Related papers: NeoRL: Efficient Exploration for Nonepisodic RL
Reinforcement learning (RL) so far has limited real-world applications. One key challenge is that typical RL algorithms heavily rely on a reset mechanism to sample proper initial states; these reset mechanisms, in practice, are expensive to…
This paper studies the optimistic variant of Fictitious Play for learning in two-player zero-sum games. While it is known that Optimistic FTRL -- a regularized algorithm with a bounded stepsize parameter -- obtains constant regret in this…
We consider reinforcement learning (RL) in episodic Markov decision processes (MDPs) with linear function approximation under drifting environment. Specifically, both the reward and state transition functions can evolve over time but their…
The principle of optimism in the face of uncertainty is prevalent throughout sequential decision making problems such as multi-armed bandits and reinforcement learning (RL). To be successful, an optimistic RL algorithm must over-estimate…
We consider reinforcement learning in an environment modeled by an episodic, finite, stage-dependent Markov decision process of horizon $H$ with $S$ states, and $A$ actions. The performance of an agent is measured by the regret after…
Model-based reinforcement learning (RL) is considered to be a promising approach to reduce the sample complexity that hinders model-free RL. However, the theoretical understanding of such methods has been rather limited. This paper…
In this paper, we propose and study opportunistic reinforcement learning - a new variant of reinforcement learning problems where the regret of selecting a suboptimal action varies under an external environmental condition known as the…
Learning to control unknown nonlinear dynamical systems is a fundamental problem in reinforcement learning and control theory. A commonly applied approach is to first explore the environment (exploration), learn an accurate model of it…
We consider the recently proposed reinforcement learning (RL) framework of Contextual Markov Decision Processes (CMDP), where the agent interacts with a (potentially adversarial) sequence of episodic tabular MDPs. In addition, a context…
Reinforcement learning (RL) is a technique to learn the control policy for an agent that interacts with a stochastic environment. In any given state, the agent takes some action, and the environment determines the probability distribution…
Linear dynamical systems that obey stochastic differential equations are canonical models. While optimal control of known systems has a rich literature, the problem is technically hard under model uncertainty and there are hardly any…
Recent research has turned to Reinforcement Learning (RL) to solve challenging decision problems, as an alternative to hand-tuned heuristics. RL can learn good policies without the need for modeling the environment's dynamics. Despite this…
We consider online reinforcement learning in episodic Markov decision process (MDP) with unknown transition function and stochastic rewards drawn from some fixed but unknown distribution. The learner aims to learn the optimal policy and…
We study reinforcement learning (RL) for the same class of continuous-time stochastic linear--quadratic (LQ) control problems as in \cite{huang2024sublinear}, where volatilities depend on both states and controls while states are…
Dynamic real-time optimization (DRTO) is a challenging task due to the fact that optimal operating conditions must be computed in real time. The main bottleneck in the industrial application of DRTO is the presence of uncertainty. Many…
Online reinforcement learning (RL) has been widely applied in information processing scenarios, which usually exhibit much uncertainty due to the intrinsic randomness of channels and service demands. In this paper, we consider an…
We study the problem of determining an effective exploration strategy in static and non-linear optimization problems, which depend on an unknown scalar parameter to be learned from online collected noisy data. An optimal trade-off between…
Chaotic dynamical systems pose a fundamental challenge for Reinforcement Learning (RL): exponential sensitivity to initial conditions induces high-variance bootstrap targets and poorly conditioned gradient updates. Chaotic dynamics arise…
We develop provably safe and convergent reinforcement learning (RL) algorithms for control of nonlinear dynamical systems, bridging the gap between the hard safety guarantees of control theory and the convergence guarantees of RL theory.…
Envisioned application areas for reinforcement learning (RL) include autonomous driving, precision agriculture, and finance, which all require RL agents to make decisions in the real world. A significant challenge hindering the adoption of…