Related papers: Finite-Time Analysis of Simultaneous Double Q-lear…

We consider the problem of federated Q-learning, where $M$ agents aim to collaboratively learn the optimal Q-function of an unknown infinite-horizon Markov decision process with finite state and action spaces. We investigate the trade-off…

In this work, we present a new model-free and off-policy reinforcement learning (RL) algorithm, that is capable of finding a near-optimal policy with state-action observations from arbitrary behavior policies. Our algorithm, called the…

In this paper, we present a novel algorithm named synchronous integral Q-learning, which is based on synchronous policy iteration, to solve the continuous-time infinite horizon optimal control problems of input-affine system dynamics. The…

Two-timescale Stochastic Approximation (SA) algorithms are widely used in Reinforcement Learning (RL). Their iterates have two parts that are updated using distinct stepsizes. In this work, we develop a novel recipe for their finite sample…

We propose a hybrid approach aimed at improving the sample efficiency in goal-directed reinforcement learning. We do this via a two-step mechanism where firstly, we approximate a model from Model-Free reinforcement learning. Then, we…

We analyse quantile temporal-difference learning (QTD), a distributional reinforcement learning algorithm that has proven to be a key component in several successful large-scale applications of reinforcement learning. Despite these…

We study the Non-Stationary Reinforcement Learning (RL) under distribution shifts in both finite-horizon episodic and infinite-horizon discounted Markov Decision Processes (MDPs). In the finite-horizon case, the transition functions may…

Regularized Markov Decision Processes serve as models of sequential decision making under uncertainty wherein the decision maker has limited information processing capacity and/or aversion to model ambiguity. With functional approximation,…

The field of quickest change detection (QCD) concerns design and analysis of algorithms to estimate in real time the time at which an important event takes place, and identify properties of the post-change behavior. It is shown in this…

In recent years there has been a collective research effort to find new formulations of reinforcement learning that are simultaneously more efficient and more amenable to analysis. This paper concerns one approach that builds on the linear…

This paper studies an infinite horizon optimal control problem for discrete-time linear systems and quadratic criteria, both with random parameters which are independent and identically distributed with respect to time. A classical approach…

The $Q$-learning algorithm is a simple and widely-used stochastic approximation scheme for reinforcement learning, but the basic protocol can exhibit instability in conjunction with function approximation. Such instability can be observed…

Large-scale multi-agent systems are often deployed across wide geographic areas, where agents interact with heterogeneous environments. There is an emerging interest in understanding the role of heterogeneity in the performance of the…

In recent years, $Q$-learning has become indispensable for model-free reinforcement learning (MFRL). However, it suffers from well-known problems such as under- and overestimation bias of the value, which may adversely affect the policy…

At the core of the Transformer, the softmax normalizes the attention matrix to be right stochastic. Previous research has shown that this often de-stabilizes training and that enforcing the attention matrix to be doubly stochastic (through…

Deep Reinforcement Learning (RL) has considerably advanced over the past decade. At the same time, state-of-the-art RL algorithms require a large computational budget in terms of training time to converge. Recent work has started to…

Robust reinforcement learning (RRL) aims at seeking a robust policy to optimize the worst case performance over an uncertainty set of Markov decision processes (MDPs). This set contains some perturbed MDPs from a nominal MDP (N-MDP) that…

In this paper, we establish a theoretical comparison between the asymptotic mean-squared error of Double Q-learning and Q-learning. Our result builds upon an analysis for linear stochastic approximation based on Lyapunov equations and…

In this paper, we analyze the convergence as well as the rate of convergence of asynchronous distributed quadratic programming (QP) with dual decomposition technique. In general, distributed optimization requires synchronization of data at…

This paper presents a predictive deep learning framework for dynamic sub-band allocation in Sub-Band Full Duplex (SBFD) systems, addressing the challenge of balancing uplink (UL) and downlink (DL) performance under highly dynamic traffic…