no code implementations • 20 Apr 2024 • Namkyeong Cho, Yeoneung Kim
We address the crucial yet underexplored stability properties of the Hamilton--Jacobi--Bellman (HJB) equation in model-free reinforcement learning contexts, specifically for Lipschitz continuous optimal control problems.
no code implementations • 5 Nov 2021 • Yeoneung Kim, Insoon Yang, Kwang-Sung Jun
For linear bandits, we achieve $\tilde O(\min\{d\sqrt{K}, d^{1. 5}\sqrt{\sum_{k=1}^K \sigma_k^2}\} + d^2)$ where $d$ is the dimension of the features, $K$ is the time horizon, and $\sigma_k^2$ is the noise variance at time step $k$, and $\tilde O$ ignores polylogarithmic dependence, which is a factor of $d^3$ improvement.
no code implementations • 27 Oct 2021 • Dohyun Kwon, Yeoneung Kim, Guido Montúfar, Insoon Yang
We propose a stable method to train Wasserstein generative adversarial networks.