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Linear dynamical systems that obey stochastic differential equations are canonical models. While optimal control of known systems has a rich literature, the problem is technically hard under model uncertainty and there are hardly any…

Systems and Control · Electrical Eng. & Systems 2023-06-09 Mohamad Kazem Shirani Faradonbeh , Mohamad Sadegh Shirani Faradonbeh

Reinforcement Learning has emerged as a promising framework for developing adaptive and data-driven strategies, enabling market makers to optimize decision-making policies based on interactions with the limit order book environment. This…

Trading and Market Microstructure · Quantitative Finance 2026-02-17 Rafael Zimmer , Oswaldo Luiz do Valle Costa

Methods for learning optimal policies in autonomous agents often assume that the way the domain is conceptualised---its possible states and actions and their causal structure---is known in advance and does not change during learning. This…

Artificial Intelligence · Computer Science 2018-01-11 Craig Innes , Alex Lascarides , Stefano V Albrecht , Subramanian Ramamoorthy , Benjamin Rosman

Humans are masters at quickly learning many complex tasks, relying on an approximate understanding of the dynamics of their environments. In much the same way, we would like our learning agents to quickly adapt to new tasks. In this paper,…

This paper proposes a simulation-based reinforcement learning algorithm for controlling systems with uncertain and varying system parameters. While simulators are useful for safely learning control policies, the reality gap remains a major…

Systems and Control · Electrical Eng. & Systems 2026-05-14 Junya Ikemoto

We use model-free reinforcement learning, extensive simulation, and transfer learning to develop a continuous control algorithm that has good zero-shot performance in a real physical environment. We train a simulated agent to act optimally…

Artificial Intelligence · Computer Science 2018-03-09 M Ferguson , K. H. Law

Reinforcement learning means finding the optimal course of action in Markovian environments without knowledge of the environment's dynamics. Stochastic optimization algorithms used in the field rely on estimates of the value of a policy.…

Machine Learning · Computer Science 2017-05-25 Leonid Peshkin , Sayan Mukherjee

Selection as Power argued that upstream selection authority, rather than internal objective misalignment, constitutes a primary source of risk in high-stakes agentic systems. However, the original framework was static: governance…

Multiagent Systems · Computer Science 2026-03-03 Jose Manuel de la Chica Rodriguez , Juan Manuel Vera Díaz

Reinforcement learning for control over continuous spaces typically uses high-entropy stochastic policies, such as Gaussian distributions, for local exploration and estimating policy gradient to optimize performance. Many robotic control…

Machine Learning · Computer Science 2024-04-03 Ya-Chien Chang , Sicun Gao

We propose a method for learning expressive energy-based policies for continuous states and actions, which has been feasible only in tabular domains before. We apply our method to learning maximum entropy policies, resulting into a new…

Machine Learning · Computer Science 2017-07-25 Tuomas Haarnoja , Haoran Tang , Pieter Abbeel , Sergey Levine

Modeling agent behavior is central to understanding the emergence of complex phenomena in multiagent systems. Prior work in agent modeling has largely been task-specific and driven by hand-engineering domain-specific prior knowledge. We…

Multiagent Systems · Computer Science 2018-08-02 Aditya Grover , Maruan Al-Shedivat , Jayesh K. Gupta , Yura Burda , Harrison Edwards

We consider the problem of estimating an upper bound on the capacity of a memoryless channel with unknown channel law and continuous output alphabet. A novel data-driven algorithm is proposed that exploits the dual representation of…

Information Theory · Computer Science 2024-01-25 Christian Häger , Erik Agrell

Robust reinforcement learning agents using high-dimensional observations must be able to identify relevant state features amidst many exogeneous distractors. A representation that captures controllability identifies these state elements by…

Machine Learning · Computer Science 2024-06-25 Max Rudolph , Caleb Chuck , Kevin Black , Misha Lvovsky , Scott Niekum , Amy Zhang

In the Bayesian approach to sequential decision making, exact calculation of the (subjective) utility is intractable. This extends to most special cases of interest, such as reinforcement learning problems. While utility bounds are known to…

Machine Learning · Computer Science 2011-11-14 Christos Dimitrakakis

This paper aims to establish an entropy-regularized value-based reinforcement learning method that can ensure the monotonic improvement of policies at each policy update. Unlike previously proposed lower-bounds on policy improvement in…

Machine Learning · Computer Science 2020-08-26 Lingwei Zhu , Takamitsu Matsubara

We enable reinforcement learning agents to learn successful behavior policies by utilizing relevant pre-existing teacher policies. The teacher policies are introduced as objectives, in addition to the task objective, in a multi-objective…

Machine Learning · Computer Science 2023-08-31 Shruti Mishra , Ankit Anand , Jordan Hoffmann , Nicolas Heess , Martin Riedmiller , Abbas Abdolmaleki , Doina Precup

We study agency under partial observability in deterministic physical or simulated worlds, where apparent randomness arises from uncertainty over initial conditions, fixed law bits, and unrolled exogenous noise. We model sensing and…

Artificial Intelligence · Computer Science 2026-05-08 Richard Csaky

General purpose agents will require large repertoires of skills. Empowerment -- the maximum mutual information between skills and states -- provides a pathway for learning large collections of distinct skills, but mutual information is…

Machine Learning · Computer Science 2023-10-05 Andrew Levy , Sreehari Rammohan , Alessandro Allievi , Scott Niekum , George Konidaris

Many interventions, such as vaccines in clinical trials or coupons in online marketplaces, must be assigned sequentially without full knowledge of their effects. Multi-armed bandit algorithms have proven successful in such settings.…

Machine Learning · Statistics 2026-05-07 Aidan Gleich , Eric Laber , Alexander Volfovsky

Learning how to learn efficiently is a fundamental challenge for biological agents and a growing concern for artificial ones. To learn effectively, an agent must regulate its learning speed, balancing the benefits of rapid improvement…

Machine Learning · Computer Science 2026-01-13 Valentina Njaradi , Rodrigo Carrasco-Davis , Peter E. Latham , Andrew Saxe