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The objective of a reinforcement learning agent is to discover better actions through exploration. However, typical exploration techniques aim to maximize rewards, often incurring high costs in both exploration and learning processes. We…

Machine Learning · Computer Science 2024-12-24 Akane Tsuboya , Yu Kono , Tatsuji Takahashi

The paper focuses on mean-field type multi-agent control problems with finite state and action spaces where the dynamics and cost structures are symmetric and homogeneous, and are affected by the distribution of the agents. A standard…

Optimization and Control · Mathematics 2025-07-03 Erhan Bayraktar , Ali D. Kara

The aim of multi-task reinforcement learning is two-fold: (1) efficiently learn by training against multiple tasks and (2) quickly adapt, using limited samples, to a variety of new tasks. In this work, the tasks correspond to reward…

Machine Learning · Computer Science 2019-11-05 Nicholas C. Landolfi , Garrett Thomas , Tengyu Ma

Inverse reinforcement learning (IRL) is the problem of inferring the reward function of an agent, given its policy or observed behavior. Analogous to RL, IRL is perceived both as a problem and as a class of methods. By categorically…

Machine Learning · Computer Science 2020-11-19 Saurabh Arora , Prashant Doshi

Inverse reinforcement learning aims to infer the reward function that explains expert behavior observed through trajectories of state--action pairs. A long-standing difficulty in classical IRL is the non-uniqueness of the recovered reward:…

Machine Learning · Statistics 2025-12-09 Denis Belomestny , Alexey Naumov , Sergey Samsonov

The Bellman equation and its continuous-time counterpart, the Hamilton-Jacobi-Bellman (HJB) equation, serve as necessary conditions for optimality in reinforcement learning and optimal control. While the value function is known to be the…

Machine Learning · Computer Science 2025-03-07 Haoxiang You , Lekan Molu , Ian Abraham

When function approximation is used, solving the Bellman optimality equation with stability guarantees has remained a major open problem in reinforcement learning for decades. The fundamental difficulty is that the Bellman operator may…

Machine Learning · Computer Science 2018-06-07 Bo Dai , Albert Shaw , Lihong Li , Lin Xiao , Niao He , Zhen Liu , Jianshu Chen , Le Song

While reinforcement learning has shown experimental success in a number of applications, it is known to be sensitive to noise and perturbations in the parameters of the system, leading to high variance in the total reward amongst different…

Systems and Control · Electrical Eng. & Systems 2024-12-02 Erfaun Noorani , Christos Mavridis , John Baras

We consider a framework for the construction of iterative schemes for operator equations that combine low-rank approximation in tensor formats and adaptive approximation in a basis. Under fairly general assumptions, we obtain a rigorous…

Numerical Analysis · Mathematics 2014-03-17 Markus Bachmayr , Wolfgang Dahmen

Operating directly from raw high dimensional sensory inputs like images is still a challenge for robotic control. Recently, Reinforcement Learning methods have been proposed to solve specific tasks end-to-end, from pixels to torques.…

Machine Learning · Computer Science 2019-01-07 Carlos Florensa , Jonas Degrave , Nicolas Heess , Jost Tobias Springenberg , Martin Riedmiller

Interest in reinforcement learning (RL) for large-scale systems, comprising extensive populations of intelligent agents interacting with heterogeneous environments, has surged significantly across diverse scientific domains in recent years.…

Systems and Control · Electrical Eng. & Systems 2025-09-16 Wei Zhang , Jr-Shin Li

Polynomial approximations of functions are widely used in scientific computing. In certain applications, it is often desired to require the polynomial approximation to be non-negative (resp. non-positive), or bounded within a given range,…

Numerical Analysis · Mathematics 2024-11-12 Yuan Chen , Dongbin Xiu , Xiangxiong Zhang

We propose an approach for inverse reinforcement learning from hetero-domain which learns a reward function in the simulator, drawing on the demonstrations from the real world. The intuition behind the method is that the reward function…

Machine Learning · Computer Science 2021-10-25 Yachen Kang , Jinxin Liu , Xin Cao , Donglin Wang

We study a classification problem where each feature can be acquired for a cost and the goal is to optimize a trade-off between the expected classification error and the feature cost. We revisit a former approach that has framed the problem…

Artificial Intelligence · Computer Science 2018-11-13 Jaromír Janisch , Tomáš Pevný , Viliam Lisý

Imitation Learning describes the problem of recovering an expert policy from demonstrations. While inverse reinforcement learning approaches are known to be very sample-efficient in terms of expert demonstrations, they usually require…

Machine Learning · Computer Science 2019-06-20 Huang Xiao , Michael Herman , Joerg Wagner , Sebastian Ziesche , Jalal Etesami , Thai Hong Linh

We study the transfer of rewards learned using inverse reinforcement learning from expert demonstrations in one environment to reinforcement learning in a new, different environment. This arises naturally when demonstrations are collected…

Machine Learning · Computer Science 2026-05-28 Guang-Yuan Hao , Lars van der Laan , Aurélien Bibaut , Nathan Kallus

The paper introduces an interactive machine learning mechanism to process the measurements of an uncertain, nonlinear dynamic process and hence advise an actuation strategy in real-time. For concept demonstration, a trajectory-following…

Systems and Control · Electrical Eng. & Systems 2023-03-16 Mohammed Abouheaf , Derek Boase , Wail Gueaieb , Davide Spinello , Salah Al-Sharhan

Modern Reinforcement Learning (RL) is commonly applied to practical problems with an enormous number of states, where function approximation must be deployed to approximate either the value function or the policy. The introduction of…

Machine Learning · Computer Science 2019-08-09 Chi Jin , Zhuoran Yang , Zhaoran Wang , Michael I. Jordan

This paper introduces a new deep learning approach to approximately solve the Covering Salesman Problem (CSP). In this approach, given the city locations of a CSP as input, a deep neural network model is designed to directly output the…

Neural and Evolutionary Computing · Computer Science 2021-09-15 Kaiwen Li , Tao Zhang , Rui Wang Yuheng Wang , Yi Han

In reinforcement learning (RL), different reward functions can define the same optimal policy but result in drastically different learning performance. For some, the agent gets stuck with a suboptimal behavior, and for others, it solves the…

Machine Learning · Computer Science 2025-02-25 Grigorii Veviurko , Wendelin Böhmer , Mathijs de Weerdt