Related papers: Optimistic Actor-Critic with Parametric Policies f…
Markov Decision Processes (MDPs) are stochastic optimization problems that model situations where a decision maker controls a system based on its state. Partially observed Markov decision processes (POMDPs) are generalizations of MDPs where…
In this paper, we provide finite-sample convergence guarantees for an off-policy variant of the natural actor-critic (NAC) algorithm based on Importance Sampling. In particular, we show that the algorithm converges to a global optimal…
This paper proposes a new sampling scheme based on Langevin dynamics that is applicable within pseudo-marginal and particle Markov chain Monte Carlo algorithms. We investigate this algorithm's theoretical properties under standard…
In the Markov decision process model, policies are usually evaluated by expected cumulative rewards. As this decision criterion is not always suitable, we propose in this paper an algorithm for computing a policy optimal for the quantile…
Reinforcement learning (RL) on high-dimensional and complex problems relies on abstraction for improved efficiency and generalization. In this paper, we study abstraction in the continuous-control setting, and extend the definition of…
We study policy optimization in an infinite horizon, $\gamma$-discounted constrained Markov decision process (CMDP). Our objective is to return a policy that achieves large expected reward with a small constraint violation. We consider the…
Many control problems in environments that can be modeled as Markov decision processes (MDPs) concern infinite-time horizon specifications. The classical aim in this context is to compute a control policy that maximizes the probability of…
In this paper, we study the problem of reinforcement learning in multi-agent systems where communication among agents is limited. We develop a decentralized actor-critic learning framework in which each agent performs several local updates…
Actor-critic algorithms learn an explicit policy (actor), and an accompanying value function (critic). The actor performs actions in the environment, while the critic evaluates the actor's current policy. However, despite their stability…
While policy optimization algorithms have played an important role in recent empirical success of Reinforcement Learning (RL), the existing theoretical understanding of policy optimization remains rather limited -- they are either…
Recent years have seen the development of methods for multiagent planning under uncertainty that scale to tens or even hundreds of agents. However, most of these methods either make restrictive assumptions on the problem domain, or provide…
Designing control policies for large, distributed systems is challenging, especially in the context of critical, temporal logic based specifications (e.g., safety) that must be met with high probability. Compositional methods for such…
To learn approximately optimal acting policies for decision problems, modern Actor Critic algorithms rely on deep Neural Networks (DNNs) to parameterize the acting policy and greedification operators to iteratively improve it. The reliance…
Large-scale Markov decision processes (MDPs) require planning algorithms with runtime independent of the number of states of the MDP. We consider the planning problem in MDPs using linear value function approximation with only weak…
Recent successful deep reinforcement learning algorithms, such as Trust Region Policy Optimization (TRPO) or Proximal Policy Optimization (PPO), are fundamentally variations of conservative policy iteration (CPI). These algorithms iterate…
Estimation in the deformable template model is a big challenge in image analysis. The issue is to estimate an atlas of a population. This atlas contains a template and the corresponding geometrical variability of the observed shapes. The…
This paper addresses the problem of optimal control of robotic sensing systems aimed at autonomous information gathering in scenarios such as environmental monitoring, search and rescue, and surveillance and reconnaissance. The information…
We revisit the standard formulation of tabular actor-critic algorithm as a two time-scale stochastic approximation with value function computed on a faster time-scale and policy computed on a slower time-scale. This emulates policy…
Having a perfect model to compute the optimal policy is often infeasible in reinforcement learning. It is important in high-stakes domains to quantify and manage risk induced by model uncertainties. Entropic risk measure is an exponential…
Deterministic-policy actor-critic algorithms for continuous control improve the actor by plugging its actions into the critic and ascending the action-value gradient, which is obtained by chaining the actor's Jacobian matrix with the…