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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

This paper studies an infinite horizon optimal control problem for discrete-time linear system and quadratic criteria, both with random parameters which are independent and identically distributed with respect to time. In this general…

Optimization and Control · Mathematics 2024-03-04 Deyue Li

In this paper, we consider multi-objective reinforcement learning, which arises in many real-world problems with multiple optimization goals. We approach the problem with a max-min framework focusing on fairness among the multiple goals and…

Machine Learning · Computer Science 2024-06-13 Giseung Park , Woohyeon Byeon , Seongmin Kim , Elad Havakuk , Amir Leshem , Youngchul Sung

Model-free approaches for reinforcement learning (RL) and continuous control find policies based only on past states and rewards, without fitting a model of the system dynamics. They are appealing as they are general purpose and easy to…

Machine Learning · Computer Science 2018-10-09 Yasin Abbasi-Yadkori , Nevena Lazic , Csaba Szepesvari

Many engineering problems have multiple objectives, and the overall aim is to optimize a non-linear function of these objectives. In this paper, we formulate the problem of maximizing a non-linear concave function of multiple long-term…

Machine Learning · Computer Science 2025-09-23 Qinbo Bai , Mridul Agarwal , Vaneet Aggarwal

Optimization is an important module of modern machine learning applications. Tremendous efforts have been made to accelerate optimization algorithms. A common formulation is achieving a lower loss at a given time. This enables a…

Machine Learning · Computer Science 2025-05-29 Zhonglin Xie , Yiman Fong , Haoran Yuan , Zaiwen Wen

We focus on developing efficient and reliable policy optimization strategies for robot learning with real-world data. In recent years, policy gradient methods have emerged as a promising paradigm for training control policies in simulation.…

Machine Learning · Computer Science 2023-11-07 Tyler Westenbroek , Jacob Levy , David Fridovich-Keil

We propose a novel model-based reinforcement learning algorithm -- Dynamics Learning and predictive control with Parameterized Actions (DLPA) -- for Parameterized Action Markov Decision Processes (PAMDPs). The agent learns a…

Machine Learning · Computer Science 2024-05-27 Renhao Zhang , Haotian Fu , Yilin Miao , George Konidaris

We consider the problem of learning to optimize an unknown Markov decision process (MDP). We show that, if the MDP can be parameterized within some known function class, we can obtain regret bounds that scale with the dimensionality, rather…

Machine Learning · Statistics 2014-11-04 Ian Osband , Benjamin Van Roy

With the recent advancements of technology in facilitating real-time monitoring and data collection, "just-in-time" interventions can be delivered via mobile devices to achieve both real-time and long-term management and control.…

Methodology · Statistics 2023-09-26 Wenzhuo Zhou , Yuhan Li , Ruoqing Zhu

Model-free reinforcement learning algorithms can compute policy gradients given sampled environment transitions, but require large amounts of data. In contrast, model-based methods can use the learned model to generate new data, but model…

Machine Learning · Computer Science 2022-03-04 Lukas P. Fröhlich , Maksym Lefarov , Melanie N. Zeilinger , Felix Berkenkamp

The process of robot design is a complex task and the majority of design decisions are still based on human intuition or tedious manual tuning. A more informed way of facing this task is computational design methods where design parameters…

Robotics · Computer Science 2022-10-07 Álvaro Belmonte-Baeza , Joonho Lee , Giorgio Valsecchi , Marco Hutter

Deep reinforcement learning (DRL) has recently shown its success in tackling complex combinatorial optimization problems. When these problems are extended to multiobjective ones, it becomes difficult for the existing DRL approaches to…

Artificial Intelligence · Computer Science 2022-02-15 Zizhen Zhang , Zhiyuan Wu , Hang Zhang , Jiahai Wang

Although recent model-free reinforcement learning algorithms have been shown to be capable of mastering complicated decision-making tasks, the sample complexity of these methods has remained a hurdle to utilizing them in many real-world…

Machine Learning · Computer Science 2020-04-21 Saeed Moazami , Peggy Doerschuk

In recent years, deep reinforcement learning has emerged as a technique to solve closed-loop flow control problems. Employing simulation-based environments in reinforcement learning enables a priori end-to-end optimization of the control…

Fluid Dynamics · Physics 2024-04-11 Andre Weiner , Janis Geise

Policy gradient methods are powerful reinforcement learning algorithms and have been demonstrated to solve many complex tasks. However, these methods are also data-inefficient, afflicted with high variance gradient estimates, and frequently…

Machine Learning · Computer Science 2019-05-15 Andreas Doerr , Michael Volpp , Marc Toussaint , Sebastian Trimpe , Christian Daniel

This paper studies the adaptive optimal stationary control of continuous-time linear stochastic systems with both additive and multiplicative noises, using reinforcement learning techniques. Based on policy iteration, a novel off-policy…

Systems and Control · Electrical Eng. & Systems 2021-12-07 Bo Pang , Zhong-Ping Jiang

Reinforcement learning continuously optimizes decision-making based on real-time feedback reward signals through continuous interaction with the environment, demonstrating strong adaptive and self-learning capabilities. In recent years, it…

Robotics · Computer Science 2024-08-15 Zixiang Wang , Hao Yan , Yining Wang , Zhengjia Xu , Zhuoyue Wang , Zhizhong Wu

We study the problem of learning safe control policies that are also effective; i.e., maximizing the probability of satisfying a linear temporal logic (LTL) specification of a task, and the discounted reward capturing the (classic) control…

Robotics · Computer Science 2026-04-07 Alper Kamil Bozkurt , Yu Wang , Miroslav Pajic

Robotic systems must be able to quickly and robustly make decisions when operating in uncertain and dynamic environments. While Reinforcement Learning (RL) can be used to compute optimal policies with little prior knowledge about the…

Robotics · Computer Science 2016-09-13 Yunpeng Pan , Xinyan Yan , Evangelos Theodorou , Byron Boots