin , Pengcheng Wang , Jeff Schneider , Guanya Shi

Temporal difference (TD) learning with linear function approximation (linear TD) is a classic and powerful prediction algorithm in reinforcement learning. While it is well-understood that linear TD converges almost surely to a unique point,…

Machine Learning · Computer Science 2026-03-25 Jiuqi Wang , Shangtong Zhang

Temporal-difference learning (TD), coupled with neural networks, is among the most fundamental building blocks of deep reinforcement learning. However, due to the nonlinearity in value function approximation, such a coupling leads to…

Machine Learning · Computer Science 2020-04-16 Qi Cai , Zhuoran Yang , Jason D. Lee , Zhaoran Wang

Deep Reinforcement Learning (DRL) has made considerable advances in simulated and physical robot control tasks, especially when problems admit a fully observed Markov Decision Process (MDP) formulation. When observations only partially…

Robotics · Computer Science 2026-03-24 Lingheng Meng , Rob Gorbet , Michael Burke , Dana Kulić

In this paper, we address two key challenges in deep reinforcement learning setting, sample inefficiency and slow learning, with a dual NN-driven learning approach. In the proposed approach, we use two deep NNs with independent…

Systems and Control · Electrical Eng. & Systems 2021-10-29 Krishnan Raghavan , Vignesh Narayanan , Jagannathan Sarangapani

Value-based deep Reinforcement Learning (RL) algorithms suffer from the estimation bias primarily caused by function approximation and temporal difference (TD) learning. This problem induces faulty state-action value estimates and therefore…

Machine Learning · Computer Science 2021-11-15 Dogan C. Cicek , Enes Duran , Baturay Saglam , Kagan Kaya , Furkan B. Mutlu , Suleyman S. Kozat

We present a novel approach to knowledge transfer in model-based reinforcement learning, addressing the critical challenge of deploying large world models in resource-constrained environments. Our method efficiently distills a high-capacity…

Machine Learning · Computer Science 2025-07-03 Dmytro Kuzmenko , Nadiya Shvai

Reinforcement learning is a promising approach to learning robotics controllers. It has recently been shown that algorithms based on finite-difference estimates of the policy gradient are competitive with algorithms based on the policy…

Machine Learning · Computer Science 2021-10-12 Osbert Bastani

We present new policy mirror descent (PMD) methods for solving reinforcement learning (RL) problems with either strongly convex or general convex regularizers. By exploring the structural properties of these overall highly nonconvex…

Machine Learning · Computer Science 2022-04-08 Guanghui Lan

In a broad class of reinforcement learning applications, stochastic rewards have heavy-tailed distributions, which lead to infinite second-order moments for stochastic (semi)gradients in policy evaluation and direct policy optimization. In…

Machine Learning · Computer Science 2023-06-21 Semih Cayci , Atilla Eryilmaz

We develop and analyze stochastic approximation algorithms for solving nested compositional bi-level optimization problems. These problems involve a nested composition of $T$ potentially non-convex smooth functions in the upper-level, and a…

Optimization and Control · Mathematics 2023-07-12 Xuxing Chen , Krishnakumar Balasubramanian , Saeed Ghadimi

Overtaking on two-lane roads is a great challenge for autonomous vehicles, as oncoming traffic appearing on the opposite lane may require the vehicle to change its decision and abort the overtaking. Deep reinforcement learning (DRL) has…

Robotics · Computer Science 2023-08-21 Jinxiong Lu , Gokhan Alcan , Ville Kyrki

Value approximation using deep neural networks is at the heart of off-policy deep reinforcement learning, and is often the primary module that provides learning signals to the rest of the algorithm. While multi-layer perceptron networks are…

Machine Learning · Computer Science 2022-06-10 Ge Yang , Anurag Ajay , Pulkit Agrawal

In recent years, various powerful policy gradient algorithms have been proposed in deep reinforcement learning. While all these algorithms build on the Policy Gradient Theorem, the specific design choices differ significantly across…

Machine Learning · Computer Science 2024-03-04 Matthias Lehmann

Achieving fast and stable off-policy learning in deep reinforcement learning (RL) is challenging. Most existing methods rely on semi-gradient temporal-difference (TD) methods for their simplicity and efficiency, but are consequently…

Machine Learning · Computer Science 2025-09-22 Esraa Elelimy , Brett Daley , Andrew Patterson , Marlos C. Machado , Adam White , Martha White

Provably sample-efficient Reinforcement Learning (RL) with rich observations and function approximation has witnessed tremendous recent progress, particularly when the underlying function approximators are linear. In this linear regime,…

Machine Learning · Computer Science 2024-08-09 Alekh Agarwal , Tong Zhang
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