Related papers: Data-Driven Exploration for a Class of Continuous-…
We investigate the use of Reinforcement Learning for the optimal execution of meta-orders, where the objective is to execute incrementally large orders while minimizing implementation shortfall and market impact over an extended period of…
We study model-free learning methods for the output-feedback Linear Quadratic (LQ) control problem in finite-horizon subject to subspace constraints on the control policy. Subspace constraints naturally arise in the field of distributed…
Policy optimization has drawn increasing attention in reinforcement learning, particularly in the context of derivative-free methods for linear quadratic regulator (LQR) problems with unknown dynamics. This paper focuses on characterizing…
In many practical control applications, the performance level of a closed-loop system degrades over time due to the change of plant characteristics. Thus, there is a strong need for redesigning a controller without going through the system…
We address reinforcement learning problems with finite state and action spaces where the underlying MDP has some known structure that could be potentially exploited to minimize the exploration rates of suboptimal (state, action) pairs. For…
We study the problem of determining an effective exploration strategy in static and non-linear optimization problems, which depend on an unknown scalar parameter to be learned from online collected noisy data. An optimal trade-off between…
We consider the reinforcement learning (RL) problem with general utilities which consists in maximizing a function of the state-action occupancy measure. Beyond the standard cumulative reward RL setting, this problem includes as particular…
We study the problem of reinforcement learning in infinite-horizon discounted linear Markov decision processes (MDPs), and propose the first computationally efficient algorithm achieving rate-optimal regret guarantees in this setting. Our…
Meta-reinforcement learning (RL) methods can meta-train policies that adapt to new tasks with orders of magnitude less data than standard RL, but meta-training itself is costly and time-consuming. If we can meta-train on offline data, then…
Reinforcement learning (RL) has emerged as a powerful method for improving the reasoning abilities of large language models (LLMs). Outcome-based RL, which rewards policies solely for the correctness of the final answer, yields substantial…
Risk-aware control, though with promise to tackle unexpected events, requires a known exact dynamical model. In this work, we propose a model-free framework to learn a risk-aware controller with a focus on the linear system. We formulate it…
Efficient exploration for automatic subgoal discovery is a challenging problem in Hierarchical Reinforcement Learning (HRL). In this paper, we show that intrinsic motivation learning increases the efficiency of exploration, leading to…
This paper focuses on adaptive control of the discrete-time linear quadratic regulator (adaptive LQR). Recent literature has made significant contributions in proving non-asymptotic convergence rates, but existing approaches have a few…
Many real-world problems can be reduced to combinatorial optimization on a graph, where the subset or ordering of vertices that maximize some objective function must be found. With such tasks often NP-hard and analytically intractable,…
Reinforcement learning (RL) has been successfully used to solve many continuous control tasks. Despite its impressive results however, fundamental questions regarding the sample complexity of RL on continuous problems remain open. We study…
In this paper, we consider depth control problems of an autonomous underwater vehicle (AUV) for tracking the desired depth trajectories. Due to the unknown dynamical model of the AUV, the problems cannot be solved by most of model-based…
We study an exploration method for model-free RL that generalizes the counter-based exploration bonus methods and takes into account long term exploratory value of actions rather than a single step look-ahead. We propose a model-free RL…
Reinforcement learning (RL) promises to expand the capabilities of language models, but it is unclear if current RL techniques promote the discovery of novel behaviors, or simply sharpen those already present in the base model. In this…
We present AutoResearch-RL, a framework in which a reinforcement learning agent conducts open-ended neural architecture and hyperparameter research without human supervision, running perpetually until a termination oracle signals…
Recent progress in deep learning has relied on access to large and diverse datasets. Such data-driven progress has been less evident in offline reinforcement learning (RL), because offline RL data is usually collected to optimize specific…