相关论文: DeepTOP: Deep Threshold-Optimal Policy for MDPs an…

Policy Iteration (PI) is a classical family of algorithms to compute an optimal policy for any given Markov Decision Problem (MDP). The basic idea in PI is to begin with some initial policy and to repeatedly update the policy to one from an…

Reinforcement Learning algorithms are primarily focused on learning a policy that maximizes expected return. As a result, the learned policy can exploit one or few reward sources. However, in many natural situations, it is desirable to…

A crucial problem in reinforcement learning is learning the optimal policy. We study this in tabular infinite-horizon discounted Markov decision processes under the online setting. The existing algorithms either fail to achieve regret…

We study the asymptotic optimal control of multi-class restless bandits. A restless bandit is a controllable stochastic process whose state evolution depends on whether or not the bandit is made active. Since finding the optimal control is…

In recent years, deep reinforcement learning has been shown to be adept at solving sequential decision processes with high-dimensional state spaces such as in the Atari games. Many reinforcement learning problems, however, involve…

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)…

We prove new upper and lower bounds for sample complexity of finding an $\epsilon$-optimal policy of an infinite-horizon average-reward Markov decision process (MDP) given access to a generative model. When the mixing time of the…

Learning Markov decision processes (MDPs) in the presence of the adversary is a challenging problem in reinforcement learning (RL). In this paper, we study RL in episodic MDPs with adversarial reward and full information feedback, where the…

In this work, we use optimal control to change the behavior of a deep reinforcement learning policy by optimizing directly in the policy's latent space. We hypothesize that distinct behavioral patterns, termed behavioral modes, can be…

We address the problem of identifying the optimal policy with a fixed confidence level in a multi-armed bandit setup, when \emph{the arms are subject to linear constraints}. Unlike the standard best-arm identification problem which is well…

This paper addresses the problem of learning control policies for mobile robots, modeled as unknown Markov Decision Processes (MDPs), that are tasked with temporal logic missions, such as sequencing, coverage, or surveillance. The MDP…

This paper presents a reinforcement learning approach to synthesizing task-driven control policies for robotic systems equipped with rich sensory modalities (e.g., vision or depth). Standard reinforcement learning algorithms typically…

Whittle index policy is a heuristic to the intractable restless multi-armed bandits (RMAB) problem. Although it is provably asymptotically optimal, finding Whittle indices remains difficult. In this paper, we present Neural-Q-Whittle, a…

We study a new two-time-scale stochastic gradient method for solving optimization problems, where the gradients are computed with the aid of an auxiliary variable under samples generated by time-varying MDPs controlled by the underlying…

Policy gradient methods have enjoyed great success in deep reinforcement learning but suffer from high variance of gradient estimates. The high variance problem is particularly exasperated in problems with long horizons or high-dimensional…

A novel reinforcement learning algorithm is introduced for multiarmed restless bandits with average reward, using the paradigms of Q-learning and Whittle index. Specifically, we leverage the structure of the Whittle index policy to reduce…

In many scientific and engineering problems, noise and nonlinearity are unavoidable, which could induce interesting mathematical problem such as transition phenomena. This paper focuses on efficiently discovering the most probable…

Linear Temporal Logic (LTL) is widely used to specify high-level objectives for system policies, and it is highly desirable for autonomous systems to learn the optimal policy with respect to such specifications. However, learning the…

We study online learning in \emph{constrained MDPs} (CMDPs), focusing on the goal of attaining sublinear strong regret and strong cumulative constraint violation. Differently from their standard (weak) counterparts, these metrics do not…

We consider the scheduling problem concerning N projects. Each project evolves as a multi-state Markov process. At each time instant, one project is scheduled to work, and some reward depending on the state of the chosen project is…