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Off-Policy reinforcement learning (RL) is an important class of methods for many problem domains, such as robotics, where the cost of collecting data is high and on-policy methods are consequently intractable. Standard methods for applying…

人工智能 · 计算机科学 2019-07-03 Riley Simmons-Edler , Ben Eisner , Eric Mitchell , Sebastian Seung , Daniel Lee

In this paper, we study large population multi-agent reinforcement learning (RL) in the context of discrete-time linear-quadratic mean-field games (LQ-MFGs). Our setting differs from most existing work on RL for MFGs, in that we consider a…

系统与控制 · 电气工程与系统科学 2020-10-02 Muhammad Aneeq uz Zaman , Kaiqing Zhang , Erik Miehling , Tamer Başar

One of the major challenges in Deep Reinforcement Learning for control is the need for extensive training to learn the policy. Motivated by this, we present the design of the Control-Tutored Deep Q-Networks (CT-DQN) algorithm, a Deep…

机器学习 · 计算机科学 2022-12-05 Francesco De Lellis , Marco Coraggio , Giovanni Russo , Mirco Musolesi , Mario di Bernardo

When function approximation is deployed in reinforcement learning (RL), the same problem may be formulated in different ways, often by treating a pre-processing step as a part of the environment or as part of the agent. As a consequence,…

机器学习 · 计算机科学 2020-06-02 Nan Jiang

We establish a continuous-time framework for analyzing Deep Q-Networks (DQNs) via stochastic control and Forward-Backward Stochastic Differential Equations (FBSDEs). Considering a continuous-time Markov Decision Process (MDP) driven by a…

机器学习 · 计算机科学 2025-05-06 Qian Qi

Reinforcement learning has been widely used in many problems, including quantum control of qubits. However, such problems can, at the same time, be solved by traditional, non-machine-learning methods, such as stochastic gradient descent and…

量子物理 · 物理学 2021-05-06 Xiao-Ming Zhang , Zezhu Wei , Raza Asad , Xu-Chen Yang , Xin Wang

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

This report aims to survey multi-agent Q-Learning algorithms, analyze different game theory frameworks used, address each framework's applications, and report challenges and future directions. The target application for this study is…

多智能体系统 · 计算机科学 2021-05-07 Arvin Tashakori

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…

机器学习 · 计算机科学 2023-10-04 Guojun Xiong , Jian Li

We study reinforcement learning (RL) for the same class of continuous-time stochastic linear--quadratic (LQ) control problems as in \cite{huang2024sublinear}, where volatilities depend on both states and controls while states are…

机器学习 · 计算机科学 2025-07-24 Yilie Huang , Xun Yu Zhou

Stochastic dynamic teams and games are rich models for decentralized systems and challenging testing grounds for multi-agent learning. Previous work that guaranteed team optimality assumed stateless dynamics, or an explicit coordination…

最优化与控制 · 数学 2024-03-28 Bora Yongacoglu , Gürdal Arslan , Serdar Yüksel

In this paper, we propose a new solution to reward adaptation (RA) in reinforcement learning, where the agent adapts to a target reward function based on one or more existing source behaviors learned a priori under the same domain dynamics…

机器学习 · 计算机科学 2025-10-23 Kevin Vora , Yu Zhang

Value-based reinforcement learning (RL) methods like Q-learning have shown success in a variety of domains. One challenge in applying Q-learning to continuous-action RL problems, however, is the continuous action maximization (max-Q)…

机器学习 · 计算机科学 2020-03-03 Moonkyung Ryu , Yinlam Chow , Ross Anderson , Christian Tjandraatmadja , Craig Boutilier

Model-free Reinforcement Learning (RL) algorithms such as Q-learning [Watkins, Dayan 92] have been widely used in practice and can achieve human level performance in applications such as video games [Mnih et al. 15]. Recently, equipped with…

机器学习 · 计算机科学 2019-05-03 Zhao Song , Wen Sun

We develop a new policy gradient and actor-critic algorithm for solving mean-field control problems within a continuous time reinforcement learning setting. Our approach leverages a gradient-based representation of the value function,…

机器学习 · 统计学 2023-09-11 Huyên Pham , Xavier Warin

Applying Q-learning to high-dimensional or continuous action spaces can be difficult due to the required maximization over the set of possible actions. Motivated by techniques from amortized inference, we replace the expensive maximization…

机器学习 · 计算机科学 2020-01-23 Tom Van de Wiele , David Warde-Farley , Andriy Mnih , Volodymyr Mnih

Reinforcement learning is a powerful tool to learn the optimal policy of possibly multiple agents by interacting with the environment. As the number of agents grow to be very large, the system can be approximated by a mean-field problem.…

最优化与控制 · 数学 2020-08-18 Weichen Wang , Jiequn Han , Zhuoran Yang , Zhaoran Wang

We study infinite horizon discounted Mean Field Control (MFC) problems with common noise through the lens of Mean Field Markov Decision Processes (MFMDP). We allow the agents to use actions that are randomized not only at the individual…

最优化与控制 · 数学 2021-10-14 René Carmona , Mathieu Laurière , Zongjun Tan

Achieving convergence of multiple learning agents in general $N$-player games is imperative for the development of safe and reliable machine learning (ML) algorithms and their application to autonomous systems. Yet it is known that, outside…

计算机科学与博弈论 · 计算机科学 2023-01-24 Aamal Abbas Hussain , Francesco Belardinelli , Georgios Piliouras

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…

系统与控制 · 电气工程与系统科学 2025-04-09 J. S. van Hulst , W. P. M. H. Heemels , D. J. Antunes