78 citations · 319 across the 37 of their papers we have counts for
6 papers · 1 filter
Online Robust Reinforcement Learning with Model Uncertainty
Yue Wang, Shaofeng Zou
Robust reinforcement learning (RL) is to find a policy that optimizes the worst-case performance over an uncertainty set of MDPs. In this paper, we focus on model-free robust RL, w…
Faster Algorithm and Sharper Analysis for Constrained Markov Decision Process
Tianjiao Li, Ziwei Guan, Shaofeng Zou +3
The problem of constrained Markov decision process (CMDP) is investigated, where an agent aims to maximize the expected accumulated discounted reward subject to multiple constraint…
Sample and Communication-Efficient Decentralized Actor-Critic Algorithms with Finite-Time Analysis
Ziyi Chen, Yi Zhou, Rongrong Chen +1
Actor-critic (AC) algorithms have been widely adopted in decentralized multi-agent systems to learn the optimal joint control policy. However, existing decentralized AC algorithms…
Sequential (Quickest) Change Detection: Classical Results and New Directions
Liyan Xie, Shaofeng Zou, Yao Xie +1
Online detection of changes in stochastic systems, referred to as sequential change detection or quickest change detection, is an important research topic in statistics, signal pro…
Non-Asymptotic Analysis for Two Time-scale TDC with General Smooth Function Approximation
Yue Wang, Shaofeng Zou, Yi Zhou
Temporal-difference learning with gradient correction (TDC) is a two time-scale algorithm for policy evaluation in reinforcement learning. This algorithm was initially proposed wit…
Greedy-GQ with Variance Reduction: Finite-time Analysis and Improved Complexity
Shaocong Ma, Ziyi Chen, Yi Zhou +1
Greedy-GQ is a value-based reinforcement learning (RL) algorithm for optimal control. Recently, the finite-time analysis of Greedy-GQ has been developed under linear function appro…