Related papers: Optimistic Training and Convergence of Q-Learning …
An adaptive controller is proposed and analyzed for the class of infinite-horizon optimal control problems in positive linear systems presented in (Ohlin et al., 2024b). This controller is derived from the solution of a "data-driven…
We give an efficient algorithm for learning a binary function in a given class C of bounded VC dimension, with training data distributed according to P and test data according to Q, where P and Q may be arbitrary distributions over X. This…
We consider the problem of Approximate Dynamic Programming in relational domains. Inspired by the success of fitted Q-learning methods in propositional settings, we develop the first relational fitted Q-learning algorithms by representing…
The principle of optimism in the face of uncertainty is prevalent throughout sequential decision making problems such as multi-armed bandits and reinforcement learning (RL). To be successful, an optimistic RL algorithm must over-estimate…
Watkins' and Dayan's Q-learning is a model-free reinforcement learning algorithm that iteratively refines an estimate for the optimal action-value function of an MDP by stochastically "visiting" many state-ation pairs [Watkins and Dayan,…
Temporal-Difference (TD) learning methods, such as Q-Learning, have proven effective at learning a policy to perform control tasks. One issue with methods like Q-Learning is that the value update introduces bias when predicting the TD…
Large scale reinforcement learning has become a central tool for improving reasoning in large language models. At this scale, generation is often lagged or asynchronous, so updates are performed on data collected by older policies. This…
In deterministic systems, reinforcement learning-based online approximate optimal control methods typically require a restrictive persistence of excitation (PE) condition for convergence. This paper presents a concurrent learning-based…
Offline reinforcement learning promises policy improvement from logged interaction data alone, yet state-of-the-art algorithms remain vulnerable to value over-estimation and to violations of domain knowledge such as monotonicity or…
The Zap Q-learning algorithm introduced in this paper is an improvement of Watkins' original algorithm and recent competitors in several respects. It is a matrix-gain algorithm designed so that its asymptotic variance is optimal. Moreover,…
We study off-policy reinforcement learning for controlling continuous-time Markov diffusion processes with discrete-time observations and actions. We consider model-free algorithms with function approximation that learn value and advantage…
The impact of softmax on the value function itself in reinforcement learning (RL) is often viewed as problematic because it leads to sub-optimal value (or Q) functions and interferes with the contraction properties of the Bellman operator.…
As a primary contribution, we present a convergence theorem for stochastic iterations, and in particular, Q-learning iterates, under a general, possibly non-Markovian, stochastic environment. Our conditions for convergence involve an…
Some approaches to solving challenging dynamic programming problems, such as Q-learning, begin by transforming the Bellman equation into an alternative functional equation, in order to open up a new line of attack. Our paper studies this…
Nonlinear programming is explicitly analyzed via a novel perspective/method and from a bottom-up manner. The philosophy is based on the recent findings on convex quadratic equation (CQE), which help clarify a geometric interpretation that…
In this paper, as a study of reinforcement learning, we converge the Q function to unbounded rewards such as Gaussian distribution. From the central limit theorem, in some real-world applications it is natural to assume that rewards follow…
We study the off-policy evaluation (OPE) problem in an infinite-horizon Markov decision process with continuous states and actions. We recast the $Q$-function estimation into a special form of the nonparametric instrumental variables (NPIV)…
A learning based method for obtaining feedback laws for nonlinear optimal control problems is proposed. The learning problem is posed such that the open loop value function is its optimal solution. This infinite dimensional, function space,…
This paper develops a policy learning method for tuning a pre-trained policy to adapt to additional tasks without altering the original task. A method named Adaptive Policy Gradient (APG) is proposed in this paper, which combines Bellman's…
Reinforcement learning based adaptive/approximate dynamic programming (ADP) is a powerful technique to determine an approximate optimal controller for a dynamical system. These methods bypass the need to analytically solve the nonlinear…