Related papers: Sample Complexity of the Linear Quadratic Regulato…
Reinforcement learning (RL) algorithms based on high-dimensional function approximation have achieved tremendous empirical success in large-scale problems with an enormous number of states. However, most analysis of such algorithms gives…
Multi-task learning (MTL) has emerged as a pivotal paradigm in machine learning by leveraging shared structures across multiple related tasks. Despite its empirical success, the development of likelihood-based efficiently solvable…
We explore the infinite-horizon Distributionally Robust (DR) linear-quadratic control. While the probability distribution of disturbances is unknown and potentially correlated over time, it is confined within a Wasserstein-2 ball of a…
This paper introduces a novel data-driven approach to design a linear quadratic regulator (LQR) using a reinforcement learning (RL) algorithm that does not require a system model. The key contribution is to perform policy iteration (PI) by…
A method is presented for solving the discrete-time finite-horizon Linear Quadratic Regulator (LQR) problem subject to auxiliary linear equality constraints, such as fixed end-point constraints. The method explicitly determines an affine…
Among the reasons hindering reinforcement learning (RL) applications to real-world problems, two factors are critical: limited data and the mismatch between the testing environment (real environment in which the policy is deployed) and the…
First-order methods for quadratic optimization such as OSQP are widely used for large-scale machine learning and embedded optimal control, where many related problems must be rapidly solved. These methods face two persistent challenges:…
This paper introduces an innovative approach based on policy iteration (PI), a reinforcement learning (RL) algorithm, to obtain an optimal observer with a quadratic cost function. This observer is designed for systems with a given…
Offline Reinforcement Learning (RL) aims to learn a near-optimal policy from a fixed dataset of transitions collected by another policy. This problem has attracted a lot of attention recently, but most existing methods with strong…
In this paper, we consider the unconstrained submodular maximization problem. We propose the first algorithm for this problem that achieves a tight $(1/2-\varepsilon)$-approximation guarantee using $\tilde{O}(\varepsilon^{-1})$ adaptive…
We consider the problem of learning a control policy that is robust against the parameter mismatches between the training environment and testing environment. We formulate this as a distributionally robust reinforcement learning (DR-RL)…
Reinforcement learning algorithms, though successful, tend to over-fit to training environments hampering their application to the real-world. This paper proposes $\text{W}\text{R}^{2}\text{L}$ -- a robust reinforcement learning algorithm…
Reinforcement learning (RL) problems are fundamental in online decision-making and have been instrumental in finding an optimal policy for Markov decision processes (MDPs). Function approximations are usually deployed to handle large or…
This paper investigates distributed zeroth-order optimization for smooth nonconvex problems, targeting the trade-off between convergence rate and sampling cost per zeroth-order gradient estimation in current algorithms that use either the…
In this paper, we consider non-convex optimization problems under \textit{unknown} yet safety-critical constraints. Such problems naturally arise in a variety of domains including robotics, manufacturing, and medical procedures, where it is…
We propose two policy gradient algorithms for solving the problem of control in an off-policy reinforcement learning (RL) context. Both algorithms incorporate a smoothed functional (SF) based gradient estimation scheme. The first algorithm…
Distributionally robust reinforcement learning (DRRL) focuses on designing policies that achieve good performance under model uncertainties. The goal is to maximize the worst-case long-term discounted reward, where the data for RL comes…
We study the sample complexity of reducing reinforcement learning to a sequence of empirical risk minimization problems over the policy space. Such reductions-based algorithms exhibit local convergence in the function space, as opposed to…
Current research suggests the use of a liner quadratic performance index for optimal control of regulators in various applications. Some examples include correcting the trajectory of rocket and air vehicles, vibration suppression of…
We revisit the problem of robust linear regression under Gaussian covariates with an unknown covariance matrix of condition number $\kappa$. For this fundamental problem, significant gaps remain in our understanding of the trade-offs among…