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This paper applies the authors' recent results on asynchronous stochastic approximation (SA) in the Borkar-Meyn framework to reinforcement learning in average-reward semi-Markov decision processes (SMDPs). We establish the convergence of an…

Machine Learning · Computer Science 2025-12-09 Huizhen Yu , Yi Wan , Richard S. Sutton

We consider Markov Decision Processes (MDPs) where the rewards are unknown and may change in an adversarial manner. We provide an algorithm that achieves state-of-the-art regret bound of $O( \sqrt{\tau (\ln|S|+\ln|A|)T}\ln(T))$, where $S$…

Machine Learning · Computer Science 2019-05-28 Adrian Rivera Cardoso , He Wang , Huan Xu

The goal of this paper is to study a distributed version of the gradient temporal-difference (GTD) learning algorithm for a class of multi-agent Markov decision processes (MDPs). The temporal-difference (TD) learning is a reinforcement…

Optimization and Control · Mathematics 2020-04-29 Donghwan Lee , Jianghai Hu

Many applications -- including power systems, robotics, and economics -- involve a dynamical system interacting with a stochastic and hard-to-model environment. We adopt a reinforcement learning approach to control such systems.…

Optimization and Control · Mathematics 2025-08-26 Abed AlRahman Al Makdah , Oliver Kosut , Lalitha Sankar , Shaofeng Zou

Dialogue policy optimization often obtains feedback until task completion in task-oriented dialogue systems. This is insufficient for training intermediate dialogue turns since supervision signals (or rewards) are only provided at the end…

Computation and Language · Computer Science 2020-05-12 Xinting Huang , Jianzhong Qi , Yu Sun , Rui Zhang

Maximum entropy reinforcement learning integrates exploration into policy learning by providing additional intrinsic rewards proportional to the entropy of some distribution. In this paper, we propose a novel approach in which the intrinsic…

Machine Learning · Computer Science 2025-09-30 Adrien Bolland , Gaspard Lambrechts , Damien Ernst

Count-based exploration algorithms are known to perform near-optimally when used in conjunction with tabular reinforcement learning (RL) methods for solving small discrete Markov decision processes (MDPs). It is generally thought that…

Artificial Intelligence · Computer Science 2017-12-06 Haoran Tang , Rein Houthooft , Davis Foote , Adam Stooke , Xi Chen , Yan Duan , John Schulman , Filip De Turck , Pieter Abbeel

We study reinforcement learning with delayed state observation, where the agent observes the current state after some random number of time steps. We propose an algorithm that combines the augmentation method and the upper confidence bound…

Machine Learning · Computer Science 2026-03-05 Harin Lee , Kevin Jamieson

While many multi-armed bandit algorithms assume that rewards for all arms are constant across rounds, this assumption does not hold in many real-world scenarios. This paper considers the setting of recovering bandits (Pike-Burke &…

Machine Learning · Computer Science 2024-03-19 Yuto Tanimoto , Kenji Fukumizu

Generalization in partially observed markov decision processes (POMDPs) is critical for successful applications of visual reinforcement learning (VRL) in real scenarios. A widely used idea is to learn task-relevant representations that…

Machine Learning · Computer Science 2023-02-21 Jie Wang , Rui Yang , Zijie Geng , Zhihao Shi , Mingxuan Ye , Qi Zhou , Shuiwang Ji , Bin Li , Yongdong Zhang , Feng Wu

Stochastic and soft optimal policies resulting from entropy-regularized Markov decision processes (ER-MDP) are desirable for exploration and imitation learning applications. Motivated by the fact that such policies are sensitive with…

Machine Learning · Computer Science 2022-01-03 Tien Mai , Patrick Jaillet

Constrained Markov Decision Process (CMDP) is a natural framework for reinforcement learning tasks with safety constraints, where agents learn a policy that maximizes the long-term reward while satisfying the constraints on the long-term…

Artificial Intelligence · Computer Science 2018-02-20 Qingkai Liang , Fanyu Que , Eytan Modiano

We present a probabilistic logic programming framework to reinforcement learning, by integrating reinforce-ment learning, in POMDP environments, with normal hybrid probabilistic logic programs with probabilistic answer set seman-tics, that…

Artificial Intelligence · Computer Science 2010-11-30 Emad Saad

Reinforcement learning, which acquires a policy maximizing long-term rewards, has been actively studied. Unfortunately, this learning type is too slow and difficult to use in practical situations because the state-action space becomes huge…

Machine Learning · Computer Science 2021-04-14 Takato Okudo , Seiji Yamada

In many real-world scenarios, reward signal for agents are exceedingly sparse, making it challenging to learn an effective reward function for reward shaping. To address this issue, the proposed approach in this paper performs reward…

Machine Learning · Computer Science 2026-05-18 Wenyun Li , Wenjie Huang , Chen Sun

Reinforcement learning with verifiable reward has recently emerged as a central paradigm for post-training large language models (LLMs); however, prevailing mean-based methods, such as Group Relative Policy Optimization (GRPO), suffer from…

Machine Learning · Computer Science 2025-10-02 Tao Ren , Jinyang Jiang , Hui Yang , Wan Tian , Minhao Zou , Guanghao Li , Zishi Zhang , Qinghao Wang , Shentao Qin , Yanjun Zhao , Rui Tao , Hui Shao , Yijie Peng

An automatic program that generates constant profit from the financial market is lucrative for every market practitioner. Recent advance in deep reinforcement learning provides a framework toward end-to-end training of such trading agent.…

Trading and Market Microstructure · Quantitative Finance 2018-07-10 Chien Yi Huang

We propose RUDDER, a novel reinforcement learning approach for delayed rewards in finite Markov decision processes (MDPs). In MDPs the Q-values are equal to the expected immediate reward plus the expected future rewards. The latter are…

Practical reinforcement learning problems are often formulated as constrained Markov decision process (CMDP) problems, in which the agent has to maximize the expected return while satisfying a set of prescribed safety constraints. In this…

Machine Learning · Computer Science 2019-09-23 Shin-ichi Maeda , Hayato Watahiki , Shintarou Okada , Masanori Koyama

Existing AI alignment approaches assume that preferences are static, which is unrealistic: our preferences change, and may even be influenced by our interactions with AI systems themselves. To clarify the consequences of incorrectly…

Artificial Intelligence · Computer Science 2024-05-29 Micah Carroll , Davis Foote , Anand Siththaranjan , Stuart Russell , Anca Dragan