Related papers: Continuous Q-Score Matching: Diffusion Guided Rein…
We propose a new reinforcement learning (RL) formulation for training continuous-time score-based diffusion models for generative AI to generate samples that maximize reward functions while keeping the generated distributions close to the…
Reinforcement learning from human feedback (RLHF), which aligns a diffusion model with input prompt, has become a crucial step in building reliable generative AI models. Most works in this area use a discrete-time formulation, which is…
This paper studies satisfaction of temporal properties on unknown stochastic processes that have continuous state spaces. We show how reinforcement learning (RL) can be applied for computing policies that are finite-memory and deterministic…
Reinforcement learning (RL) is currently one of the most prominent methods for optimizing dynamical systems, with breakthrough results across various fields. The framework is based on the concept of a Markov decision process (MDP), leading…
We propose Q-learning with Adjoint Matching (QAM), a novel TD-based reinforcement learning (RL) algorithm that tackles a long-standing challenge in continuous-action RL: efficient optimization of an expressive diffusion or flow-matching…
Reinforcement learning (RL) struggles to scale to large, combinatorial action spaces common in many real-world problems. This paper introduces a novel framework for training discrete diffusion models as highly effective policies in these…
Reinforcement Learning from human feedback (RLHF) has been shown a promising direction for aligning generative models with human intent and has also been explored in recent works for alignment of diffusion generative models. In this work,…
Due to its training stability and strong expression, the diffusion model has attracted considerable attention in offline reinforcement learning. However, several challenges have also come with it: 1) The demand for a large number of…
Many real-world control problems, ranging from finance to robotics, evolve in continuous time with non-uniform, event-driven decisions. Standard discrete-time reinforcement learning (RL), based on fixed-step Bellman updates, struggles in…
We study the continuous-time counterpart of Q-learning for reinforcement learning (RL) under the entropy-regularized, exploratory diffusion process formulation introduced by Wang et al. (2020). As the conventional (big) Q-function collapses…
This paper employs a policy iteration reinforcement learning (RL) method to study continuous-time linear-quadratic mean-field control problems in infinite horizon. The drift and diffusion terms in the dynamics involve the states, the…
We study the discrete-time linear-quadratic (LQ) control model using reinforcement learning (RL). Using entropy to measure the cost of exploration, we prove that the optimal feedback policy for the problem must be Gaussian type. Then, we…
This paper studies the continuous-time reinforcement learning (RL) for optimal switching problems across multiple regimes. We consider a type of exploratory formulation under entropy regularization where the agent randomizes both the timing…
This paper studies continuous-time risk-sensitive reinforcement learning (RL) under the entropy-regularized, exploratory diffusion process formulation with the exponential-form objective. The risk-sensitive objective arises either as the…
We study reinforcement learning in infinite-horizon discounted Markov decision processes with continuous state spaces, where data are generated online from a single trajectory under a Markovian behavior policy. To avoid maintaining an…
Reinforcement learning (RL) in continuous state-action spaces remains challenging in scientific computing due to poor sample efficiency and lack of pathwise physical consistency. We introduce Differential Reinforcement Learning…
Given the inherent non-stationarity prevalent in real-world applications, continual Reinforcement Learning (RL) aims to equip the agent with the capability to address a series of sequentially presented decision-making tasks. Within this…
Applications of reinforcement learning (RL) to stabilization problems of real systems are restricted since an agent needs many experiences to learn an optimal policy and may determine dangerous actions during its exploration. If we know a…
The theory of continuous-time reinforcement learning (RL) has progressed rapidly in recent years. While the ultimate objective of RL is typically to learn deterministic control policies, most existing continuous-time RL methods rely on…
Despite recent advances in improving the sample-efficiency of reinforcement learning (RL) algorithms, designing an RL algorithm that can be practically deployed in real-world environments remains a challenge. In this paper, we present…