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相关论文: Finite Horizon Q-learning: Stability, Convergence,…

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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…

机器学习 · 统计学 2025-03-18 Gen Li , Changxiao Cai , Yuxin Chen , Yuting Wei , Yuejie Chi

Quantum machine learning has the potential for a transformative impact across industry sectors and in particular in finance. In our work we look at the problem of hedging where deep reinforcement learning offers a powerful framework for…

Q-learning is a promising method for solving optimal control problems for uncertain systems without the explicit need for system identification. However, approaches for continuous-time Q-learning have limited provable safety guarantees,…

系统与控制 · 电气工程与系统科学 2024-01-30 Soutrik Bandyopadhyay , Shubhendu Bhasin

In this paper, we present a framework to understand the convergence of commonly used Q-learning reinforcement learning algorithms in practice. Two salient features of such algorithms are: (i)~the Q-table is recursively updated using an…

机器学习 · 计算机科学 2025-09-04 Amit Sinha , Matthieu Geist , Aditya Mahajan

We study the Non-Stationary Reinforcement Learning (RL) under distribution shifts in both finite-horizon episodic and infinite-horizon discounted Markov Decision Processes (MDPs). In the finite-horizon case, the transition functions may…

机器学习 · 计算机科学 2026-03-31 Ha Manh Bui , Felix Parker , Kimia Ghobadi , Anqi Liu

In this article, we propose a novel algorithm for deep reinforcement learning named Expert Q-learning. Expert Q-learning is inspired by Dueling Q-learning and aims at incorporating semi-supervised learning into reinforcement learning…

机器学习 · 计算机科学 2024-06-26 Li Meng , Anis Yazidi , Morten Goodwin , Paal Engelstad

In this paper, the implementation of two Reinforcement learnings namely, Q Learning and Deep Q Network(DQN) on a Self Balancing Robot Gazebo model has been discussed. The goal of the experiments is to make the robot model learn the best…

机器人学 · 计算机科学 2018-07-24 MD Muhaimin Rahman , SM Hasanur Rashid , M. M Hossain

A self-learning optimal control algorithm for episodic fixed-horizon manufacturing processes with time-discrete control actions is proposed and evaluated on a simulated deep drawing process. The control model is built during consecutive…

系统与控制 · 计算机科学 2020-01-07 Johannes Dornheim , Norbert Link , Peter Gumbsch

The robust $\phi$-regularized Markov Decision Process (RRMDP) framework focuses on designing control policies that are robust against parameter uncertainties due to mismatches between the simulator (nominal) model and real-world settings.…

机器学习 · 计算机科学 2024-05-10 Kishan Panaganti , Adam Wierman , Eric Mazumdar

The reinforcement learning algorithm SARSA combined with linear function approximation has been shown to converge for infinite horizon discounted Markov decision problems (MDPs). In this paper, we investigate the convergence of the…

机器学习 · 计算机科学 2023-06-08 Lina Palmborg

Unmanned Aerial Vehicles need an online path planning capability to move in high-risk missions in unknown and complex environments to complete them safely. However, many algorithms reported in the literature may not return reliable…

The paper considers a class of multi-agent Markov decision processes (MDPs), in which the network agents respond differently (as manifested by the instantaneous one-stage random costs) to a global controlled state and the control actions of…

机器学习 · 统计学 2015-06-04 Soummya Kar , Jose' M. F. Moura , H. Vincent Poor

This paper introduces an approach to Reinforcement Learning Algorithm by comparing their immediate rewards using a variation of Q-Learning algorithm. Unlike the conventional Q-Learning, the proposed algorithm compares current reward with…

机器学习 · 计算机科学 2010-09-15 Punit Pandey , Deepshikha Pandey , Shishir Kumar

We present a model-free reinforcement learning algorithm to find an optimal policy for a finite-horizon Markov decision process while guaranteeing a desired lower bound on the probability of satisfying a signal temporal logic (STL)…

系统与控制 · 电气工程与系统科学 2021-09-29 Krishna C. Kalagarla , Rahul Jain , Pierluigi Nuzzo

Model-free reinforcement learning is known to be memory and computation efficient and more amendable to large scale problems. In this paper, two model-free algorithms are introduced for learning infinite-horizon average-reward Markov…

机器学习 · 计算机科学 2020-02-26 Chen-Yu Wei , Mehdi Jafarnia-Jahromi , Haipeng Luo , Hiteshi Sharma , Rahul Jain

With the development of experimental quantum technology, quantum control has attracted increasing attention due to the realization of controllable artificial quantum systems. However, because quantum-mechanical systems are often too…

量子物理 · 物理学 2022-12-22 Zhikang Wang

Markov control algorithms that perform smooth, non-greedy updates of the policy have been shown to be very general and versatile, with policy gradient and Expectation Maximisation algorithms being particularly popular. For these algorithms,…

系统与控制 · 计算机科学 2012-02-20 Thomas Furmston , David Barber

This paper proposes a reinforcement learning approach for traffic control with the adaptive horizon. To build the controller for the traffic network, a Q-learning-based strategy that controls the green light passing time at the network…

系统与控制 · 计算机科学 2019-04-01 Wentao Chen , Tehuan Chen , Guang Lin

This paper studies accelerated algorithms for Q-learning. We propose an acceleration scheme by incorporating the historical iterates of the Q-function. The idea is conceptually inspired by the momentum-based acceleration methods in the…

系统与控制 · 电气工程与系统科学 2019-10-28 Bowen Weng , Lin Zhao , Huaqing Xiong , Wei Zhang

This paper introduces the QMDP-net, a neural network architecture for planning under partial observability. The QMDP-net combines the strengths of model-free learning and model-based planning. It is a recurrent policy network, but it…

人工智能 · 计算机科学 2017-11-06 Peter Karkus , David Hsu , Wee Sun Lee