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Watkins' and Dayan's Q-learning is a model-free reinforcement learning algorithm that iteratively refines an estimate for the optimal action-value function of an MDP by stochastically "visiting" many state-ation pairs [Watkins and Dayan,…

Machine Learning · Computer Science 2021-08-09 Matthew T. Regehr , Alex Ayoub

We present two elegant solutions for modeling continuous-time dynamics, in a novel model-based reinforcement learning (RL) framework for semi-Markov decision processes (SMDPs), using neural ordinary differential equations (ODEs). Our models…

Machine Learning · Computer Science 2020-10-27 Jianzhun Du , Joseph Futoma , Finale Doshi-Velez

This paper presents a reinforcement learning approach of a model-free safety filter, drawing inspiration from the framework of model-based Predictive Safety Filters (PSFs). Similar to conventional PSFs, our method adopts a Quadratic…

Optimization and Control · Mathematics 2026-05-08 Bihui Yin , Yiwen Lu , Yuchen Jiang , Yilin Mo

Ensuring safety via safety filters in real-world robotics presents significant challenges, particularly when the system dynamics is complex or unavailable. To handle this issue, learning-based safety filters recently gained popularity,…

Robotics · Computer Science 2024-12-02 Guo Ning Sue , Yogita Choudhary , Richard Desatnik , Carmel Majidi , John Dolan , Guanya Shi

Reward-free reinforcement learning (RL) considers the setting where the agent does not have access to a reward function during exploration, but must propose a near-optimal policy for an arbitrary reward function revealed only after…

Machine Learning · Computer Science 2022-06-22 Andrew Wagenmaker , Yifang Chen , Max Simchowitz , Simon S. Du , Kevin Jamieson

Reinforcement learning (RL) is empirically successful in complex nonlinear Markov decision processes (MDPs) with continuous state spaces. By contrast, the majority of theoretical RL literature requires the MDP to satisfy some form of linear…

Machine Learning · Computer Science 2021-06-16 Dhruv Malik , Aldo Pacchiano , Vishwak Srinivasan , Yuanzhi Li

Model-free deep reinforcement learning algorithms have been shown to be capable of learning a wide range of robotic skills, but typically require a very large number of samples to achieve good performance. Model-based algorithms, in…

Machine Learning · Computer Science 2017-12-05 Anusha Nagabandi , Gregory Kahn , Ronald S. Fearing , Sergey Levine

Robust Markov decision processes (MDPs) address the challenge of model uncertainty by optimizing the worst-case performance over an uncertainty set of MDPs. In this paper, we focus on the robust average-reward MDPs under the model-free…

Machine Learning · Computer Science 2023-05-19 Yue Wang , Alvaro Velasquez , George Atia , Ashley Prater-Bennette , Shaofeng Zou

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

Model-based Reinforcement Learning (MBRL) allows data-efficient learning which is required in real world applications such as robotics. However, despite the impressive data-efficiency, MBRL does not achieve the final performance of…

Machine Learning · Computer Science 2019-08-19 Zhang-Wei Hong , Joni Pajarinen , Jan Peters

We introduce a model-free algorithm for learning in Markov decision processes with parameterized actions-discrete actions with continuous parameters. At each step the agent must select both which action to use and which parameters to use…

Artificial Intelligence · Computer Science 2015-11-30 Warwick Masson , Pravesh Ranchod , George Konidaris

We provide the first solution for model-free reinforcement learning of {\omega}-regular objectives for Markov decision processes (MDPs). We present a constructive reduction from the almost-sure satisfaction of {\omega}-regular objectives to…

Logic in Computer Science · Computer Science 2018-10-03 Ernst Moritz Hahn , Mateo Perez , Sven Schewe , Fabio Somenzi , Ashutosh Trivedi , Dominik Wojtczak

Linear Temporal Logic (LTL) is widely used to specify high-level objectives for system policies, and it is highly desirable for autonomous systems to learn the optimal policy with respect to such specifications. However, learning the…

Machine Learning · Computer Science 2023-10-26 Daqian Shao , Marta Kwiatkowska

In Markov decision processes (MDPs), quantile risk measures such as Value-at-Risk are a standard metric for modeling RL agents' preferences for certain outcomes. This paper proposes a new Q-learning algorithm for quantile optimization in…

Machine Learning · Computer Science 2024-11-01 Jia Lin Hau , Erick Delage , Esther Derman , Mohammad Ghavamzadeh , Marek Petrik

We investigate the use of Reinforcement Learning for the optimal execution of meta-orders, where the objective is to execute incrementally large orders while minimizing implementation shortfall and market impact over an extended period of…

Trading and Market Microstructure · Quantitative Finance 2025-11-20 Tomas Espana , Yadh Hafsi , Fabrizio Lillo , Edoardo Vittori

Model-free reinforcement learning (RL) is a powerful, general tool for learning complex behaviors. However, its sample efficiency is often impractically large for solving challenging real-world problems, even with off-policy algorithms such…

Machine Learning · Computer Science 2020-02-25 Vitchyr Pong , Shixiang Gu , Murtaza Dalal , Sergey Levine

Reinforcement learning (RL) solves sequential decision-making problems via a trial-and-error process interacting with the environment. While RL achieves outstanding success in playing complex video games that allow huge trial-and-error,…

Machine Learning · Computer Science 2022-06-22 Fan-Ming Luo , Tian Xu , Hang Lai , Xiong-Hui Chen , Weinan Zhang , Yang Yu

We study infinite horizon discounted Mean Field Control (MFC) problems with common noise through the lens of Mean Field Markov Decision Processes (MFMDP). We allow the agents to use actions that are randomized not only at the individual…

Optimization and Control · Mathematics 2021-10-14 René Carmona , Mathieu Laurière , Zongjun Tan

Model-free Reinforcement Learning (RL) generally suffers from poor sample complexity, mostly due to the need to exhaustively explore the state-action space to find well-performing policies. On the other hand, we postulate that expert…

Machine Learning · Computer Science 2023-09-13 Loris Di Natale , Bratislav Svetozarevic , Philipp Heer , Colin N. Jones

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