相关论文: Periodic Q-Learning

Dynamic treatment regimes (DTRs) have received an increasing interest in recent years. DTRs are sequences of treatment decision rules tailored to patient-level information. The main goal of the DTR study is to identify an optimal DTR, a…

Training deep neural networks is a highly nontrivial task, involving carefully selecting appropriate training algorithms, scheduling step sizes and tuning other hyperparameters. Trying different combinations can be quite labor-intensive and…

We study reinforcement learning in infinite-horizon discounted Markov decision processes with continuous state spaces, where data are generated online from a single trajectory under a Markovian behavior policy. To avoid maintaining an…

In a discounted reward Markov Decision Process (MDP), the objective is to find the optimal value function, i.e., the value function corresponding to an optimal policy. This problem reduces to solving a functional equation known as the…

Recurrent neural network (RNN) based reinforcement learning (RL) is used for learning context-dependent tasks and has also attracted attention as a method with remarkable learning performance in recent research. However, RNN-based RL has…

Q-learning, which seeks to learn the optimal Q-function of a Markov decision process (MDP) in a model-free fashion, lies at the heart of reinforcement learning. When it comes to the synchronous setting (such that independent samples for all…

We introduce a model-free algorithm for learning in Markov decision processes with parameterized actions-discrete actions with continuous parameters. At each step the agent must select both which action to use and which parameters to use…

Distributionally robust reinforcement learning (DRRL) focuses on designing policies that achieve good performance under model uncertainties. The goal is to maximize the worst-case long-term discounted reward, where the data for RL comes…

In stock trading, feature extraction and trading strategy design are the two important tasks to achieve long-term benefits using machine learning techniques. Several methods have been proposed to design trading strategy by acquiring trading…

Distribution network reconfiguration (DNR) has proved to be an economical and effective way to improve the reliability of distribution systems. As optimal network configuration depends on system operating states (e.g., loads at each node),…

In this work we propose a planning and acting architecture endowed with a module which learns to select subgoals with Deep Q-Learning. This allows us to decrease the load of a planner when faced with scenarios with real-time restrictions.…

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…

Probabilistic Boolean Networks (PBNs) were introduced as a computational model for the study of complex dynamical systems, such as Gene Regulatory Networks (GRNs). Controllability in this context is the process of making strategic…

Deep reinforcement learning for high dimensional, hierarchical control tasks usually requires the use of complex neural networks as functional approximators, which can lead to inefficiency, instability and even divergence in the training…

In this paper, for POMDPs, we provide the convergence of a Q learning algorithm for control policies using a finite history of past observations and control actions, and, consequentially, we establish near optimality of such limit Q…

We introduce a novel Deep Reinforcement Learning (DRL) algorithm called Deep Quality-Value (DQV) Learning. DQV uses temporal-difference learning to train a Value neural network and uses this network for training a second Quality-value…

In this work, we present the first finite-time analysis of Q-learning with time-varying learning policies (i.e., on-policy sampling) for discounted Markov decision processes under minimal assumptions, requiring only the existence of a…

A common pipeline in learning-based control is to iteratively estimate a model of system dynamics, and apply a trajectory optimization algorithm - e.g.~$\mathtt{iLQR}$ - on the learned model to minimize a target cost. This paper conducts a…

Deep Q-learning based algorithms have been applied successfully in many decision making problems, while their theoretical foundations are not as well understood. In this paper, we study a Fitted Q-Iteration with two-layer ReLU neural…

We seek to learn an effective policy for a Markov Decision Process (MDP) with continuous states via Q-Learning. Given a set of basis functions over state action pairs we search for a corresponding set of linear weights that minimizes the…