Related papers: An Efficient On-Policy Deep Learning Framework for…

How can robots learn and adapt to new tasks and situations with little data? Systematic exploration and simulation are crucial tools for efficient robot learning. We present a novel black-box policy search algorithm focused on…

Deep Neural Networks and Reinforcement Learning methods have empirically shown great promise in tackling challenging combinatorial problems. In those methods a deep neural network is used as a solution generator which is then trained by…

This paper considers decentralized dynamic optimization problems where nodes of a network try to minimize a sequence of time-varying objective functions in a real-time scheme. At each time slot, nodes have access to different summands of an…

Genetic algorithms have been widely used in many practical optimization problems. Inspired by natural selection, operators, including mutation, crossover and selection, provide effective heuristics for search and black-box optimization.…

We present an accelerated algorithm for the solution of static Hamilton-Jacobi-Bellman equations related to optimal control problems. Our scheme is based on a classic policy iteration procedure, which is known to have superlinear…

Autonomous UAV inspection of confined industrial infrastructure, such as ventilation ducts, demands robust navigation policies where collisions are unacceptable. While Deep Reinforcement Learning (DRL) offers a powerful paradigm for…

Coordination of distributed agents is required for problems arising in many areas, including multi-robot systems, networking and e-commerce. As a formal framework for such problems, we use the decentralized partially observable Markov…

Solving nonlinear optimal control problems is a challenging task, particularly for high-dimensional problems. We propose algorithms for model-based policy iterations to solve nonlinear optimal control problems with convergence guarantees.…

Multi-objective optimization models that encode ordered sequential constraints provide a solution to model various challenging problems including encoding preferences, modeling a curriculum, and enforcing measures of safety. A recently…

In this paper, we study the conditional stochastic optimization (CSO) problem which covers a variety of applications including portfolio selection, reinforcement learning, robust learning, causal inference, etc. The sample-averaged gradient…

This paper considers distributed optimization problems, where each agent cooperatively minimizes the sum of local objective functions through the communication with its neighbors. The widely adopted distributed gradient method in solving…

This paper investigates methods for estimating the optimal stochastic control policy for a Markov Decision Process with unknown transition dynamics and an unknown reward function. This form of model-free reinforcement learning comprises…

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…

In deep reinforcement learning, policy optimization methods need to deal with issues such as function approximation and the reuse of off-policy data. Standard policy gradient methods do not handle off-policy data well, leading to premature…

We propose a novel second-order optimization framework for training the emerging deep continuous-time models, specifically the Neural Ordinary Differential Equations (Neural ODEs). Since their training already involves expensive gradient…

We present a stochastic descent algorithm for unconstrained optimization that is particularly efficient when the objective function is slow to evaluate and gradients are not easily obtained, as in some PDE-constrained optimization and…

This paper addresses a distributed optimization problem in a communication network where nodes are active sporadically. Each active node applies some learning method to control its action to maximize the global utility function, which is…

Reinforcement learning is a powerful paradigm for learning optimal policies from experimental data. However, to find optimal policies, most reinforcement learning algorithms explore all possible actions, which may be harmful for real-world…

Many engineering problems have multiple objectives, and the overall aim is to optimize a non-linear function of these objectives. In this paper, we formulate the problem of maximizing a non-linear concave function of multiple long-term…

Synthesizing optimal controllers for dynamical systems often involves solving optimization problems with hard real-time constraints. These constraints determine the class of numerical methods that can be applied: computationally expensive…