相关论文: A Measure-Theoretic Finite-Sample Theory for Adapt…

This paper proposes a computationally tractable algorithm for learning infinite-horizon average-reward linear Markov decision processes (MDPs) and linear mixture MDPs under the Bellman optimality condition. While guaranteeing computational…

In this study, we consider the application of max-plus-linear approximators for Q-function in offline reinforcement learning of discounted Markov decision processes. In particular, we incorporate these approximators to propose novel fitted…

A primary requirement for any reinforcement learning method is that it should produce policies that improve upon the initial guess. In this work, we show that the widely used Deep Q-Network (DQN) fails to satisfy this minimal criterion --…

Modern deep reinforcement learning (RL) algorithms are motivated by either the generalised policy iteration (GPI) or trust-region learning (TRL) frameworks. However, algorithms that strictly respect these theoretical frameworks have proven…

Q-learning is a popular Reinforcement Learning (RL) algorithm which is widely used in practice with function approximation (Mnih et al., 2015). In contrast, existing theoretical results are pessimistic about Q-learning. For example, (Baird,…

The linear programming (LP) approach has a long history in the theory of approximate dynamic programming. When it comes to computation, however, the LP approach often suffers from poor scalability. In this work, we introduce a relaxed…

State-of-the-art efficient model-based Reinforcement Learning (RL) algorithms typically act by iteratively solving empirical models, i.e., by performing \emph{full-planning} on Markov Decision Processes (MDPs) built by the gathered…

Statistical performance bounds for reinforcement learning (RL) algorithms can be critical for high-stakes applications like healthcare. This paper introduces a new framework for theoretically measuring the performance of such algorithms…

In temporal difference (TD) learning, off-policy sampling is known to be more practical than on-policy sampling, and by decoupling learning from data collection, it enables data reuse. It is known that policy evaluation (including…

The robust $\phi$-regularized Markov Decision Process (RRMDP) framework focuses on designing control policies that are robust against parameter uncertainties due to mismatches between the simulator (nominal) model and real-world settings.…

Recently, there has been a surge of interest in analyzing the non-asymptotic behavior of model-free reinforcement learning algorithms. However, the performance of such algorithms in non-ideal environments, such as in the presence of…

We prove performance guarantees of two algorithms for approximating $Q^\star$ in batch reinforcement learning. Compared to classical iterative methods such as Fitted Q-Iteration---whose performance loss incurs quadratic dependence on…

We present a distributional approach to theoretical analyses of reinforcement learning algorithms for constant step-sizes. We demonstrate its effectiveness by presenting simple and unified proofs of convergence for a variety of…

This paper studies several aspects of signal reconstruction of sampled data in spaces of bandlimited functions. In the first part, signal spaces are characterized in which the classical sampling series uniformly converge, and we investigate…

We introduce Reliable Policy Iteration (RPI) and Conservative RPI (CRPI), variants of Policy Iteration (PI) and Conservative PI (CPI), that retain tabular guarantees under function approximation. RPI uses a novel Bellman-constrained…

This paper reviews the topological groundwork for the study of reinforcement learning (RL) by focusing on the structure of state, action, and policy spaces. We begin by recalling key mathematical concepts such as complete metric spaces,…

Reasoning in large language models has long been a central research focus, and recent studies employing reinforcement learning (RL) have introduced diverse methods that yield substantial performance gains with minimal or even no external…

We study risk-sensitive reinforcement learning (RL) based on the entropic risk measure. Although existing works have established non-asymptotic regret guarantees for this problem, they leave open an exponential gap between the upper and…

Reinforcement learning (RL) for reachability specifications is fundamental in sequential decision-making, yet theoretical guarantees remain less explored. A recent work achieves asymptotic convergence to optimal policies. However, this…

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…