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Partial observability of the underlying states generally presents significant challenges for reinforcement learning (RL). In practice, certain \emph{privileged information}, e.g., the access to states from simulators, has been exploited in…

Machine Learning · Computer Science 2025-02-24 Yang Cai , Xiangyu Liu , Argyris Oikonomou , Kaiqing Zhang

We present a hierarchical reinforcement learning framework that formulates each task in the hierarchy as a special type of Markov decision process for which the Bellman equation is linear and has analytical solution. Problems of this type,…

Artificial Intelligence · Computer Science 2016-03-11 Anders Jonsson , Vicenç Gómez

Sequential decision-making algorithms such as reinforcement learning (RL) in real-world scenarios inevitably face environments with partial observability. This paper scrutinizes the effectiveness of a popular architecture, namely…

Machine Learning · Computer Science 2024-05-31 Chenhao Lu , Ruizhe Shi , Yuyao Liu , Kaizhe Hu , Simon S. Du , Huazhe Xu

Hierarchical reinforcement learning (HRL) is hypothesized to be able to leverage the inherent hierarchy in learning tasks where traditional reinforcement learning (RL) often fails. In this research, HRL is evaluated and contrasted with…

Artificial Intelligence · Computer Science 2025-08-20 Brendon Johnson , Alfredo Weitzenfeld

Decision-making for engineering systems can be efficiently formulated as a Markov Decision Process (MDP) or a Partially Observable MDP (POMDP). Typical MDP and POMDP solution procedures utilize offline knowledge about the environment and…

Systems and Control · Computer Science 2018-11-07 C. P. Andriotis , K. G. Papakonstantinou

Deep Reinforcement Learning (DRL) algorithms can scale to previously intractable problems. The automation of profit generation in the stock market is possible using DRL, by combining the financial assets price "prediction" step and the…

Trading and Market Microstructure · Quantitative Finance 2022-09-20 Taylan Kabbani , Ekrem Duman

The objective is to study an on-line Hidden Markov model (HMM) estimation-based Q-learning algorithm for partially observable Markov decision process (POMDP) on finite state and action sets. When the full state observation is available,…

Machine Learning · Computer Science 2018-09-25 Hyung-Jin Yoon , Donghwan Lee , Naira Hovakimyan

This paper delves into the problem of safe reinforcement learning (RL) in a partially observable environment with the aim of achieving safe-reachability objectives. In traditional partially observable Markov decision processes (POMDP),…

Machine Learning · Computer Science 2023-12-04 Xiaoyuan Cheng , Boli Chen , Liz Varga , Yukun Hu

Hierarchical reinforcement learning methods offer a powerful means of planning flexible behavior in complicated domains. However, learning an appropriate hierarchical decomposition of a domain into subtasks remains a substantial challenge.…

Artificial Intelligence · Computer Science 2017-08-03 Adam C. Earle , Andrew M. Saxe , Benjamin Rosman

Deep Reinforcement Learning (DRL) is emerging as a promising approach to generate adaptive behaviors for robotic platforms. However, a major drawback of using DRL is the data-hungry training regime that requires millions of trial and error…

Much of reinforcement learning theory is built on top of oracles that are computationally hard to implement. Specifically for learning near-optimal policies in Partially Observable Markov Decision Processes (POMDPs), existing algorithms…

Machine Learning · Computer Science 2022-06-08 Noah Golowich , Ankur Moitra , Dhruv Rohatgi

The continuous nature of belief states in POMDPs presents significant computational challenges in learning the optimal policy. In this paper, we consider an approach that solves a Partially Observable Reinforcement Learning (PORL) problem…

Machine Learning · Computer Science 2025-10-15 Ameya Anjarlekar , Rasoul Etesami , R Srikant

We present a data-efficient reinforcement learning algorithm resistant to observation noise. Our method extends the highly data-efficient PILCO algorithm (Deisenroth & Rasmussen, 2011) into partially observed Markov decision processes…

Machine Learning · Statistics 2016-02-09 Rowan McAllister , Carl Edward Rasmussen

This paper targets the efficient construction of a safety shield for decision making in scenarios that incorporate uncertainty. Markov decision processes (MDPs) are prominent models to capture such planning problems. Reinforcement learning…

Artificial Intelligence · Computer Science 2019-11-26 Nils Jansen , Bettina Könighofer , Sebastian Junges , Alexandru C. Serban , Roderick Bloem

Sequential decision making, commonly formalized as Markov Decision Process (MDP) optimization, is a important challenge in artificial intelligence. Two key approaches to this problem are reinforcement learning (RL) and planning. This paper…

Machine Learning · Computer Science 2022-04-01 Thomas M. Moerland , Joost Broekens , Aske Plaat , Catholijn M. Jonker

We are interested in enabling autonomous agents to learn and reason about systems with hidden states, such as locking mechanisms. We cast this problem as learning the parameters of a discrete Partially Observable Markov Decision Process…

Machine Learning · Computer Science 2026-02-04 Seiji Shaw , Travis Manderson , Chad Kessens , Nicholas Roy

Many interesting real world domains involve reinforcement learning (RL) in partially observable environments. Efficient learning in such domains is important, but existing sample complexity bounds for partially observable RL are at least…

Machine Learning · Computer Science 2016-06-02 Zhaohan Daniel Guo , Shayan Doroudi , Emma Brunskill

Many real-world sequential decision making problems are partially observable by nature, and the environment model is typically unknown. Consequently, there is great need for reinforcement learning methods that can tackle such problems given…

Machine Learning · Computer Science 2018-06-08 Maximilian Igl , Luisa Zintgraf , Tuan Anh Le , Frank Wood , Shimon Whiteson

Reinforcement learning (RL) is one of the most important branches of AI. Due to its capacity for self-adaption and decision-making in dynamic environments, reinforcement learning has been widely applied in multiple areas, such as…

Machine Learning · Computer Science 2023-01-03 Yunjiao Lei , Dayong Ye , Sheng Shen , Yulei Sui , Tianqing Zhu , Wanlei Zhou

Reinforcement learning (RL) has been demonstrated to have great potential in many applications of scientific discovery and design. Recent work includes, for example, the design of new structures and compositions of molecules for therapeutic…

Machine Learning · Computer Science 2020-04-17 Colin Bellinger , Rory Coles , Mark Crowley , Isaac Tamblyn