相关论文: Safe Wasserstein Constrained Deep Q-Learning

Optimal transport has recently proved to be a useful tool in various machine learning applications needing comparisons of probability measures. Among these, applications of distributionally robust optimization naturally involve Wasserstein…

We propose a distributionally robust data-driven predictive control framework for stochastic linear time-invariant systems with unknown dynamics and disturbance distributions. We use an offline trajectory to fit the subspace predictive…

In warehouses, specialized agents need to navigate, avoid obstacles and maximize the use of space in the warehouse environment. Due to the unpredictability of these environments, reinforcement learning approaches can be applied to complete…

We consider the problem of optimal charging/discharging of a bank of heterogenous battery units, driven by stochastic electricity generation and demand processes. The batteries in the battery bank may differ with respect to their…

We propose a new Q-learning variant, called 2RA Q-learning, that addresses some weaknesses of existing Q-learning methods in a principled manner. One such weakness is an underlying estimation bias which cannot be controlled and often…

State estimation in the presence of uncertain or data-driven noise distributions remains a critical challenge in control and robotics. Although the Kalman filter is the most popular choice, its performance degrades significantly when…

Dynamic optimization of nonlinear chemical systems -- such as batch reactors -- should be applied online, and the suitable control taken should be according to the current state of the system rather than the current time instant. The recent…

This paper considers a risk-constrained motion planning problem and aims to find the solution combining the concepts of iterative model predictive control (MPC) and data-driven distributionally robust (DR) risk-constrained optimization. In…

We consider a data-driven robust hypothesis test where the optimal test will minimize the worst-case performance regarding distributions that are close to the empirical distributions with respect to the Wasserstein distance. This leads to a…

Multivariate time series imputation is often compromised by mismatch between the observed and true data distributions, a bias induced by the combined effects of time-series non-stationarity and systematic missingness. Standard methods that…

Distributionally-robust optimization is often studied for a fixed set of distributions rather than time-varying distributions that can drift significantly over time (which is, for instance, the case in finance and sociology due to…

Deep Q-learning Network (DQN) is a successful way which combines reinforcement learning with deep neural networks and leads to a widespread application of reinforcement learning. One challenging problem when applying DQN or other…

We propose a scalable robust learning algorithm combining kernel smoothing and robust optimization. Our method is motivated by the convex analysis perspective of distributionally robust optimization based on probability metrics, such as the…

This paper presents a novel Wasserstein distributionally robust control and state estimation algorithm for partially observable linear stochastic systems, where the probability distributions of disturbances and measurement noises are…

We propose REpresentation-Aware Distributionally Robust Estimation (READ), a novel framework for Wasserstein distributionally robust learning that accounts for predictive representations when guarding against distributional shifts. Unlike…

Despite the significant breakthroughs that the Deep Q-Network (DQN) has brought to reinforcement learning, its theoretical analysis remains limited. In this paper, we construct a stochastic differential delay equation (SDDE) based on the…

Q-learning is a widely used reinforcement learning technique for solving path planning problems. It primarily involves the interaction between an agent and its environment, enabling the agent to learn an optimal strategy that maximizes…

It is well-known that deep neural networks (DNNs) are susceptible to adversarial attacks, exposing a severe fragility of deep learning systems. As the result, adversarial training (AT) method, by incorporating adversarial examples during…

Inverse multiobjective optimization provides a general framework for the unsupervised learning task of inferring parameters of a multiobjective decision making problem (DMP), based on a set of observed decisions from the human expert.…

We consider the distributionally robust optimization (DRO) model of principal component analysis (PCA) to account for uncertainty in the underlying probability distribution. The resulting formulation leads to a nonsmooth constrained min-max…