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06/20/2023
Provably Robust Temporal Difference Learning for Heavy-Tailed Rewards
In a broad class of reinforcement learning applications, stochastic rewa...
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12/29/2022
Policy Mirror Ascent for Efficient and Independent Learning in Mean Field Games
Mean-field games have been used as a theoretical tool to obtain an appro...
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06/02/2022
Finite-Time Analysis of Entropy-Regularized Neural Natural Actor-Critic Algorithm
Natural actor-critic (NAC) and its variants, equipped with the represent...
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02/20/2022
Learning to Control Partially Observed Systems with Finite Memory
We consider the reinforcement learning problem for partially observed Ma...
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06/09/2021
A Lyapunov-Based Methodology for Constrained Optimization with Bandit Feedback
In a wide variety of applications including online advertising, contract...
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06/08/2021
Linear Convergence of Entropy-Regularized Natural Policy Gradient with Linear Function Approximation
Natural policy gradient (NPG) methods with function approximation achiev...
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03/02/2021
Sample Complexity and Overparameterization Bounds for Projection-Free Neural TD Learning
We study the dynamics of temporal-difference learning with neural networ...
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06/30/2020
Continuous-Time Multi-Armed Bandits with Controlled Restarts
Time-constrained decision processes have been ubiquitous in many fundame...
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06/11/2020
Group-Fair Online Allocation in Continuous Time
The theory of discrete-time online learning has been successfully applie...
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02/29/2020
Budget-Constrained Bandits over General Cost and Reward Distributions
We consider a budget-constrained bandit problem where each arm pull incu...
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11/27/2018