相关论文: Finite-time analysis of single-timescale actor-cri…

This paper presents the first sufficient conditions that guarantee the stability and almost sure convergence of multi-timescale stochastic approximation (SA) iterates. It extends the existing results on one-timescale and two-timescale SA…

We study policy gradient for mean-field control in continuous time in a reinforcement learning setting. By considering randomised policies with entropy regularisation, we derive a gradient expectation representation of the value function,…

This paper presents the Relaxed Continuous-Time Actor-critic (RCTAC) algorithm, a method for finding the nearly optimal policy for nonlinear continuous-time (CT) systems with known dynamics and infinite horizon, such as the path-tracking…

Recent works have proposed accelerating the wall-clock training time of actor-critic methods via the use of large-scale environment parallelization; unfortunately, these can sometimes still require large number of environment interactions…

In cooperative stochastic games multiple agents work towards learning joint optimal actions in an unknown environment to achieve a common goal. In many real-world applications, however, constraints are often imposed on the actions that can…

Despite definite success in deep reinforcement learning problems, actor-critic algorithms are still confronted with sample inefficiency in complex environments, particularly in tasks where efficient exploration is a bottleneck. These…

Bandit algorithms are widely used in sequential decision problems to maximize the cumulative reward. One potential application is mobile health, where the goal is to promote the user's health through personalized interventions based on user…

As an important algorithm in deep reinforcement learning, advantage actor critic (A2C) has been widely succeeded in both discrete and continuous control tasks with raw pixel inputs, but its sample efficiency still needs to improve more. In…

This work examines average-reward reinforcement learning with general policy parametrization. Existing state-of-the-art (SOTA) guarantees for this problem are either suboptimal or hindered by several challenges, including poor scalability…

Reinforcement learning with multiple, potentially conflicting objectives is pervasive in real-world applications, while this problem remains theoretically under-explored. This paper tackles the multi-objective reinforcement learning (MORL)…

Actor-critic methods solve reinforcement learning problems by updating a parameterized policy known as an actor in a direction that increases an estimate of the expected return known as a critic. However, existing actor-critic methods only…

In this paper, we consider the risk-sensitive cost criterion with exponentiated costs for Markov decision processes and develop a model-free policy gradient algorithm in this setting. Unlike additive cost criteria such as average or…

In partially observable reinforcement learning, offline training gives access to latent information which is not available during online training and/or execution, such as the system state. Asymmetric actor-critic methods exploit such…

This paper presents an actor-critic deep reinforcement learning agent with experience replay that is stable, sample efficient, and performs remarkably well on challenging environments, including the discrete 57-game Atari domain and several…

Reinforcement learning has gathered much attention in recent years due to its rapid development and rich applications, especially on control systems and robotics. When tackling real-world applications with reinforcement learning method, the…

We study a decentralized variant of stochastic approximation, a data-driven approach for finding the root of an operator under noisy measurements. A network of agents, each with its own operator and data observations, cooperatively find the…

Real world evolves in continuous time but computations are done from finite samples. Therefore, we study algorithms using finite observations in continuous-time linear dynamical systems. We first study the system identification problem, and…

Efficient utilization of the replay buffer plays a significant role in the off-policy actor-critic reinforcement learning (RL) algorithms used for model-free control policy synthesis for complex dynamical systems. We propose a method for…

We study policy gradient (PG) for reinforcement learning in continuous time and space under the regularized exploratory formulation developed by Wang et al. (2020). We represent the gradient of the value function with respect to a given…

Multi-time-scale stochastic approximation is an iterative algorithm for finding the fixed point of a set of $N$ coupled operators given their noisy samples. It has been observed that due to the coupling between the decision variables and…