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相关论文: Fitted Q-Iteration via Max-Plus-Linear Approximati…

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In this paper, we present a novel algorithm named synchronous integral Q-learning, which is based on synchronous policy iteration, to solve the continuous-time infinite horizon optimal control problems of input-affine system dynamics. The…

系统与控制 · 电气工程与系统科学 2021-05-20 Lei Guo , Han Zhao

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

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

Q-functions are widely used in discrete-time learning and control to model future costs arising from a given control policy, when the initial state and input are given. Although some of their properties are understood, Q-functions…

最优化与控制 · 数学 2019-02-21 Joseph Warrington

Offline Reinforcement Learning (RL) focuses on learning policies solely from a batch of previously collected data. offering the potential to leverage such datasets effectively without the need for costly or risky active exploration. While…

机器学习 · 计算机科学 2025-06-06 Riccardo Zamboni , Enrico Brunetti , Marcello Restelli

The fine-tuning of pre-trained large language models (LLMs) using reinforcement learning (RL) is generally formulated as direct policy optimization. This approach was naturally favored as it efficiently improves a pretrained LLM, seen as an…

One of the most natural approaches to reinforcement learning (RL) with function approximation is value iteration, which inductively generates approximations to the optimal value function by solving a sequence of regression problems. To…

机器学习 · 计算机科学 2024-06-19 Noah Golowich , Ankur Moitra

We present the use of the fitted Q iteration in algorithmic trading. We show that the fitted Q iteration helps alleviate the dimension problem that the basic Q-learning algorithm faces in application to trading. Furthermore, we introduce a…

交易与市场微观结构 · 定量金融 2018-05-22 Son Le

This paper develops an online inverse reinforcement learning algorithm aimed at efficiently recovering a reward function from ongoing observations of an agent's actions. To reduce the computation time and storage space in reward estimation,…

机器人学 · 计算机科学 2017-08-01 Kun Li , Joel W. Burdick

Q-value iteration (Q-VI) is usually analyzed through the \(\gamma\)-contraction of the Bellman operator. This argument proves convergence to \(Q^*\), but it gives only a coarse account of when the induced greedy policy becomes optimal. We…

最优化与控制 · 数学 2026-05-06 Donghwan Lee

The use of target networks in deep reinforcement learning is a widely popular solution to mitigate the brittleness of semi-gradient approaches and stabilize learning. However, target networks notoriously require additional memory and delay…

机器学习 · 计算机科学 2026-03-02 Théo Vincent , Yogesh Tripathi , Tim Faust , Abdullah Akgül , Yaniv Oren , Melih Kandemir , Jan Peters , Carlo D'Eramo

In this paper reinforcement learning with binary vector actions was investigated. We suggest an effective architecture of the neural networks for approximating an action-value function with binary vector actions. The proposed architecture…

神经与进化计算 · 计算机科学 2015-12-07 Naoto Yoshida

$Q$-learning is one of the most fundamental reinforcement learning algorithms. It is widely believed that $Q$-learning with linear function approximation (i.e., linear $Q$-learning) suffers from possible divergence until the recent work…

机器学习 · 计算机科学 2025-05-28 Xinyu Liu , Zixuan Xie , Shangtong Zhang

We propose a new simple and natural algorithm for learning the optimal Q-value function of a discounted-cost Markov Decision Process (MDP) when the transition kernels are unknown. Unlike the classical learning algorithms for MDPs, such as…

最优化与控制 · 数学 2019-01-31 Dileep Kalathil , Vivek S. Borkar , Rahul Jain

In this paper, we consider model-free federated reinforcement learning for tabular episodic Markov decision processes. Under the coordination of a central server, multiple agents collaboratively explore the environment and learn an optimal…

机器学习 · 统计学 2025-03-11 Zhong Zheng , Haochen Zhang , Lingzhou Xue

We study computationally and statistically efficient reinforcement learning under the linear $Q^{\pi}$ realizability assumption, where any policy's $Q$-function is linear in a given state-action feature representation. Prior methods in this…

机器学习 · 计算机科学 2026-03-03 Yijing Ke , Zihan Zhang , Ruosong Wang

In a discounted reward Markov Decision Process (MDP), the objective is to find the optimal value function, i.e., the value function corresponding to an optimal policy. This problem reduces to solving a functional equation known as the…

机器学习 · 计算机科学 2019-06-17 Chandramouli Kamanchi , Raghuram Bharadwaj Diddigi , Shalabh Bhatnagar

Consider a Markov decision process (MDP) that admits a set of state-action features, which can linearly express the process's probabilistic transition model. We propose a parametric Q-learning algorithm that finds an approximate-optimal…

机器学习 · 计算机科学 2019-06-07 Lin F. Yang , Mengdi Wang

We study both the value function and Q-function formulation of the Linear Programming approach to Approximate Dynamic Programming. The approach is model-based and optimizes over a restricted function space to approximate the value function…

系统与控制 · 计算机科学 2018-08-31 Paul N. Beuchat , Angelos Georghiou , John Lygeros

We study query and computationally efficient planning algorithms with linear function approximation and a simulator. We assume that the agent only has local access to the simulator, meaning that the agent can only query the simulator at…

机器学习 · 计算机科学 2022-02-08 Dong Yin , Botao Hao , Yasin Abbasi-Yadkori , Nevena Lazić , Csaba Szepesvári