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$Q$-learning is one of the most fundamental reinforcement learning (RL) algorithms. Despite its widespread success in various applications, it is prone to overestimation bias in the $Q$-learning update. To address this issue, double…

This paper presents a review of the field of reinforcement learning (RL), with a focus on providing a comprehensive overview of the key concepts, techniques, and algorithms for beginners. RL has a unique setting, jargon, and mathematics…

In this work, we study how to efficiently apply reinforcement learning (RL) for solving large-scale stochastic optimization problems by leveraging intervention models. The key of the proposed methodology is to better explore the solution…

The convergence of policy gradient algorithms in reinforcement learning hinges on the optimization landscape of the underlying optimal control problem. Theoretical insights into these algorithms can often be acquired from analyzing those of…

Although reinforcement learning (RL) can provide reliable solutions in many settings, practitioners are often wary of the discrepancies between the RL solution and their status quo procedures. Therefore, they may be reluctant to adapt to…

Many traditional algorithms for solving combinatorial optimization problems involve using hand-crafted heuristics that sequentially construct a solution. Such heuristics are designed by domain experts and may often be suboptimal due to the…

Continual learning is inherently a constrained learning problem. The goal is to learn a predictor under a no-forgetting requirement. Although several prior studies formulate it as such, they do not solve the constrained problem explicitly.…

In this paper we propose a new computational method for designing optimal regulators for high-dimensional nonlinear systems. The proposed approach leverages physics-informed machine learning to solve high-dimensional Hamilton-Jacobi-Bellman…

We develop a continuous-time reinforcement learning framework for a class of singular stochastic control problems without entropy regularization. The optimal singular control is characterized as the optimal singular control law, which is a…

The ability to prepare a physical system in a desired quantum state is central to many areas of physics such as nuclear magnetic resonance, cold atoms, and quantum computing. Yet, preparing states quickly and with high fidelity remains a…

Lagrangian Relaxation (LR) is a powerful technique for solving large-scale Mixed Integer Linear Programming (MILP), particularly those with decomposable structures, such as vehicle routing or unit commitment problems. By relaxing the…

This paper proposes a novel robust reinforcement learning framework for discrete-time linear systems with model mismatch that may arise from the sim-to-real gap. A key strategy is to invoke advanced techniques from control theory. Using the…

We study computationally and statistically efficient Reinforcement Learning algorithms for the linear Bellman Complete setting. This setting uses linear function approximation to capture value functions and unifies existing models like…

Robust reinforcement learning (RL) is to find a policy that optimizes the worst-case performance over an uncertainty set of MDPs. In this paper, we focus on model-free robust RL, where the uncertainty set is defined to be centering at a…

State-of-the-art techniques for simultaneous localization and mapping (SLAM) employ iterative nonlinear optimization methods to compute an estimate for robot poses. While these techniques often work well in practice, they do not provide…

Deep Reinforcement Learning (RL) powered by neural net approximation of the Q function has had enormous empirical success. While the theory of RL has traditionally focused on linear function approximation (or eluder dimension) approaches,…

Flexibility design problems are a class of problems that appear in strategic decision-making across industries, where the objective is to design a ($e.g.$, manufacturing) network that affords flexibility and adaptivity. The underlying…

In this paper we present the solver DuQuad specialized for solving general convex quadratic problems arising in many engineering applications. When it is difficult to project on the primal feasible set, we use the (augmented) Lagrangian…

Lagrangian methods are widely used algorithms for constrained optimization problems, but their learning dynamics exhibit oscillations and overshoot which, when applied to safe reinforcement learning, leads to constraint-violating behavior…

Deep Reinforcement Learning (RL) has considerably advanced over the past decade. At the same time, state-of-the-art RL algorithms require a large computational budget in terms of training time to converge. Recent work has started to…