相关论文: Finite-sample Analysis of Greedy-GQ with Linear Fu…

We analyse the problem of controllability for parameter-dependent linear finite-dimensional systems. The goal is to identify the most distinguished realisations of those parameters so to better describe or approximate the whole range of…

In the past few years, off-policy reinforcement learning methods have shown promising results in their application for robot control. Deep Q-learning, however, still suffers from poor data-efficiency and is susceptible to stochasticity in…

Temporal difference learning and Residual Gradient methods are the most widely used temporal difference based learning algorithms; however, it has been shown that none of their objective functions is optimal w.r.t approximating the true…

This paper is devoted to the development and convergence analysis of greedy reconstruction algorithms based on the strategy presented in [Y. Maday and J. Salomon, Joint Proceedings of the 48th IEEE Conference on Decision and Control and the…

This paper considers a stochastic linear quadratic problem for discrete-time systems with multiplicative noises over an infinite horizon. To obtain the optimal solution, we propose an online iterative algorithm of reinforcement learning…

Many engineering problems have multiple objectives, and the overall aim is to optimize a non-linear function of these objectives. In this paper, we formulate the problem of maximizing a non-linear concave function of multiple long-term…

In a standard NP-complete optimization problem we introduce an interpolating algorithm between the quick decrease along the gradient (greedy dynamics) and a slow decrease close to the level curves (reluctant dynamics). We find that for a…

The Column Subset Selection Problem provides a natural framework for unsupervised feature selection. Despite being a hard combinatorial optimization problem, there exist efficient algorithms that provide good approximations. The drawback of…

This paper studies the performative prediction problem where a learner aims to minimize the expected loss with a decision-dependent data distribution. Such setting is motivated when outcomes can be affected by the prediction model, e.g., in…

Recent developments in Reinforcement learning have significantly enhanced sequential decision-making in uncertain environments. Despite their strong performance guarantees, most existing work has focused primarily on improving the…

Data acquisition efficiency is a central challenge in deploying reinforcement learning in business and healthcare operations, where interactions are costly, slow, and often involve humans in the loop. This paper develops a unified large…

Reinforcement learning (RL) has seen significant research and application results but often requires large amounts of training data. This paper proposes two data-efficient off-policy RL methods that use parametrized Q-learning. In these…

This paper examines the ability of greedy algorithms to estimate a block sparse parameter vector from noisy measurements. In particular, block sparse versions of the orthogonal matching pursuit and thresholding algorithms are analyzed under…

We consider reinforcement learning (RL) methods for finding optimal policies in linear quadratic (LQ) mean field control (MFC) problems over an infinite horizon in continuous time, with common noise and entropy regularization. We study…

We consider a node-monitor pair, where the node's state varies with time. The monitor needs to track the node's state at all times; however, there is a fixed cost for each state query. So the monitor may instead predict the state using…

The finite-time convergence of off-policy TD learning has been comprehensively studied recently. However, such a type of convergence has not been well established for off-policy TD learning in the multi-agent setting, which covers broader…

We connect high-dimensional subset selection and submodular maximization. Our results extend the work of Das and Kempe (2011) from the setting of linear regression to arbitrary objective functions. For greedy feature selection, this…

This work introduces an empirical quadrature-based hyperreduction procedure and greedy training algorithm to effectively reduce the computational cost of solving convection-dominated problems with limited training. The proposed approach…

This paper provides a theoretical study of deep neural function approximation in reinforcement learning (RL) with the $\epsilon$-greedy exploration under the online setting. This problem setting is motivated by the successful deep…

We study multi-agent general-sum Markov games with nonlinear function approximation. We focus on low-rank Markov games whose transition matrix admits a hidden low-rank structure on top of an unknown non-linear representation. The goal is to…