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08/08/2020
Convex Q-Learning, Part 1: Deterministic Optimal Control
It is well known that the extension of Watkins' algorithm to general fun...
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02/24/2020
Q-learning with Uniformly Bounded Variance: Large Discounting is Not a Barrier to Fast Learning
It has been a trend in the Reinforcement Learning literature to derive s...
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04/25/2019
Zap Q-Learning for Optimal Stopping Time Problems
We propose a novel reinforcement learning algorithm that approximates so...
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02/19/2019
Gain function approximation in the Feedback Particle Filter
This paper is concerned with numerical algorithms for the problem of gai...
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12/28/2018