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相关论文: Informed Asymmetric Actor-Critic: Leveraging Privi…

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Reinforcement Learning (RL) techniques have drawn great attention in many challenging tasks, but their performance deteriorates dramatically when applied to real-world problems. Various methods, such as domain randomization, have been…

机器学习 · 计算机科学 2022-08-05 Wangyang Yue , Yuan Zhou , Xiaochuan Zhang , Yuchen Hua , Zhiyuan Wang , Guang Kou

An asymmetric information model is introduced for the situation in which there is a small agent who is more susceptible to the flow of information in the market than the general market participant, and who tries to implement strategies…

交易与市场微观结构 · 定量金融 2013-01-31 Dorje C. Brody , Mark H. A. Davis , Robyn L. Friedman , Lane P. Hughston

Extracting relevant information from a stream of high-dimensional observations is a central challenge for deep reinforcement learning agents. Actor-critic algorithms add further complexity to this challenge, as it is often unclear whether…

We consider the reinforcement learning problem for partially observed Markov decision processes (POMDPs) with large or even countably infinite state spaces, where the controller has access to only noisy observations of the underlying…

机器学习 · 计算机科学 2023-07-20 Semih Cayci , Niao He , R. Srikant

The actor-critic (AC) framework has achieved strong empirical success in off-policy reinforcement learning but suffers from the "moving target" problem, where the evaluated policy changes continually. Functional critics, or…

机器学习 · 计算机科学 2026-02-10 Qinxun Bai , Yuxuan Han , Wei Xu , Zhengyuan Zhou

In this paper, we propose a second-order deterministic actor-critic framework in reinforcement learning that extends the classical deterministic policy gradient method to exploit curvature information of the performance function. Building…

机器学习 · 计算机科学 2025-11-13 Arash Bahari Kordabad , Dean Brandner , Sebastien Gros , Sergio Lucia , Sadegh Soudjani

We consider the dynamic multichannel access problem, which can be formulated as a partially observable Markov decision process (POMDP). We first propose a model-free actor-critic deep reinforcement learning based framework to explore the…

信息论 · 计算机科学 2018-10-10 Chen Zhong , Ziyang Lu , M. Cenk Gursoy , Senem Velipasalar

Policies for partially observed Markov decision processes can be efficiently learned by imitating policies for the corresponding fully observed Markov decision processes. Unfortunately, existing approaches for this kind of imitation…

机器学习 · 计算机科学 2021-07-02 Andrew Warrington , J. Wilder Lavington , Adam Ścibior , Mark Schmidt , Frank Wood

Despite the promising results achieved, state-of-the-art interactive reinforcement learning schemes rely on passively receiving supervision signals from advisor experts, in the form of either continuous monitoring or pre-defined rules,…

机器学习 · 计算机科学 2024-05-27 Shunyu Liu , Kaixuan Chen , Na Yu , Jie Song , Zunlei Feng , Mingli Song

Policy gradient algorithms have proven to be successful in diverse decision making and control tasks. However, these methods suffer from high sample complexity and instability issues. In this paper, we address these challenges by providing…

机器学习 · 计算机科学 2021-03-17 Yannis Flet-Berliac , Reda Ouhamma , Odalric-Ambrym Maillard , Philippe Preux

We focus on a simulation-based optimization problem of choosing the best design from the feasible space. Although the simulation model can be queried with finite samples, its internal processing rule cannot be utilized in the optimization…

机器学习 · 计算机科学 2021-11-02 Kuo Li , Qing-Shan Jia , Jiaqi Yan

Despite the empirical success of the actor-critic algorithm, its theoretical understanding lags behind. In a broader context, actor-critic can be viewed as an online alternating update algorithm for bilevel optimization, whose convergence…

机器学习 · 计算机科学 2019-07-16 Zhuoran Yang , Yongxin Chen , Mingyi Hong , Zhaoran Wang

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…

机器学习 · 统计学 2018-02-23 Voot Tangkaratt , Abbas Abdolmaleki , Masashi Sugiyama

We study episodic reinforcement learning in Markov decision processes when the agent receives additional feedback per step in the form of several transition observations. Such additional observations are available in a range of tasks…

机器学习 · 计算机科学 2020-05-11 Christoph Dann , Yishay Mansour , Mehryar Mohri , Ayush Sekhari , Karthik Sridharan

Temporal abstraction in reinforcement learning is the ability of an agent to learn and use high-level behaviors, called options. The option-critic architecture provides a gradient-based end-to-end learning method to construct options. We…

机器学习 · 计算机科学 2022-01-11 Raviteja Chunduru , Doina Precup

Off-policy actor-critic methods in reinforcement learning train a critic with temporal-difference updates and use it as a learning signal for the policy (actor). This design typically achieves higher sample efficiency than purely on-policy…

机器学习 · 计算机科学 2026-01-05 Uğurcan Özalp

In this paper, we investigate the infinite-horizon risk-constrained linear quadratic regulator problem (RC-QR), which augments the classical LQR formulation with a statistical constraint on the variability of the system state to incorporate…

最优化与控制 · 数学 2025-10-28 Weijian Li , Andreas A. Malikopoulos

We introduce a reinforcement learning method for a class of non-Markov systems; our approach extends the actor-critic framework given by Rose et al. [New J. Phys. 23 013013 (2021)] for obtaining scaled cumulant generating functions…

统计力学 · 物理学 2026-03-09 Venkata D. Pamulaparthy , Rosemary J. Harris

The ability to learn and execute optimal control policies safely is critical to realization of complex autonomy, especially where task restarts are not available and/or the systems are safety-critical. Safety requirements are often…

系统与控制 · 电气工程与系统科学 2021-10-06 S M Nahid Mahmud , Moad Abudia , Scott A Nivison , Zachary I. Bell , Rushikesh Kamalapurkar

Multi-agent deep reinforcement learning makes optimal decisions dependent on system states observed by agents, but any uncertainty on the observations may mislead agents to take wrong actions. The Mean-Field Actor-Critic reinforcement…

机器学习 · 计算机科学 2023-06-01 Ziyuan Zhou , Guanjun Liu