451 citations · 1.7k across the 73 of their papers we have counts for
5 papers · 1 filter
Efficient Reinforcement Learning in Deterministic Systems with Value Function Generalization
Zheng Wen, Benjamin Van Roy
We consider the problem of reinforcement learning over episodes of a finite-horizon deterministic system and as a solution propose optimistic constraint propagation (OCP), an algor…
(More) Efficient Reinforcement Learning via Posterior Sampling
Ian Osband, Daniel Russo, Benjamin Van Roy
Most provably-efficient learning algorithms introduce optimism about poorly-understood states and actions to encourage exploration. We study an alternative approach for efficient e…
Efficient Reinforcement Learning for High Dimensional Linear Quadratic Systems
Morteza Ibrahimi, Adel Javanmard, Benjamin Van Roy
We study the problem of adaptive control of a high dimensional linear quadratic (LQ) system. Previous work established the asymptotic convergence to an optimal controller for vario…
A Tractable POMDP for a Class of Sequencing Problems
Paat Rusmevichientong, Benjamin van Roy
We consider a partially observable Markov decision problem (POMDP) that models a class of sequencing problems. Although POMDPs are typically intractable, our formulation admits tra…
Learning to Optimize Via Posterior Sampling
Daniel Russo, Benjamin Van Roy
This paper considers the use of a simple posterior sampling algorithm to balance between exploration and exploitation when learning to optimize actions such as in multi-armed bandi…