Search Results for author: Rafal Wisniewski

Found 7 papers, 1 papers with code

Safe Reinforcement Learning for Constrained Markov Decision Processes with Stochastic Stopping Time

no code implementations23 Mar 2024 Abhijit Mazumdar, Rafal Wisniewski, Manuela L. Bujorianu

In this paper, we present an online reinforcement learning algorithm for constrained Markov decision processes with a safety constraint.

Efficient Exploration Safe Reinforcement Learning

PAC-Bayes Generalisation Bounds for Dynamical Systems Including Stable RNNs

1 code implementation15 Dec 2023 Deividas Eringis, John Leth, Zheng-Hua Tan, Rafal Wisniewski, Mihaly Petreczky

In this paper, we derive a PAC-Bayes bound on the generalisation gap, in a supervised time-series setting for a special class of discrete-time non-linear dynamical systems.

Time Series

Online Model-free Safety Verification for Markov Decision Processes Without Safety Violation

no code implementations8 Dec 2023 Abhijit Mazumdar, Rafal Wisniewski, Manuela L. Bujorianu

We then use an off-policy temporal difference learning method with importance sampling to learn the safety function corresponding to the given policy.

PAC-Bayesian-Like Error Bound for a Class of Linear Time-Invariant Stochastic State-Space Models

no code implementations30 Dec 2022 Deividas Eringis, John Leth, Zheng-Hua Tan, Rafal Wisniewski, Mihaly Petreczky

In this paper we derive a PAC-Bayesian-Like error bound for a class of stochastic dynamical systems with inputs, namely, for linear time-invariant stochastic state-space models (stochastic LTI systems for short).

Econometrics

Explicit construction of the minimum error variance estimator for stochastic LTI state-space systems

no code implementations6 Sep 2021 Deividas Eringis, John Leth, Zheng-Hua Tan, Rafal Wisniewski, Mihaly Petreczky

In this short article, we showcase the derivation of the optimal (minimum error variance) estimator, when one part of the stochastic LTI system output is not measured but is able to be predicted from the measured system outputs.

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