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20092024
most citedAn Improved Analysis of (Variance-Reduced) Policy Gradient and Natural Policy Gradient Methods

30 citations · 106 across the 27 of their papers we have counts for

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Showing 2019 · math.OCShow all

5 papers · 2 filters

math.OC2019

Zero-Sum Differential Games on the Wasserstein Space

Jun Moon, Tamer Basar

We consider two-player zero-sum differential games (ZSDGs), where the state process (dynamical system) depends on the random initial condition and the state process's distribution,…

math.OC2019

Quantifying Market Efficiency Impacts of Aggregated Distributed Energy Resources

Khaled Alshehri, Mariola Ndrio, Subhonmesh Bose +1

We focus on the aggregation of distributed energy resources (DERs) through a profit-maximizing intermediary that enables participation of DERs in wholesale electricity markets. Par…

math.OC2019

Policy Optimization for Linear Control with Robustness Guarantee: Implicit Regularization and Global Convergence

Kaiqing Zhang, Bin Hu, Tamer Başar

Policy optimization (PO) is a key ingredient for reinforcement learning (RL). For control design, certain constraints are usually enforced on the policies to optimize, accounting f…

math.OC2019

Global Convergence of Policy Gradient Methods to (Almost) Locally Optimal Policies

Kaiqing Zhang, Alec Koppel, Hao Zhu +1

Policy gradient (PG) methods are a widely used reinforcement learning methodology in many applications such as video games, autonomous driving, and robotics. In spite of its empiri…

math.OC2019

Analysis and Control of a Continuous-Time Bi-Virus Model

Ji Liu, Philip E. Pare, Angelia Nedich +3

This paper studies a distributed continuous-time bi-virus model in which two competing viruses spread over a network consisting of multiple groups of individuals. Limiting behavior…