Related papers: Mixed-variable policy-based optimization

We study piecewise affine policies for multi-stage adjustable robust optimization (ARO) problems with non-negative right-hand side uncertainty. First, we construct new dominating uncertainty sets and show how a multi-stage ARO problem can…

We introduce a methodology for efficiently computing a lower bound to empowerment, allowing it to be used as an unsupervised cost function for policy learning in real-time control. Empowerment, being the channel capacity between actions and…

We investigate the stability and robustness properties of a continuification-based strategy for the control of large-scale multiagent systems. Within continuation-based strategy, one transforms the microscopic, agent-level description of…

Policy Iteration (PI) is a classical family of algorithms to compute an optimal policy for any given Markov Decision Problem (MDP). The basic idea in PI is to begin with some initial policy and to repeatedly update the policy to one from an…

Recent policy optimization approaches (Schulman et al., 2015a; 2017) have achieved substantial empirical successes by constructing new proxy optimization objectives. These proxy objectives allow stable and low variance policy learning, but…

In this work, we consider policy-based methods for solving the reinforcement learning problem, and establish the sample complexity guarantees. A policy-based algorithm typically consists of an actor and a critic. We consider using various…

We introduce an optimisation method for variational quantum algorithms and experimentally demonstrate a 100-fold improvement in efficiency compared to naive implementations. The effectiveness of our approach is shown by obtaining…

This paper proposes a multi-scale method to design a continuous-time distributed algorithm for constrained convex optimization problems by using multi-agents with Markov switched network dynamics and noisy inter-agent communications. Unlike…

In real-world decision making tasks, it is critical for data-driven reinforcement learning methods to be both stable and sample efficient. On-policy methods typically generate reliable policy improvement throughout training, while…

Decision-making problems in uncertain or stochastic domains are often formulated as Markov decision processes (MDPs). Policy iteration (PI) is a popular algorithm for searching over policy-space, the size of which is exponential in the…

A robustly stabilizing optimal control policy in a model-free mixed $\mathcal{H}_2/\mathcal{H}_\infty$-control setting is here put forward for counterbalancing the slow convergence and non-robustness of traditional high-variance policy…

Policy optimization algorithms are crucial in many fields but challenging to grasp and implement, often due to complex calculations related to Markov decision processes and varying use of discount and average reward setups. This paper…

We address the optimal design of a large scale multi-agent system where each agent has discrete and/or continuous decision variables that need to be set so as to optimize the sum of linear local cost functions, in presence of linear local…

Robustness of linear systems with constant coefficients is considered. There exist methods and tools for analyzing the stability of systems with random or deterministic uncertainties. At the same time, there are no approaches for the…

This paper proposes an intelligent service optimization method based on a multi-agent collaborative evolution mechanism to address governance challenges in large-scale microservice architectures. These challenges include complex service…

We propose a \emph{collaborative} multi-agent reinforcement learning algorithm named variational policy propagation (VPP) to learn a \emph{joint} policy through the interactions over agents. We prove that the joint policy is a Markov Random…

In ergodic singular stochastic control problems, a decision-maker can instantaneously adjust the evolution of a state variable using a control of bounded variation, with the goal of minimizing a long-term average cost functional. The cost…

We consider the problem of controlling a fully specified Markov decision process (MDP), also known as the planning problem, when the state space is very large and calculating the optimal policy is intractable. Instead, we pursue the more…

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 continuous action reinforcement learning problems in which it is crucial that the agent interacts with the environment only through safe policies, i.e.,~policies that do not take the agent to undesirable situations. We formulate…