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Reinforcement learning is time-consuming for complex tasks due to the need for large amounts of training data. Recent advances in GPU-based simulation, such as Isaac Gym, have sped up data collection thousands of times on a commodity GPU.…

机器学习 · 计算机科学 2023-07-25 Zechu Li , Tao Chen , Zhang-Wei Hong , Anurag Ajay , Pulkit Agrawal

The QLBS model is a discrete-time option hedging and pricing model that is based on Dynamic Programming (DP) and Reinforcement Learning (RL). It combines the famous Q-Learning method for RL with the Black-Scholes (-Merton) model's idea of…

计算金融 · 定量金融 2018-01-19 Igor Halperin

We propose Q-learning with Adjoint Matching (QAM), a novel TD-based reinforcement learning (RL) algorithm that tackles a long-standing challenge in continuous-action RL: efficient optimization of an expressive diffusion or flow-matching…

机器学习 · 计算机科学 2026-05-20 Qiyang Li , Sergey Levine

This work uses the entropy-regularised relaxed stochastic control perspective as a principled framework for designing reinforcement learning (RL) algorithms. Herein agent interacts with the environment by generating noisy controls…

机器学习 · 计算机科学 2023-09-18 Lukasz Szpruch , Tanut Treetanthiploet , Yufei Zhang

When safety is formulated as a limit of cumulative cost, safe reinforcement learning (RL) aims to learn policies that maximize return subject to the cost constraint in data collection and deployment. Off-policy safe RL methods, although…

机器学习 · 计算机科学 2026-03-26 Guopeng Li , Matthijs T. J. Spaan , Julian F. P. Kooij

Linear quadratic regulator (LQR) is one of the most popular frameworks to tackle continuous Markov decision process tasks. With its fundamental theory and tractable optimal policy, LQR has been revisited and analyzed in recent years, in…

人工智能 · 计算机科学 2020-07-14 Youngsuk Park , Ryan A. Rossi , Zheng Wen , Gang Wu , Handong Zhao

Reinforcement learning (RL) is a control approach that can handle nonlinear stochastic optimal control problems. However, despite the promise exhibited, RL has yet to see marked translation to industrial practice primarily due to its…

机器学习 · 计算机科学 2021-04-15 Elton Pan , Panagiotis Petsagkourakis , Max Mowbray , Dongda Zhang , Antonio del Rio-Chanona

In the past few years, off-policy reinforcement learning methods have shown promising results in their application for robot control. Deep Q-learning, however, still suffers from poor data-efficiency and is susceptible to stochasticity in…

机器学习 · 计算机科学 2020-08-17 Gabriel Kalweit , Maria Huegle , Joschka Boedecker

We propose a novel framework for learning linear time-invariant (LTI) models for a class of continuous-time non-autonomous nonlinear dynamics based on a representation of Koopman operators. In general, the operator is infinite-dimensional…

系统与控制 · 电气工程与系统科学 2022-05-24 Petar Bevanda , Max Beier , Shahab Heshmati-Alamdari , Stefan Sosnowski , Sandra Hirche

Offline inverse reinforcement learning (IRL) aims to recover a reward function that explains expert behavior using only fixed demonstration data, without any additional online interaction. We propose BiCQL-ML, a policy-free offline IRL…

机器学习 · 计算机科学 2025-12-01 Junsung Park

Parameter-efficient training based on low-rank optimization has become a highly successful tool for fine-tuning large deep learning models. However, these methods often fail for low-rank pre-training, where simultaneously maintaining…

机器学习 · 计算机科学 2026-02-19 Ipsita Ghosh , Ethan Nguyen , Christian Kümmerle

Offline Reinforcement Learning (RL) is a promising approach for next-generation wireless networks, where online exploration is unsafe and large amounts of operational data can be reused across the model lifecycle. However, the behavior of…

网络与互联网体系结构 · 计算机科学 2026-03-05 Nicolas Helson , Pegah Alizadeh , Anastasios Giovanidis

Model-free reinforcement learning (RL) algorithms, such as Q-learning, directly parameterize and update value functions or policies without explicitly modeling the environment. They are typically simpler, more flexible to use, and thus more…

机器学习 · 计算机科学 2018-07-11 Chi Jin , Zeyuan Allen-Zhu , Sebastien Bubeck , Michael I. Jordan

In this paper, we investigate a data-driven framework to solve Linear Quadratic Regulator (LQR) problems when the dynamics is unknown, with the additional challenge of providing stability certificates for the overall learning and control…

系统与控制 · 电气工程与系统科学 2026-04-13 Lorenzo Sforni , Guido Carnevale , Ivano Notarnicola , Giuseppe Notarstefano

This paper presents a model-free reinforcement learning (RL) algorithm to solve the risk-averse optimal control (RAOC) problem for discrete-time nonlinear systems. While successful RL algorithms have been presented to learn optimal control…

系统与控制 · 电气工程与系统科学 2021-03-29 Yuzhen Han , Majid Mazouchi , Subramanya Nageshrao , Hamidreza Modares

Ensuring safety during reinforcement learning (RL) training is critical in real-world applications where unsafe exploration can lead to devastating outcomes. While most safe RL methods mitigate risk through constraints or penalization, they…

机器学习 · 计算机科学 2026-04-29 Yeeun Lim , Narim Jeong , Donghwan Lee

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

Deploying Large Language Models (LLMs) on resource-constrained edge devices like the Raspberry Pi presents challenges in computational efficiency, power consumption, and response latency. This paper explores quantization-based optimization…

机器学习 · 计算机科学 2025-04-04 Mahsa Ardakani , Jinendra Malekar , Ramtin Zand

A gradient-based method is proposed for solving the linear quadratic regulator (LQR) problem for linear systems with nonlinear dependence on time-invariant probabilistic parametric uncertainties. The approach explicitly accounts for model…

系统与控制 · 电气工程与系统科学 2026-03-30 Leilei Cui , Richard D. Braatz

In complex environments with large discrete action spaces, effective decision-making is critical in reinforcement learning (RL). Despite the widespread use of value-based RL approaches like Q-learning, they come with a computational burden,…

机器学习 · 计算机科学 2024-05-17 Fares Fourati , Vaneet Aggarwal , Mohamed-Slim Alouini