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Reinforcement Learning (RL) has made significant strides in enabling artificial agents to learn diverse behaviors. However, learning an effective policy often requires a large number of environment interactions. To mitigate sample…

Artificial Intelligence · Computer Science 2024-04-04 Yash Shukla , Tanushree Burman , Abhishek Kulkarni , Robert Wright , Alvaro Velasquez , Jivko Sinapov

Reinforcement learning (RL) algorithms have been successfully applied to a range of challenging sequential decision making and control tasks. In this paper, we classify RL into direct and indirect RL according to how they seek the optimal…

Machine Learning · Computer Science 2021-05-12 Yang Guan , Shengbo Eben Li , Jingliang Duan , Jie Li , Yangang Ren , Qi Sun , Bo Cheng

Policy-gradient approaches to reinforcement learning have two common and undesirable overhead procedures, namely warm-start training and sample variance reduction. In this paper, we describe a reinforcement learning method based on a…

Machine Learning · Computer Science 2017-10-17 Nan Ding , Radu Soricut

Despite the success achieved by the analysis of supervised learning algorithms in the framework of statistical mechanics, reinforcement learning has remained largely untouched. Here we move towards closing the gap by analyzing the dynamics…

Statistical Mechanics · Physics 2022-09-02 Riccardo Fabbricatore , Vladimir V. Palyulin

We consider the problem of steering a system with unknown, stochastic dynamics to satisfy a rich, temporally layered task given as a signal temporal logic formula. We represent the system as a Markov decision process in which the states are…

Systems and Control · Computer Science 2015-10-23 Austin Jones , Derya Aksaray , Zhaodan Kong , Mac Schwager , Calin Belta

In common-interest stochastic games all players receive an identical payoff. Players participating in such games must learn to coordinate with each other in order to receive the highest-possible value. A number of reinforcement learning…

Artificial Intelligence · Computer Science 2011-06-28 R. I. Brafman , M. Tennenholtz

The agent learns to organize decision behavior to achieve a behavioral goal, such as reward maximization, and reinforcement learning is often used for this optimization. Learning an optimal behavioral strategy is difficult under the…

Machine Learning · Computer Science 2023-05-09 Kazuki Takahashi , Tomoki Fukai , Yutaka Sakai , Takashi Takekawa

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

The use of reinforcement learning (RL) in scientific applications, such as materials design and automated chemistry, is increasing. A major challenge, however, lies in fact that measuring the state of the system is often costly and time…

Machine Learning · Computer Science 2022-04-08 Colin Bellinger , Andriy Drozdyuk , Mark Crowley , Isaac Tamblyn

Natural learners must compute an estimate of future outcomes that follow from a stimulus in continuous time. Widely used reinforcement learning algorithms discretize continuous time and estimate either transition functions from one step to…

Artificial Intelligence · Computer Science 2018-10-30 Zoran Tiganj , Samuel J. Gershman , Per B. Sederberg , Marc W. Howard

Mixed integer linear programs are commonly solved by Branch and Bound algorithms. A key factor of the efficiency of the most successful commercial solvers is their fine-tuned heuristics. In this paper, we leverage patterns in real-world…

Machine Learning · Computer Science 2020-12-02 Marc Etheve , Zacharie Alès , Côme Bissuel , Olivier Juan , Safia Kedad-Sidhoum

We apply reinforcement learning (RL) to robotics tasks. One of the drawbacks of traditional RL algorithms has been their poor sample efficiency. One approach to improve the sample efficiency is model-based RL. In our model-based RL…

Machine Learning · Computer Science 2023-05-16 Adithya Ramesh , Balaraman Ravindran

We present an iterative inverse reinforcement learning algorithm to infer optimal cost functions in continuous spaces. Based on a popular maximum entropy criteria, our approach iteratively finds a weight improvement step and proposes a…

Machine Learning · Computer Science 2025-05-14 Sarmad Mehrdad , Avadesh Meduri , Ludovic Righetti

We consider large-scale Markov decision processes (MDPs) with an unknown cost function and employ stochastic convex optimization tools to address the problem of imitation learning, which consists of learning a policy from a finite set of…

Machine Learning · Computer Science 2022-01-04 Angeliki Kamoutsi , Goran Banjac , John Lygeros

State-of-the-art model-based reinforcement learning methods train policies on imagined rollouts. These rollouts are trajectories generated by a learned dynamics model and are scored by a learned reward model, but without querying the true…

Machine Learning · Computer Science 2026-05-13 Nadav Timor , Ravid Shwartz-Ziv , Micah Goldblum , Yann LeCun , David Harel

Continuous state spaces and stochastic, switching dynamics characterize a number of rich, realworld domains, such as robot navigation across varying terrain. We describe a reinforcementlearning algorithm for learning in these domains and…

Machine Learning · Computer Science 2012-06-18 Emma Brunskill , Bethany Leffler , Lihong Li , Michael L. Littman , Nicholas Roy

Policy gradient methods in reinforcement learning update policy parameters by taking steps in the direction of an estimated gradient of policy value. In this paper, we consider the statistically efficient estimation of policy gradients from…

Machine Learning · Statistics 2020-02-21 Nathan Kallus , Masatoshi Uehara

We extend the standard reinforcement learning framework to random time horizons. While the classical setting typically assumes finite and deterministic or infinite runtimes of trajectories, we argue that multiple real-world applications…

Machine Learning · Computer Science 2025-08-15 Enric Ribera Borrell , Lorenz Richter , Christof Schütte

We develop policy gradients methods for stochastic control with exit time in a model-free setting. We propose two types of algorithms for learning either directly the optimal policy or by learning alternately the value function (critic) and…

Computational Finance · Quantitative Finance 2023-02-16 Mohamed Hamdouche , Pierre Henry-Labordere , Huyen Pham

Stability is a basic requirement when studying the behavior of dynamical systems. However, stabilizing dynamical systems via reinforcement learning is challenging because only little data can be collected over short time horizons before…

Optimization and Control · Mathematics 2024-11-01 Steffen W. R. Werner , Benjamin Peherstorfer
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