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In this paper, we present a brief survey of Reinforcement Learning (RL), with particular emphasis on Stochastic Approximation (SA) as a unifying theme. The scope of the paper includes Markov Reward Processes, Markov Decision Processes,…

Machine Learning · Computer Science 2023-04-04 Mathukumalli Vidyasagar

The standard reinforcement learning (RL) formulation considers the expectation of the (discounted) cumulative reward. This is limiting in applications where we are concerned with not only the expected performance, but also the distribution…

Machine Learning · Computer Science 2019-06-13 Changjian Li , Krzysztof Czarnecki

Most algorithms in reinforcement learning (RL) require that the objective is formalised with a Markovian reward function. However, it is well-known that certain tasks cannot be expressed by means of an objective in the Markov rewards…

Machine Learning · Computer Science 2024-02-20 Rohan Subramani , Marcus Williams , Max Heitmann , Halfdan Holm , Charlie Griffin , Joar Skalse

Recent years have seen a rise in interest in terms of using machine learning, particularly reinforcement learning (RL), for production scheduling problems of varying degrees of complexity. The general approach is to break down the…

Machine Learning · Computer Science 2023-02-16 Alexandru Rinciog , Anne Meyer

Reinforcement learning (RL) algorithms assume that users specify tasks by manually writing down a reward function. However, this process can be laborious and demands considerable technical expertise. Can we devise RL algorithms that instead…

Machine Learning · Computer Science 2022-01-03 Benjamin Eysenbach , Sergey Levine , Ruslan Salakhutdinov

Reinforcement Learning (RL) is a promising approach for solving various control, optimization, and sequential decision making tasks. However, designing reward functions for complex tasks (e.g., with multiple objectives and safety…

Artificial Intelligence · Computer Science 2021-07-23 Xuan Zhao , Marcos Campos

We present a novel inductive generalization framework for RL from logical specifications. Many interesting tasks in RL environments have a natural inductive structure. These inductive tasks have similar overarching goals but they differ…

Machine Learning · Computer Science 2024-06-07 Vignesh Subramanian , Rohit Kushwah , Subhajit Roy , Suguman Bansal

In this study, we address the challenge of learning generalizable policies for compositional tasks defined by logical specifications. These tasks consist of multiple temporally extended sub-tasks. Due to the sub-task inter-dependencies and…

Artificial Intelligence · Computer Science 2024-11-05 Duo Xu , Faramarz Fekri

Humans achieve efficient learning by relying on prior knowledge about the structure of naturally occurring tasks. There is considerable interest in designing reinforcement learning (RL) algorithms with similar properties. This includes…

Machine Learning · Computer Science 2019-10-23 Jan Humplik , Alexandre Galashov , Leonard Hasenclever , Pedro A. Ortega , Yee Whye Teh , Nicolas Heess

Reinforcement learning (RL) is a popular approach for robotic path planning in uncertain environments. However, the control policies trained for an RL agent crucially depend on user-defined, state-based reward functions. Poorly designed…

Artificial Intelligence · Computer Science 2024-12-05 Anand Balakrishnan , Stefan Jakšić , Edgar A. Aguilar , Dejan Ničković , Jyotirmoy V. Deshmukh

A Markov decision process can be parameterized by a transition kernel and a reward function. Both play essential roles in the study of reinforcement learning as evidenced by their presence in the Bellman equations. In our inquiry of various…

Machine Learning · Computer Science 2023-09-04 Falcon Z. Dai

Several applications of Reinforcement Learning suffer from instability due to high variance. This is especially prevalent in high dimensional domains. Regularization is a commonly used technique in machine learning to reduce variance, at…

Machine Learning · Computer Science 2019-04-12 Pierre Thodoroff , Audrey Durand , Joelle Pineau , Doina Precup

As a paradigm for sequential decision making in unknown environments, reinforcement learning (RL) has received a flurry of attention in recent years. However, the explosion of model complexity in emerging applications and the presence of…

Machine Learning · Statistics 2025-07-22 Yuejie Chi , Yuxin Chen , Yuting Wei

In most practical applications of reinforcement learning, it is untenable to maintain direct estimates for individual states; in continuous-state systems, it is impossible. Instead, researchers often leverage state similarity (whether…

Machine Learning · Computer Science 2021-02-03 Charline Le Lan , Marc G. Bellemare , Pablo Samuel Castro

Many recent successful (deep) reinforcement learning algorithms make use of regularization, generally based on entropy or Kullback-Leibler divergence. We propose a general theory of regularized Markov Decision Processes that generalizes…

Machine Learning · Computer Science 2019-06-05 Matthieu Geist , Bruno Scherrer , Olivier Pietquin

This paper studies the control synthesis of motion planning subject to uncertainties. The uncertainties are considered in robot motions and environment properties, giving rise to the probabilistic labeled Markov decision process (PL-MDP). A…

Robotics · Computer Science 2023-01-31 Mingyu Cai , Shaoping Xiao , Zhijun Li , Zhen Kan

Reinforcement learning (RL) is an innovative approach to financial decision making, offering specialized solutions to complex investment problems where traditional methods fail. This review analyzes 167 articles from 2017--2025, focusing on…

Computational Finance · Quantitative Finance 2025-12-12 Mohammad Rezoanul Hoque , Md Meftahul Ferdaus , M. Kabir Hassan

Multi-task learning is a very challenging problem in reinforcement learning. While training multiple tasks jointly allow the policies to share parameters across different tasks, the optimization problem becomes non-trivial: It remains…

Machine Learning · Computer Science 2020-12-08 Ruihan Yang , Huazhe Xu , Yi Wu , Xiaolong Wang

Reactive synthesis algorithms allow automatic construction of policies to control an environment modeled as a Markov Decision Process (MDP) that are optimal with respect to high-level temporal logic specifications. However, they assume that…

Formal Languages and Automata Theory · Computer Science 2022-05-31 Rajeev Alur , Suguman Bansal , Osbert Bastani , Kishor Jothimurugan

We propose a general framework for entropy-regularized average-reward reinforcement learning in Markov decision processes (MDPs). Our approach is based on extending the linear-programming formulation of policy optimization in MDPs to…

Machine Learning · Computer Science 2017-05-23 Gergely Neu , Anders Jonsson , Vicenç Gómez
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