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