Related papers: Continuous-time reinforcement learning for optimal…
Reasoning large language models (LLMs) excel in complex tasks, which has drawn significant attention to reinforcement learning (RL) for LLMs. However, existing approaches allocate an equal number of rollouts to all questions during the RL…
Reinforcement learning (RL) is a general framework for adaptive control, which has proven to be efficient in many domains, e.g., board games, video games or autonomous vehicles. In such problems, an agent faces a sequential decision-making…
We introduce a novel framework for analyzing reinforcement learning (RL) in continuous state-action spaces, and use it to prove fast rates of convergence in both off-line and on-line settings. Our analysis highlights two key stability…
As a paradigm for sequential decision making in unknown environments, reinforcement learning (RL) has received a flurry of attention in recent years. However, the explosion of model complexity in emerging applications and the presence of…
This paper applies a reinforcement learning (RL) method to solve infinite horizon continuous-time stochastic linear quadratic problems, where drift and diffusion terms in the dynamics may depend on both the state and control. Based on…
Recently, safe reinforcement learning (RL) with the actor-critic structure for continuous control tasks has received increasing attention. It is still challenging to learn a near-optimal control policy with safety and convergence…
A common setting of reinforcement learning (RL) is a Markov decision process (MDP) in which the environment is a stochastic discrete-time dynamical system. Whereas MDPs are suitable in such applications as video-games or puzzles, physical…
Reinforcement learning (RL) problems are fundamental in online decision-making and have been instrumental in finding an optimal policy for Markov decision processes (MDPs). Function approximations are usually deployed to handle large or…
The optimization of electrical circuits is a difficult and time-consuming process performed by experts, but also increasingly by sophisticated algorithms. In this paper, a reinforcement learning (RL) approach is adapted to optimize a LLC…
Randomized experiments (a.k.a. A/B tests) are a powerful tool for estimating treatment effects, to inform decisions making in business, healthcare and other applications. In many problems, the treatment has a lasting effect that evolves…
Reinforcement learning (RL) algorithms typically deal with maximizing the expected cumulative return (discounted or undiscounted, finite or infinite horizon). However, several crucial applications in the real world, such as drug discovery,…
Although Reinforcement Learning (RL) algorithms have found tremendous success in simulated domains, they often cannot directly be applied to physical systems, especially in cases where there are hard constraints to satisfy (e.g. on safety…
Despite impressive results, reinforcement learning (RL) suffers from slow convergence and requires a large variety of tuning strategies. In this paper, we investigate the ability of RL algorithms on simple continuous control tasks. We show…
We study reinforcement learning (RL) with linear function approximation in Markov Decision Processes (MDPs) satisfying \emph{linear Bellman completeness} -- a fundamental setting where the Bellman backup of any linear value function remains…
Reinforcement learning (RL) is a classical tool to solve network control or policy optimization problems in unknown environments. The original Q-learning suffers from performance and complexity challenges across very large networks. Herein,…
Empowerment is an information-theoretic method that can be used to intrinsically motivate learning agents. It attempts to maximize an agent's control over the environment by encouraging visiting states with a large number of reachable next…
Deep reinforcement learning (DRL) has been used to learn effective heuristics for solving complex combinatorial optimisation problem via policy networks and have demonstrated promising performance. Existing works have focused on solving…
Reinforcement learning (RL) for exponential-utility optimization in discounted Markov decision processes (MDPs) lacks principled value-based algorithms. We address this gap in the fixed risk-aversion setting. Building on the Bellman-type…
In many practical applications of RL, it is expensive to observe state transitions from the environment. For example, in the problem of plasma control for nuclear fusion, computing the next state for a given state-action pair requires…
Reinforcement learning algorithms are typically designed for discrete-time dynamics, even though the underlying real-world control systems are often continuous in time. In this paper, we study the problem of continuous-time reinforcement…