Related papers: Performance of NPG in Countable State-Space Averag…
We study data-driven learning of robust stochastic control for infinite-horizon systems with potentially continuous state and action spaces. In many managerial settings--supply chains, finance, manufacturing, services, and dynamic…
Policy gradient methods hold great potential for solving complex continuous control tasks. Still, their training efficiency can be improved by exploiting structure within the optimization problem. Recent work indicates that supervised…
We consider reinforcement learning in changing Markov Decision Processes where both the state-transition probabilities and the reward functions may vary over time. For this problem setting, we propose an algorithm using a sliding window…
Continuous-time Markov decision processes are an important class of models in a wide range of applications, ranging from cyber-physical systems to synthetic biology. A central problem is how to devise a policy to control the system in order…
We test the performance of deep deterministic policy gradient (DDPG), a deep reinforcement learning algorithm, able to handle continuous state and action spaces, to learn Nash equilibria in a setting where firms compete in prices. These…
Novel advanced policy gradient (APG) algorithms, such as proximal policy optimization (PPO), trust region policy optimization, and their variations, have become the dominant reinforcement learning (RL) algorithms because of their ease of…
This paper presents a constrained policy gradient algorithm. We introduce constraints for safe learning with the following steps. First, learning is slowed down (lazy learning) so that the episodic policy change can be computed with the…
Stability is one of the most fundamental requirements for systems synthesis. In this paper, we address the stabilization problem for unknown linear systems via policy gradient (PG) methods. We leverage a key feature of PG for Linear…
Novel advanced policy gradient (APG) methods, such as Trust Region policy optimization and Proximal policy optimization (PPO), have become the dominant reinforcement learning algorithms because of their ease of implementation and good…
In this paper, we consider the problem of learning safe policies for probabilistic-constrained reinforcement learning (RL). Specifically, a safe policy or controller is one that, with high probability, maintains the trajectory of the agent…
In this paper, we revisit and improve the convergence of policy gradient (PG), natural PG (NPG) methods, and their variance-reduced variants, under general smooth policy parametrizations. More specifically, with the Fisher information…
Cooperative multi-agent reinforcement learning is a decentralized paradigm in sequential decision making where agents distributed over a network iteratively collaborate with neighbors to maximize global (network-wide) notions of rewards.…
We study reinforcement learning (RL) in the setting of continuous time and space, for an infinite horizon with a discounted objective and the underlying dynamics driven by a stochastic differential equation. Built upon recent advances in…
We develop a normative framework for hierarchical model-based policy optimization based on applying second-order methods in the space of all possible state-action paths. The resulting natural path gradient performs policy updates in a…
Efficient exploration is a central problem in reinforcement learning and is often formalized as maximizing the entropy of the state-action occupancy measure. While unconstrained maximum-entropy exploration is relatively well understood,…
This work focuses on the entropy-regularized independent natural policy gradient (NPG) algorithm in multi-agent reinforcement learning. In this work, agents are assumed to have access to an oracle with exact policy evaluation and seek to…
Risk-sensitive reinforcement learning (RL) has become a popular tool for controlling the risk of uncertain outcomes and ensuring reliable performance in highly stochastic sequential decision-making problems. While it has been shown that…
Reinforcement learning with general utilities (RLGU) offers a unifying framework to capture several problems beyond standard expected returns, including imitation learning, pure exploration, and safe RL. Despite recent fundamental advances…
This work studies discrete-time discounted Markov decision processes with continuous state and action spaces and addresses the inverse problem of inferring a cost function from observed optimal behavior. We first consider the case in which…
Deep learning has become the state-of-art tool in many applications, but the evaluation and training of deep models can be time-consuming and computationally expensive. The conditional computation approach has been proposed to tackle this…