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相关论文: A Natural Actor-Critic Algorithm with Downside Ris…

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This paper develops an inverse reinforcement learning algorithm aimed at recovering a reward function from the observed actions of an agent. We introduce a strategy to flexibly handle different types of actions with two approximations of…

机器学习 · 计算机科学 2017-07-26 Kun Li , Yanan Sui , Joel W. Burdick

Reinforcement learning constantly deals with hard integrals, for example when computing expectations in policy evaluation and policy iteration. These integrals are rarely analytically solvable and typically estimated with the Monte Carlo…

机器学习 · 计算机科学 2022-02-23 Sebastien M. R. Arnold , Pierre L'Ecuyer , Liyu Chen , Yi-fan Chen , Fei Sha

We introduce a class of variational actor-critic algorithms based on a variational formulation over both the value function and the policy. The objective function of the variational formulation consists of two parts: one for maximizing the…

机器学习 · 计算机科学 2023-01-18 Yuhua Zhu , Lexing Ying

Actor-Critic based approaches were among the first to address reinforcement learning in a general setting. Recently, these algorithms have gained renewed interest due to their generality, good convergence properties, and possible biological…

机器学习 · 计算机科学 2009-09-17 D. Di Castro , R. Meir

Robust Reinforcement Learning aims to derive optimal behavior that accounts for model uncertainty in dynamical systems. However, previous studies have shown that by considering the worst case scenario, robust policies can be overly…

机器学习 · 计算机科学 2018-10-25 Esther Derman , Daniel J. Mankowitz , Timothy A. Mann , Shie Mannor

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…

最优化与控制 · 数学 2024-05-07 Sihan Zeng , Thinh T. Doan , Justin Romberg

Motivated by applications in risk-sensitive reinforcement learning, we study mean-variance optimization in a discounted reward Markov Decision Process (MDP). Specifically, we analyze a Temporal Difference (TD) learning algorithm with linear…

机器学习 · 计算机科学 2025-03-13 Tejaram Sangadi , L. A. Prashanth , Krishna Jagannathan

Learning near-optimal behaviour from an expert's demonstrations typically relies on the assumption that the learner knows the features that the true reward function depends on. In this paper, we study the problem of learning from…

机器学习 · 计算机科学 2019-03-28 Luis Haug , Sebastian Tschiatschek , Adish Singla

We study the global convergence and global optimality of actor-critic, one of the most popular families of reinforcement learning algorithms. While most existing works on actor-critic employ bi-level or two-timescale updates, we focus on…

机器学习 · 计算机科学 2021-06-15 Zuyue Fu , Zhuoran Yang , Zhaoran Wang

An off policy reinforcement learning based control strategy is developed for the optimal tracking control problem to achieve the prescribed performance of full states during the learning process. The optimal tracking control problem is…

系统与控制 · 电气工程与系统科学 2020-09-02 C. Li , Y. Wang , F. Liu , M. Buss

We study robust reinforcement learning (RL) with the goal of determining a well-performing policy that is robust against model mismatch between the training simulator and the testing environment. Previous policy-based robust RL algorithms…

机器学习 · 计算机科学 2023-12-12 Ruida Zhou , Tao Liu , Min Cheng , Dileep Kalathil , P. R. Kumar , Chao Tian

We introduce a novel extension to robust control theory that explicitly addresses uncertainty in the value function's gradient, a form of uncertainty endemic to applications like reinforcement learning where value functions are…

机器学习 · 计算机科学 2025-07-22 Qian Qi

Recent advances in deep reinforcement learning have demonstrated the capability of learning complex control policies from many types of environments. When learning policies for safety-critical applications, it is essential to be sensitive…

机器学习 · 计算机科学 2019-11-12 Yichuan Charlie Tang , Jian Zhang , Ruslan Salakhutdinov

Reinforcement learning (RL) algorithms still suffer from high sample complexity despite outstanding recent successes. The need for intensive interactions with the environment is especially observed in many widely popular policy gradient…

机器学习 · 计算机科学 2020-08-04 Samuele Tosatto , Joao Carvalho , Hany Abdulsamad , Jan Peters

Due to the nature of risk management in learning applicable policies, risk-sensitive reinforcement learning (RSRL) has been realized as an important direction. RSRL is usually achieved by learning risk-sensitive objectives characterized by…

机器学习 · 计算机科学 2025-11-04 Ruiwen Zhou , Minghuan Liu , Kan Ren , Xufang Luo , Weinan Zhang , Dongsheng Li

We present the first class of policy-gradient algorithms that work with both state-value and policy function-approximation, and are guaranteed to converge under off-policy training. Our solution targets problems in reinforcement learning…

人工智能 · 计算机科学 2018-02-23 Hamid Reza Maei

Off-policy Actor-Critic algorithms have demonstrated phenomenal experimental performance but still require better explanations. To this end, we show its policy evaluation error on the distribution of transitions decomposes into: a Bellman…

机器学习 · 计算机科学 2021-10-07 Ting-Han Fan , Peter J. Ramadge

Policy gradient methods in reinforcement learning update policy parameters by taking steps in the direction of an estimated gradient of policy value. In this paper, we consider the statistically efficient estimation of policy gradients from…

机器学习 · 统计学 2020-02-21 Nathan Kallus , Masatoshi Uehara

We study risk-sensitive multi-agent reinforcement learning under general-sum Markov games, where agents optimize the entropic risk measure of rewards with possibly diverse risk preferences. We show that using the regret naively adapted from…

机器学习 · 计算机科学 2024-05-07 Yingjie Fei , Ruitu Xu

The naive application of Reinforcement Learning algorithms to continuous control problems -- such as locomotion and manipulation -- often results in policies which rely on high-amplitude, high-frequency control signals, known colloquially…

机器人学 · 计算机科学 2019-02-14 Steven Bohez , Abbas Abdolmaleki , Michael Neunert , Jonas Buchli , Nicolas Heess , Raia Hadsell