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In many scientific and engineering problems, noise and nonlinearity are unavoidable, which could induce interesting mathematical problem such as transition phenomena. This paper focuses on efficiently discovering the most probable…

Optimization and Control · Mathematics 2023-06-08 Jin Guo , Ting Gao , Peng Zhang , Jiequn Han , Jinqiao Duan

This paper presents a new algorithm for online linear regression whose efficiency guarantees satisfy the requirements of the KWIK (Knows What It Knows) framework. The algorithm improves on the complexity bounds of the current…

Machine Learning · Computer Science 2012-05-14 Thomas J. Walsh , Istvan Szita , Carlos Diuk , Michael L. Littman

A fundamental challenge in reinforcement learning is to learn policies that generalize beyond the operating domains experienced during training. In this paper, we approach this challenge through the following invariance principle: an agent…

Machine Learning · Computer Science 2020-11-10 Anoopkumar Sonar , Vincent Pacelli , Anirudha Majumdar

We study Reinforcement Learning for partially observable dynamical systems using function approximation. We propose a new \textit{Partially Observable Bilinear Actor-Critic framework}, that is general enough to include models such as…

Machine Learning · Computer Science 2022-06-27 Masatoshi Uehara , Ayush Sekhari , Jason D. Lee , Nathan Kallus , Wen Sun

We study the problem of infinite-horizon average-reward reinforcement learning with linear Markov decision processes (MDPs). The associated Bellman operator of the problem not being a contraction makes the algorithm design challenging.…

Machine Learning · Statistics 2025-03-12 Kihyuk Hong , Woojin Chae , Yufan Zhang , Dabeen Lee , Ambuj Tewari

We study the reinforcement learning problem in the setting of finite-horizon episodic Markov Decision Processes (MDPs) with $S$ states, $A$ actions, and episode length $H$. We propose a model-free algorithm UCB-Advantage and prove that it…

Machine Learning · Computer Science 2020-06-09 Zihan Zhang , Yuan Zhou , Xiangyang Ji

Reinforcement learning often needs to deal with the exponential growth of states and actions when exploring optimal control in high-dimensional spaces (often known as the curse of dimensionality). In this work, we address this issue by…

Machine Learning · Computer Science 2023-06-23 Yining Li , Peizhong Ju , Ness Shroff

Reinforcement learning is a general technique that allows an agent to learn an optimal policy and interact with an environment in sequential decision making problems. The goodness of a policy is measured by its value function starting from…

Machine Learning · Statistics 2025-06-30 C. Shi , S. Zhang , W. Lu , R. Song

Reinforcement learning algorithms commonly seek to optimize policies for solving one particular task. How should we explore an unknown dynamical system such that the estimated model globally approximates the dynamics and allows us to solve…

Machine Learning · Computer Science 2023-10-31 Bhavya Sukhija , Lenart Treven , Cansu Sancaktar , Sebastian Blaes , Stelian Coros , Andreas Krause

Uncertainty quantification has received considerable interest in recent works in Machine Learning. In particular, Conformal Prediction (CP) gains ground in this field. For the case of time series, Online Conformal Prediction (OCP) becomes…

Machine Learning · Computer Science 2025-11-03 Théo Dupuy , Binbin Xu , Stéphane Perrey , Jacky Montmain , Abdelhak Imoussaten

Option-critic learning is a general-purpose reinforcement learning (RL) framework that aims to address the issue of long term credit assignment by leveraging temporal abstractions. However, when dealing with extended timescales, discounting…

Machine Learning · Computer Science 2019-11-21 Akshay Dharmavaram , Matthew Riemer , Shalabh Bhatnagar

Partial observability is a common challenge in many reinforcement learning applications, which requires an agent to maintain memory, infer latent states, and integrate this past information into exploration. This challenge leads to a number…

Machine Learning · Computer Science 2020-10-27 Chi Jin , Sham M. Kakade , Akshay Krishnamurthy , Qinghua Liu

In this paper, we present the $\texttt{e-COP}$ algorithm, the first policy optimization algorithm for constrained Reinforcement Learning (RL) in episodic (finite horizon) settings. Such formulations are applicable when there are separate…

Machine Learning · Computer Science 2024-12-19 Akhil Agnihotri , Rahul Jain , Deepak Ramachandran , Sahil Singla

Offline reinforcement learning methods typically enforce strict constraints to ensure safety; yet this rigidity often prevents the discovery of optimal behaviors outside the immediate support of the behavior policy. To address this, we…

Machine Learning · Computer Science 2026-05-19 Yifei Chen , Shaoqin Zhu , Xiaoqiang Ji

This paper proposes GProp, a deep reinforcement learning algorithm for continuous policies with compatible function approximation. The algorithm is based on two innovations. Firstly, we present a temporal-difference based method for…

Machine Learning · Computer Science 2015-09-11 David Balduzzi , Muhammad Ghifary

This dissertation investigates how reinforcement learning (RL) methods can be designed to be safe, sample-efficient, and robust. Framed through the unifying perspective of contextual-bandit RL, the work addresses two major application…

Machine Learning · Computer Science 2025-10-20 Shashank Gupta

We deal with the convergence of the value function of an approximate control problem with uncertain dynamics to the value function of a nonlinear optimal control problem. The assumptions on the dynamics and the costs are rather general and…

Optimization and Control · Mathematics 2021-05-31 Andrea Pesare , Michele Palladino , Maurizio Falcone

The use of Reinforcement Learning in real-world scenarios is strongly limited by issues of scale. Most RL learning algorithms are unable to deal with problems composed of hundreds or sometimes even dozens of possible actions, and therefore…

Machine Learning · Computer Science 2012-03-02 Gabriel Dulac-Arnold , Ludovic Denoyer , Philippe Preux , Patrick Gallinari

In this paper, we propose and study opportunistic reinforcement learning - a new variant of reinforcement learning problems where the regret of selecting a suboptimal action varies under an external environmental condition known as the…

Machine Learning · Computer Science 2022-10-26 Xiaoxiao Wang , Nader Bouacida , Xueying Guo , Xin Liu

Reinforcement Learning from Verifiable Rewards (RLVR) has emerged as the standard paradigm for improving reasoning capability of large language models, while Multi-Token Prediction (MTP) has been a widely adopted module in pretraining.…

Machine Learning · Computer Science 2026-05-28 Zili Wang , Jiajun Chai , Lin Chen , Xiaohan Wang , Shiming Xiang , Guojun Yin
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