Related papers: Consensus Based Stochastic Control
Tactical decision making for autonomous driving is challenging due to the diversity of environments, the uncertainty in the sensor information, and the complex interaction with other road users. This paper introduces a general framework for…
In many contemporary applications such as healthcare, finance, robotics, and recommendation systems, continuous deployment of new policies for data collection and online learning is either cost ineffective or impractical. We consider a…
In this work we introduce the application of black-box quantum control as an interesting rein- forcement learning problem to the machine learning community. We analyze the structure of the reinforcement learning problems arising in quantum…
We develop a framework for convexifying a fairly general class of optimization problems. Under additional assumptions, we analyze the suboptimality of the solution to the convexified problem relative to the original nonconvex problem and…
We study the problem of obtaining accurate policy gradient estimates using a finite number of samples. Monte-Carlo methods have been the default choice for policy gradient estimation, despite suffering from high variance in the gradient…
For over a decade, model-based reinforcement learning has been seen as a way to leverage control-based domain knowledge to improve the sample-efficiency of reinforcement learning agents. While model-based agents are conceptually appealing,…
When combined with highly expressive ansatz functions such as neural quantum states, variational Monte Carlo (VMC) constitutes a versatile numerical approach to tackle the quantum many-body problem in and out of equilibrium. However, its…
In this paper, a gradient-free distributed algorithm is introduced to solve a set constrained optimization problem under a directed communication network. Specifically, at each time-step, the agents locally compute a so-called…
Many modern large-scale machine learning problems benefit from decentralized and stochastic optimization. Recent works have shown that utilizing both decentralized computing and local stochastic gradient estimates can outperform…
Much recent research has been conducted in the area of Bayesian learning, particularly with regard to the optimization of hyper-parameters via Gaussian process regression. The methodologies rely chiefly on the method of maximizing the…
We consider an improper reinforcement learning setting where a learner is given $M$ base controllers for an unknown Markov decision process, and wishes to combine them optimally to produce a potentially new controller that can outperform…
Consensus based optimization is a derivative-free particles-based method for the solution of global optimization problems. Several versions of the method have been proposed in the literature, and different convergence results have been…
We develop a Monte-Carlo based numerical method for solving discrete-time stochastic optimal control problems with inventory. These are optimal control problems in which the control affects only a deterministically evolving inventory…
We study data-driven learning of robust stochastic control for infinite-horizon systems with potentially continuous state and action spaces. In many managerial settings--supply chains, finance, manufacturing, services, and dynamic…
This work studies reinforcement learning (RL) in the context of multi-period supply chains subject to constraints, e.g., on production and inventory. We introduce Distributional Constrained Policy Optimization (DCPO), a novel approach for…
This paper proposes a random subspace trust-region algorithm for general convex-constrained derivative-free optimization (DFO) problems. Similar to previous random subspace DFO methods, the convergence of our algorithm requires a certain…
When deploying artificial agents in real-world environments where they interact with humans, it is crucial that their behavior is aligned with the values, social norms or other requirements of that environment. However, many environments…
Distributionally robust optimization (DRO) problems are increasingly seen as a viable method to train machine learning models for improved model generalization. These min-max formulations, however, are more difficult to solve. We therefore…
Many important machine learning applications amount to solving minimax optimization problems, and in many cases there is no access to the gradient information, but only the function values. In this paper, we focus on such a gradient-free…
The combination of policy search and deep neural networks holds the promise of automating a variety of decision-making tasks. Model Predictive Control (MPC) provides robust solutions to robot control tasks by making use of a dynamical model…