Related papers: Full error analysis of policy gradient learning al…
We propose policy gradient algorithms which learn risk-sensitive policies in a reinforcement learning (RL) framework. Our proposed algorithms maximize the distortion risk measure (DRM) of the cumulative reward in an episodic Markov decision…
Gradient-based methods have been widely used for system design and optimization in diverse application domains. Recently, there has been a renewed interest in studying theoretical properties of these methods in the context of control and…
Reinforcement learning (RL) is currently one of the most prominent methods for optimizing dynamical systems, with breakthrough results across various fields. The framework is based on the concept of a Markov decision process (MDP), leading…
Reinforcement Learning (RL) can directly enhance the reasoning capabilities of large language models without extensive reliance on Supervised Fine-Tuning (SFT). In this work, we revisit the traditional Policy Gradient (PG) mechanism and…
We develop a mathematical framework for solving multi-task reinforcement learning (MTRL) problems based on a type of policy gradient method. The goal in MTRL is to learn a common policy that operates effectively in different environments;…
We study a model-free federated linear quadratic regulator (LQR) problem where M agents with unknown, distinct yet similar dynamics collaboratively learn an optimal policy to minimize an average quadratic cost while keeping their data…
While the techniques in optimal control theory are often model-based, the policy optimization (PO) approach directly optimizes the performance metric of interest. Even though it has been an essential approach for reinforcement learning…
Goal-Conditioned Reinforcement Learning (RL) problems often have access to sparse rewards where the agent receives a reward signal only when it has achieved the goal, making policy optimization a difficult problem. Several works augment…
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…
This paper is concerned with the design of algorithms based on systems of interacting particles to represent, approximate, and learn the optimal control law for reinforcement learning (RL). The primary contribution is that convergence rates…
Reinforcement Learning (RL) has demonstrated a huge potential in learning optimal policies without any prior knowledge of the process to be controlled. Model Predictive Control (MPC) is a popular control technique which is able to deal with…
This paper presents a novel model-free method to solve linear quadratic Gaussian mean field social control problems in the presence of multiplicative noise. The objective is to achieve a social optimum by solving two algebraic Riccati…
We establish the convergence of the deep actor-critic reinforcement learning algorithm presented in [Angiuli et al., 2023a] in the setting of continuous state and action spaces with an infinite discrete-time horizon. This algorithm provides…
Distributed training and increasing the gradient update frequency are practical strategies to accelerate learning and improve performance, but both exacerbate a central challenge: \textit{policy lag}, which is the mismatch between the…
We study model-free policy learning for discrete-time mean-field control (MFC) problems with finite state space and compact action space. In contrast to the extensive literature on value-based methods for MFC, policy-based approaches remain…
Multi-agent reinforcement learning has been successfully applied to a number of challenging problems. Despite these empirical successes, theoretical understanding of different algorithms is lacking, primarily due to the curse of…
The field of reinforcement learning (RL) is concerned with algorithms for learning optimal policies in unknown stochastic environments. Programmatic RL studies representations of policies as programs, meaning involving higher order…
Model-free Reinforcement Learning (RL) works well when experience can be collected cheaply and model-based RL is effective when system dynamics can be modeled accurately. However, both assumptions can be violated in real world problems such…
We study a Federated Reinforcement Learning (FedRL) problem with constraint heterogeneity. In our setting, we aim to solve a reinforcement learning problem with multiple constraints while $N$ training agents are located in $N$ different…
We introduce the receding-horizon policy gradient (RHPG) algorithm, the first PG algorithm with provable global convergence in learning the optimal linear estimator designs, i.e., the Kalman filter (KF). Notably, the RHPG algorithm does not…