arXiv Machine Learning

On Policy Stochasticity in Mutual Information Optimal Control of Linear Systems

arXiv AI
Sep 2

Provably Efficient Federated Reinforcement Learning with Linear Function Approximation and Logarithmic Communication Cost

The paper introduces Fed‑LSVI, a federated online reinforcement learning algorithm that uses linear function approximation in episodic Markov decision processes. It achieves a regret bound of ≥O(√{Md^3H^4T}) while only exchanging compressed sufficient statistics, thereby meeting privacy constraints. The method reduces communication cost to logarithmic in the number of episodes, a marked improvement over previous approaches that required linear communication.

By Zihang Liang, Haochen Zhang, Lingzhou Xue
arXiv Machine Learning
Sep 14

Linear Exponential Quadratic Gaussian Covariance Steering

The paper formulates and analyzes the linear exponential quadratic Gaussian (LEQG) covariance steering problem in continuous time over a finite horizon. It shows that the optimal controller, still a linear state feedback, cannot be expressed in closed form but is parameterized by a symmetric matrix solving an algebraic equation that captures the risk‑sensitivity parameter. The authors demonstrate that this controller generalizes the risk‑neutral case and prove existence‑uniqueness of solutions near the known risk‑neutral solution for matched noise and input channels, illustrated with a numerical example.

By Chiran B. Cherian, Yasemin Isik, Abhishek Halder
arXiv Machine Learning
Sep 15

Learning to Solve Stochastic Controls with Unknown Drifts and Running Rewards: Theory, Algorithms and Convergence

The paper investigates continuous‑time stochastic control problems with unknown drift and running reward functions, using an exploratory reinforcement learning framework that incorporates relaxed controls and entropy regularization. It develops policy‑iteration algorithms based on probabilistic representations of the optimal value function and its gradient, proving convergence and demonstrating performance through numerical examples. The study also extends to a special case with control‑dependent diffusion, requiring a Hessian representation.

By Jin Ma, Gaozhan Wang, Jianfeng Zhang, Xunyu Zhou
arXiv Machine Learning
Sep 14

Independent Learning of Nash Equilibria in Partially Observable Markov Potential Games with Decoupled Dynamics

The paper investigates learning Nash equilibria in partially observable Markov games (POMGs) where agents cannot fully observe the state. By focusing on a subclass with independent state transitions and a Markov potential game structure, the authors propose an independent learning algorithm that allows agents to converge to an approximate Nash equilibrium using only their own observations and actions, without communication. Under a filter stability assumption, finite‑history policies are shown to approximate the POMG sufficiently, enabling a surrogate near‑potential Markov game and yielding quasi‑polynomial sample and computational complexity.

By Philip Jordan, Maryam Kamgarpour
arXiv Machine Learning
Jul 27

Trajectory-Regularized Stochastic Optimal Control via KL Divergence

arXiv:2607. 22201v1 Announce Type: cross Abstract: We introduce trajectory-regularized stochastic optimal control (TRSOC), which augments standard stochastic optimal control (SOC) with a Kullback--Leibler (KL) divergence between controlled and reference trajectory distributions.

By Mintae Kim, Koushil Sreenath
arXiv Machine Learning
Sep 30

Global Optimality for Constrained Exploration via Penalty Regularization

The paper introduces Policy Gradient Penalty (PGP), a single‑loop policy‑space method that enforces convex occupancy‑measure constraints via quadratic‑penalty regularization. PGP constructs pseudo‑rewards to estimate gradients of the penalized objective and uses the classical Policy Gradient Theorem, establishing smoothness and global last‑iterate convergence guarantees for an ε‑optimal constrained entropy value with ε‑bounded constraint violation. The authors validate PGP with ablations on a grid‑world benchmark and demonstrate scalability on two challenging continuous‑control tasks.

By Florian Wolf, Ilyas Fatkhullin, Niao He