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In this paper, an off-policy reinforcement learning algorithm is designed to solve the continuous-time LQR problem using only input-state data measured from the system. Different from other algorithms in the literature, we propose the use…

Systems and Control · Electrical Eng. & Systems 2023-04-03 Victor G. Lopez , Matthias A. Müller

Multi-task reinforcement learning (RL) aims to find a single policy that effectively solves multiple tasks at the same time. This paper presents a constrained formulation for multi-task RL where the goal is to maximize the average…

Optimization and Control · Mathematics 2024-05-07 Sihan Zeng , Thinh T. Doan , Justin Romberg

An improvement of Q-learning is proposed in this paper. It is different from classic Q-learning in that the similarity between different states and actions is considered in the proposed method. During the training, a new updating mechanism…

Artificial Intelligence · Computer Science 2021-06-03 Wei Liao , Xiaohui Wei , Jizhou Lai

This paper studies the continuous-time q-learning (the continuous time counterpart of Q-learing) for Markov switching system under Tsallis entropy regularization. We address the difficulty in traditional RL algorithms where the Tsallis…

Optimization and Control · Mathematics 2026-01-28 Minghui Zhang , Xun Li , Xin Zhang

Errors in the current generation of quantum processors pose a significant challenge towards practical-scale implementations of quantum machine learning (QML) as they lead to trainability issues arising from noise-induced barren plateaus, as…

Quantum Physics · Physics 2025-12-11 Haiyue Kang , Younghun Kim , Eromanga Adermann , Martin Sevior , Muhammad Usman

We propose a simple and original approach for solving linear-quadratic mean-field stochastic control problems. We study both finite-horizon and infinite-horizon pro\-blems, and allow notably some coefficients to be stochastic. Extension to…

Probability · Mathematics 2018-10-26 Matteo Basei , Huyên Pham

Effectively leveraging large, previously collected datasets in reinforcement learning (RL) is a key challenge for large-scale real-world applications. Offline RL algorithms promise to learn effective policies from previously-collected,…

Machine Learning · Computer Science 2020-08-20 Aviral Kumar , Aurick Zhou , George Tucker , Sergey Levine

Existing imitation learning methods mainly focus on making an agent effectively mimic a demonstrated behavior, but do not address the potential contradiction between the behavior style and the objective of a task. There is a general lack of…

Machine Learning · Computer Science 2022-09-28 Mingxi Tan , Andong Tian , Ludovic Denoyer

Continuous-variable (CV) quantum systems provide a versatile platform for quantum information processing, in which quantum states can be represented in the quadrature phase space. In realistic implementations, environmental noise, primarily…

Quantum Physics · Physics 2026-03-11 Jingpeng Zhang , Shengyong Li , Jie Han , Qianchuan Zhao , Jing Zhang , Zeliang Xiang

Ensuring safety via safety filters in real-world robotics presents significant challenges, particularly when the system dynamics is complex or unavailable. To handle this issue, learning-based safety filters recently gained popularity,…

Robotics · Computer Science 2024-12-02 Guo Ning Sue , Yogita Choudhary , Richard Desatnik , Carmel Majidi , John Dolan , Guanya Shi

This paper proposes a novel approach for Asset-Liability Management (ALM) by employing continuous-time Reinforcement Learning (RL) with a linear-quadratic (LQ) formulation that incorporates both interim and terminal objectives. We develop a…

Machine Learning · Computer Science 2025-09-30 Yilie Huang

This paper studies distributed Q-learning for Linear Quadratic Regulator (LQR) in a multi-agent network. The existing results often assume that agents can observe the global system state, which may be infeasible in large-scale systems due…

Multiagent Systems · Computer Science 2020-12-24 Hang Wang , Sen Lin , Hamid Jafarkhani , Junshan Zhang

Accurate estimation of the Q-function is a central challenge in offline reinforcement learning. However, existing approaches often rely on a shared global Q-function, which is inadequate for capturing the compositional structure of tasks…

Machine Learning · Computer Science 2026-03-19 Qiushui Xu , Yuhao Huang , Yushu Jiang , Lei Song , Jinyu Wang , Wenliang Zheng , Jiang Bian

Value function based reinforcement learning (RL) algorithms, for example, $Q$-learning, learn optimal policies from datasets of actions, rewards, and state transitions. However, when the underlying state transition dynamics are stochastic…

Machine Learning · Computer Science 2022-03-29 Udari Madhushani , Biswadip Dey , Naomi Ehrich Leonard , Amit Chakraborty

Imitation Learning (IL) is a widely used framework for learning imitative behavior from demonstrations. It is especially appealing for solving complex real-world tasks where handcrafting reward function is difficult, or when the goal is to…

Machine Learning · Computer Science 2024-01-17 Chenran Li , Chen Tang , Haruki Nishimura , Jean Mercat , Masayoshi Tomizuka , Wei Zhan

We introduce Coarse Q-learning (CQL), a reinforcement-learning model for bandit problems with stochastically varying menus. Alternatives are exogenously partitioned into similarity classes, and feedback from sampled alternatives is pooled…

Theoretical Economics · Economics 2026-05-13 Philippe Jehiel , Aviman Satpathy

We revisit the reduction of learning in adversarial Markov decision processes [MDPs] to adversarial learning based on $Q$--values; this reduction has been considered in a number of recent articles as one building block to perform policy…

Machine Learning · Computer Science 2025-05-20 Matthieu Jonckheere , Chiara Mignacco , Gilles Stoltz

Quantum computers, currently in the noisy intermediate-scale quantum (NISQ) era, have started to provide scientists with a novel tool to explore quantum physics and chemistry. While several electronic systems have been extensively studied,…

Quantum Physics · Physics 2026-03-26 Yi-Ting Lee , Vijaya Begum-Hudde , Barbara A. Jones , André Schleife

This paper studies the learning-to-control problem under process and sensing uncertainties for dynamical systems. In our previous work, we developed a data-based generalization of the iterative linear quadratic regulator (iLQR) to design…

Robotics · Computer Science 2023-11-09 Ran Wang , Raman Goyal , Suman Chakravorty

Mean field control (MFC) is an effective way to mitigate the curse of dimensionality of cooperative multi-agent reinforcement learning (MARL) problems. This work considers a collection of $N_{\mathrm{pop}}$ heterogeneous agents that can be…

Machine Learning · Computer Science 2022-05-10 Washim Uddin Mondal , Mridul Agarwal , Vaneet Aggarwal , Satish V. Ukkusuri
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