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A deep reinforcement learning (DRL) agent observes its states through observations, which may contain natural measurement errors or adversarial noises. Since the observations deviate from the true states, they can mislead the agent into…

Machine Learning · Computer Science 2021-07-15 Huan Zhang , Hongge Chen , Chaowei Xiao , Bo Li , Mingyan Liu , Duane Boning , Cho-Jui Hsieh

Deep Reinforcement Learning has enabled the control of increasingly complex and high-dimensional problems. However, the need of vast amounts of data before reasonable performance is attained prevents its widespread application. We employ…

Machine Learning · Computer Science 2020-04-08 Jan Scholten , Daan Wout , Carlos Celemin , Jens Kober

This paper tackles the challenge of learning non-Markovian optimal execution strategies in dynamic financial markets. We introduce a novel actor-critic algorithm based on Deep Deterministic Policy Gradient (DDPG) to address this issue, with…

Machine Learning · Computer Science 2024-10-18 Alessandro Micheli , Mélodie Monod

In a recent work, we proposed Reliable Policy Iteration (RPI), that restores policy iteration's monotonicity-of-value-estimates property to the function approximation setting. Here, we assess the robustness of RPI's empirical performance on…

Artificial Intelligence · Computer Science 2025-12-16 S. R. Eshwar , Aniruddha Mukherjee , Kintan Saha , Krishna Agarwal , Gugan Thoppe , Aditya Gopalan , Gal Dalal

In this study, we leverage the deliberate and systematic fault-injection capabilities of an open-source benchmark suite to perform a series of experiments on state-of-the-art deep and robust reinforcement learning algorithms. We aim to…

Robotics · Computer Science 2022-10-28 Catherine R. Glossop , Jacopo Panerati , Amrit Krishnan , Zhaocong Yuan , Angela P. Schoellig

This paper presents a novel safe reinforcement learning algorithm for strategic bidding of Virtual Power Plants (VPPs) in day-ahead electricity markets. The proposed algorithm utilizes the Deep Deterministic Policy Gradient (DDPG) method to…

Systems and Control · Electrical Eng. & Systems 2023-09-13 Ognjen Stanojev , Lesia Mitridati , Riccardo de Nardis di Prata , Gabriela Hug

In modern robotics, effectively computing optimal control policies under dynamically varying environments poses substantial challenges to the off-the-shelf parametric policy gradient methods, such as the Deep Deterministic Policy Gradient…

Robotics · Computer Science 2022-03-29 Apan Dastider , Mingjie Lin

We propose a novel hybrid stochastic policy gradient estimator by combining an unbiased policy gradient estimator, the REINFORCE estimator, with another biased one, an adapted SARAH estimator for policy optimization. The hybrid policy…

Machine Learning · Computer Science 2020-09-23 Nhan H. Pham , Lam M. Nguyen , Dzung T. Phan , Phuong Ha Nguyen , Marten van Dijk , Quoc Tran-Dinh

Variational quantum eigensolvers have recently received increased attention, as they enable the use of quantum computing devices to find solutions to complex problems, such as the ground energy and ground state of strongly-correlated…

Quantum Physics · Physics 2022-05-13 Jiahao Yao , Paul Köttering , Hans Gundlach , Lin Lin , Marin Bukov

This paper studies an infinite horizon optimal control problem for discrete-time linear system and quadratic criteria, both with random parameters which are independent and identically distributed with respect to time. In this general…

Optimization and Control · Mathematics 2024-03-04 Deyue Li

This paper studies the robustness of reinforcement learning algorithms to errors in the learning process. Specifically, we revisit the benchmark problem of discrete-time linear quadratic regulation (LQR) and study the long-standing open…

Optimization and Control · Mathematics 2021-03-16 Bo Pang , Zhong-Ping Jiang

Many cooperative multi-agent problems require agents to learn individual tasks while contributing to the collective success of the group. This is a challenging task for current state-of-the-art multi-agent reinforcement algorithms that are…

Multiagent Systems · Computer Science 2020-03-25 Hassam Ullah Sheikh , Ladislau Bölöni

We investigate robust model-free reinforcement learning algorithms designed for environments that may be dynamic or even adversarial. Traditional state-based policies often struggle to accommodate the challenges imposed by the presence of…

Machine Learning · Computer Science 2023-11-02 Udaya Ghai , Arushi Gupta , Wenhan Xia , Karan Singh , Elad Hazan

In this paper time-driven learning refers to the machine learning method that updates parameters in a prediction model continuously as new data arrives. Among existing approximate dynamic programming (ADP) and reinforcement learning (RL)…

Systems and Control · Electrical Eng. & Systems 2020-06-17 Qingtao Zhao , Jennie Si , Jian Sun

Inefficient traffic control may cause numerous problems such as traffic congestion and energy waste. This paper proposes a novel multi-agent reinforcement learning method, named KS-DDPG (Knowledge Sharing Deep Deterministic Policy Gradient)…

Artificial Intelligence · Computer Science 2021-07-14 Zhenning Li , Hao Yu , Guohui Zhang , Shangjia Dong , Cheng-Zhong Xu

An autonomous and resilient controller is proposed for leader-follower multi-agent systems under uncertainties and cyber-physical attacks. The leader is assumed non-autonomous with a nonzero control input, which allows changing the team…

Multiagent Systems · Computer Science 2018-04-10 Rohollah Moghadam , Hamidreza Modares

We explore reinforcement learning methods for finding the optimal policy in the linear quadratic regulator (LQR) problem. In particular, we consider the convergence of policy gradient methods in the setting of known and unknown parameters.…

Machine Learning · Computer Science 2021-06-25 Ben Hambly , Renyuan Xu , Huining Yang

Stable locomotion in precipitous environments is an essential task for quadruped robots, requiring the ability to resist various external disturbances. Recent neural policies enhance robustness against disturbances by learning to resist…

Robotics · Computer Science 2024-06-13 Junfeng Long , Wenye Yu , Quanyi Li , Zirui Wang , Dahua Lin , Jiangmiao Pang

The problem of resource constrained scheduling in a dynamic and heterogeneous wireless setting is considered here. In our setup, the available limited bandwidth resources are allocated in order to serve randomly arriving service demands,…

Machine Learning · Computer Science 2022-04-01 Apostolos Avranas , Marios Kountouris , Philippe Ciblat

In recent years, deep reinforcement learning has been shown to be adept at solving sequential decision processes with high-dimensional state spaces such as in the Atari games. Many reinforcement learning problems, however, involve…

Machine Learning · Computer Science 2018-06-05 Yiming Zhang , Quan Ho Vuong , Kenny Song , Xiao-Yue Gong , Keith W. Ross