Related papers: A random measure approach to reinforcement learnin…
Under sparse extrinsic reward settings, reinforcement learning has remained challenging, despite surging interests in this field. Previous attempts suggest that intrinsic reward can alleviate the issue caused by sparsity. In this article,…
We study the scaling limits of stochastic gradient descent (SGD) with constant step-size in the high-dimensional regime. We prove limit theorems for the trajectories of summary statistics (i.e., finite-dimensional functions) of SGD as the…
Stochastic approximation is a powerful class of algorithms with celebrated success. However, a large body of previous analysis focuses on stochastic approximations driven by contractive operators, which is not applicable in some important…
Continual Reinforcement Learning (CRL) is essential for developing agents that can learn, adapt, and accumulate knowledge over time. However, a fundamental challenge persists as agents must strike a delicate balance between plasticity,…
Reinforcement learning has been successfully used to solve difficult tasks in complex unknown environments. However, these methods typically do not provide any safety guarantees during the learning process. This is particularly problematic,…
Most known regret bounds for reinforcement learning are either episodic or assume an environment without traps. We derive a regret bound without making either assumption, by allowing the algorithm to occasionally delegate an action to an…
We study a time-inconsistent singular stochastic control problem for a general one-dimensional diffusion, where time-inconsistency arises from a non-exponential discount function. To address this, we adopt a game-theoretic framework and…
Reinforcement learning (RL) agents often face challenges in balancing exploration and exploitation, particularly in environments where sparse or dense rewards bias learning. Biological systems, such as human toddlers, naturally navigate…
Reinforcement learning (RL) has traditionally been understood from an episodic perspective; the concept of non-episodic RL, where there is no restart and therefore no reliable recovery, remains elusive. A fundamental question in…
This work provides a semi-analytic approximation method for decoupled forwardbackward SDEs (FBSDEs) with jumps. In particular, we construct an asymptotic expansion method for FBSDEs driven by the random Poisson measures with {\sigma}-finite…
The existence of random attractors for singular stochastic partial differential equations (SPDE) perturbed by general additive noise is proven. The drift is assumed only to satisfy the standard assumptions of the variational approach to…
Flow Matching (FM) policies have emerged as an efficient backbone for robotic control, offering fast and expressive action generation that underpins recent large-scale embodied AI systems. However, FM policies trained via imitation learning…
Learning-based control methods typically assume stationary system dynamics, an assumption often violated in real-world systems due to drift, wear, or changing operating conditions. We study reinforcement learning for control under…
This paper provides observer-based sampled-data and event-triggered boundary control strategies for a class of reaction-diffusion PDEs with collocated sensing and Robin actuation. Infinite-dimensional backstepping design is used as the…
Uniform-noise discrete diffusion and flow models (e.g., D3PM, SEDD, UDLM, DFM) generate sequences non-autoregressively by iteratively refining randomly initialized vocabulary tokens through multiple context-dependent replacements. These…
Real-world autonomous systems operate under uncertainty about both their pose and dynamics. Autonomous control systems must simultaneously perform estimation and control tasks to maintain robustness to changing dynamics or modeling errors.…
We study the following backward stochastic differential equation on finite time horizon driven by an integer-valued random measure $\mu$ on $\mathbb R_+\times E$, where $E$ is a Lusin space, with compensator $\nu(dt,dx)=dA_t\,\phi_t(dx)$:…
This paper investigates the optimal control problem for a class of discrete-time stochastic systems subject to additive and multiplicative noises. A stochastic Lyapunov equation and a stochastic algebra Riccati equation are established for…
Stochastic gradient descent (SGD) is a frequently used optimization technique in classical machine learning and Variational Quantum Eigensolver (VQE). For the implementation of VQE on quantum hardware, the results are always affected by…
Learning from Demonstration (LfD) seeks to democratize robotics by enabling non-roboticist end-users to teach robots to perform novel tasks by providing demonstrations. However, as demonstrators are typically non-experts, modern LfD…