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For infinite-horizon average-cost criterion problems, there exist relatively few rigorous approximation and reinforcement learning results. In this paper, for Markov Decision Processes (MDPs) with standard Borel spaces, (i) we first provide…

Optimization and Control · Mathematics 2024-12-10 Ali Devran Kara , Serdar Yuksel

We develop a mathematical framework for solving multi-task reinforcement learning (MTRL) problems based on a type of policy gradient method. The goal in MTRL is to learn a common policy that operates effectively in different environments;…

Machine Learning · Computer Science 2021-05-31 Sihan Zeng , Aqeel Anwar , Thinh Doan , Arijit Raychowdhury , Justin Romberg

The $Q$-learning algorithm is a simple and widely-used stochastic approximation scheme for reinforcement learning, but the basic protocol can exhibit instability in conjunction with function approximation. Such instability can be observed…

Machine Learning · Computer Science 2022-06-03 Andrea Zanette , Martin J. Wainwright

Tensor network (TN) techniques - often used in the context of quantum many-body physics - have shown promise as a tool for tackling machine learning (ML) problems. The application of TNs to ML, however, has mostly focused on supervised and…

Statistical Mechanics · Physics 2020-02-14 Edward Gillman , Dominic C. Rose , Juan P. Garrahan

Q-learning is a stochastic approximation version of the classic value iteration. The literature has established that Q-learning suffers from both maximization bias and slower convergence. Recently, multi-step algorithms have shown practical…

Machine Learning · Computer Science 2024-07-03 Antony Vijesh , Shreyas S R

Resource allocation is still a difficult issue to deal with in wireless networks. The unstable channel condition and traffic demand for Quality of Service (QoS) raise some barriers that interfere with the process. It is significant that an…

Artificial Intelligence · Computer Science 2017-09-28 Einar Cesar Santos

We consider the problem of steering a system with unknown, stochastic dynamics to satisfy a rich, temporally layered task given as a signal temporal logic formula. We represent the system as a Markov decision process in which the states are…

Systems and Control · Computer Science 2015-10-23 Austin Jones , Derya Aksaray , Zhaodan Kong , Mac Schwager , Calin Belta

The main objective of this research paper is to investigate the local convergence characteristics of Model-agnostic Meta-learning (MAML) when applied to linear system quadratic optimal control (LQR). MAML and its variations have become…

Systems and Control · Electrical Eng. & Systems 2023-09-18 Negin Musavi , Geir E. Dullerud

The mixing time of the Markov chain induced by a policy limits performance in real-world continual learning scenarios. Yet, the effect of mixing times on learning in continual reinforcement learning (RL) remains underexplored. In this…

In the last decade, Reinforcement Learning (RL) has achieved remarkable success in the control and decision-making of complex dynamical systems. However, most RL algorithms rely on the Markov Decision Process assumption, which is violated…

Machine Learning · Statistics 2026-02-03 Armando Alves Neto

This study presents a novel computer system performance optimization and adaptive workload management scheduling algorithm based on Q-learning. In modern computing environments, characterized by increasing data volumes, task complexity, and…

Machine Learning · Computer Science 2024-11-11 Pochun Li , Yuyang Xiao , Jinghua Yan , Xuan Li , Xiaoye Wang

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…

Systems and Control · Electrical Eng. & Systems 2020-09-29 Milad Kazemi , Sadegh Soudjani

To overcome the curses of dimensionality and modeling of Dynamic Programming (DP) methods to solve Markov Decision Process (MDP) problems, Reinforcement Learning (RL) methods are adopted in practice. Contrary to traditional RL algorithms…

Machine Learning · Computer Science 2021-08-24 Arghyadip Roy , Vivek Borkar , Abhay Karandikar , Prasanna Chaporkar

We consider a reinforcement learning setting in which the deployment environment is different from the training environment. Applying a robust Markov decision processes formulation, we extend the distributionally robust $Q$-learning…

Machine Learning · Computer Science 2024-08-02 Shengbo Wang , Nian Si , Jose Blanchet , Zhengyuan Zhou

In this paper, we propose a novel maximum causal Tsallis entropy (MCTE) framework for imitation learning which can efficiently learn a sparse multi-modal policy distribution from demonstrations. We provide the full mathematical analysis of…

Machine Learning · Computer Science 2018-05-29 Kyungjae Lee , Sungjoon Choi , Songhwai Oh

Continuous-time Markov decision processes (CTMDPs) are canonical models to express sequential decision-making under dense-time and stochastic environments. When the stochastic evolution of the environment is only available via sampling,…

Machine Learning · Computer Science 2023-03-17 Amin Falah , Shibashis Guha , Ashutosh Trivedi

We propose a new simple and natural algorithm for learning the optimal Q-value function of a discounted-cost Markov Decision Process (MDP) when the transition kernels are unknown. Unlike the classical learning algorithms for MDPs, such as…

Optimization and Control · Mathematics 2019-01-31 Dileep Kalathil , Vivek S. Borkar , Rahul Jain

We propose \emph{Choquet regularizers} to measure and manage the level of exploration for reinforcement learning (RL), and reformulate the continuous-time entropy-regularized RL problem of Wang et al. (2020, JMLR, 21(198)) in which we…

Machine Learning · Statistics 2022-08-19 Xia Han , Ruodu Wang , Xun Yu Zhou

Multi-task representation learning (MTRL) is an approach that learns shared latent representations across related tasks, facilitating collaborative learning that improves the overall learning efficiency. This paper studies MTRL for…

Machine Learning · Computer Science 2026-04-07 Yaoze Guo , Shana Moothedath

The field of information science has greatly developed, and applications in various fields have emerged. In this paper, we evaluated the coding system in the theory of Tsallis entropy for transmission of messages and aimed to formulate the…

Molecular Networks · Quantitative Biology 2017-12-13 Tatsuaki Tsuruyama