4 papers · 1 filter
Optimality of Affine Policies in Distributionally Robust Linear-Quadratic Control with Temporally Correlated Noise
Jakob Nylöf, Daniel Kuhn, John Lygeros +1
We study finite-horizon distributionally robust linear-quadratic control with disturbances that can be arbitrarily correlated in time. The ambiguity set is modeled as a single 2-Wa…
Optimality of Linear Policies in Distributionally Robust Linear Quadratic Control
Bahar Taşkesen, Dan A. Iancu, Çağıl Koçyiğit +1
We study a generalization of the classical discrete-time, Linear-Quadratic-Gaussian (LQG) control problem where the noise distributions affecting the states and observations are un…
Towards Optimal Offline Reinforcement Learning
Mengmeng Li, Daniel Kuhn, Tobias Sutter
We study offline reinforcement learning problems with a long-run average reward objective. The state-action pairs generated by any fixed behavioral policy thus follow a Markov chai…
A Large Deviations Perspective on Policy Gradient Algorithms
Wouter Jongeneel, Daniel Kuhn, Mengmeng Li
Motivated by policy gradient methods in the context of reinforcement learning, we identify a large deviation rate function for the iterates generated by stochastic gradient descent…