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In reinforcement learning, a decision needs to be made at some point as to whether it is worthwhile to carry on with the learning process or to terminate it. In many such situations, stochastic elements are often present which govern the…

Machine Learning · Computer Science 2019-02-13 Nikki Lijing Kuang , Clement H. C. Leung

Many sequential decision-making problems that are currently automated, such as those in manufacturing or recommender systems, operate in an environment where there is either little uncertainty, or zero risk of catastrophe. As companies and…

Machine Learning · Computer Science 2023-04-04 Marc Rigter

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

In a sequential decision-making problem, off-policy evaluation estimates the expected cumulative reward of a target policy using logged trajectory data generated from a different behavior policy, without execution of the target policy.…

Machine Learning · Computer Science 2022-11-04 Jie Wang , Rui Gao , Hongyuan Zha

Reinforcement learning (RL) is a general framework for adaptive control, which has proven to be efficient in many domains, e.g., board games, video games or autonomous vehicles. In such problems, an agent faces a sequential decision-making…

Machine Learning · Computer Science 2020-06-16 Olivier Buffet , Olivier Pietquin , Paul Weng

Reinforcement learning offers the promise of automating the acquisition of complex behavioral skills. However, compared to commonly used and well-understood supervised learning methods, reinforcement learning algorithms can be brittle,…

Machine Learning · Computer Science 2020-01-01 Aviral Kumar , Xue Bin Peng , Sergey Levine

Real-time inference is a challenge of real-world reinforcement learning due to temporal differences in time-varying environments: the system collects data from the past, updates the decision model in the present, and deploys it in the…

Machine Learning · Computer Science 2024-05-28 Hyunin Lee , Ming Jin , Javad Lavaei , Somayeh Sojoudi

We study reinforcement learning (RL) problems in which agents observe the reward or transition realizations at their current state before deciding which action to take. Such observations are available in many applications, including…

Machine Learning · Computer Science 2024-10-22 Nadav Merlis

In reinforcement learning episodes, the rewards and punishments are often non-deterministic, and there are invariably stochastic elements governing the underlying situation. Such stochastic elements are often numerous and cannot be known in…

Machine Learning · Computer Science 2019-02-13 Nikki Lijing Kuang , Clement H. C. Leung , Vienne W. K. Sung

We consider the problem of reinforcement learning when provided with (1) a baseline control policy and (2) a set of constraints that the learner must satisfy. The baseline policy can arise from demonstration data or a teacher agent and may…

Machine Learning · Computer Science 2021-07-13 Tsung-Yen Yang , Justinian Rosca , Karthik Narasimhan , Peter J. Ramadge

Policy learning algorithms are widely used in areas such as personalized medicine and advertising to develop individualized treatment regimes. However, most methods force a decision even when predictions are uncertain, which is risky in…

Machine Learning · Computer Science 2026-01-30 Ayush Sawarni , Jikai Jin , Justin Whitehouse , Vasilis Syrgkanis

Recent developments in sequential experimental design look to construct a policy that can efficiently navigate the design space, in a way that maximises the expected information gain. Whilst there is work on achieving tractable policies for…

Machine Learning · Computer Science 2025-08-20 Yasir Zubayr Barlas , Kizito Salako

Reinforcement learning algorithms describe how an agent can learn an optimal action policy in a sequential decision process, through repeated experience. In a given environment, the agent policy provides him some running and terminal…

Theoretical Economics · Economics 2020-03-24 Arthur Charpentier , Romuald Elie , Carl Remlinger

Safety is a critical feature of controller design for physical systems. When designing control policies, several approaches to guarantee this aspect of autonomy have been proposed, such as robust controllers or control barrier functions.…

Machine Learning · Computer Science 2021-02-26 Miguel Calvo-Fullana , Luiz F. O. Chamon , Santiago Paternain

The goal of this article is to investigate how human participants allocate their limited time to decisions with different properties. We report the results of two behavioral experiments. In each trial of the experiments, the participant…

Neurons and Cognition · Quantitative Biology 2016-07-20 Arash Khodadadi , Pegah Fakhari , Jerome R. Busemeyer

The naive application of Reinforcement Learning algorithms to continuous control problems -- such as locomotion and manipulation -- often results in policies which rely on high-amplitude, high-frequency control signals, known colloquially…

Robotics · Computer Science 2019-02-14 Steven Bohez , Abbas Abdolmaleki , Michael Neunert , Jonas Buchli , Nicolas Heess , Raia Hadsell

Although reinforcement learning has seen tremendous success recently, this kind of trial-and-error learning can be impractical or inefficient in complex environments. The use of demonstrations, on the other hand, enables agents to benefit…

Machine Learning · Computer Science 2023-03-29 Tongzhou Mu , Hao Su

Reinforcement learning (RL), a common tool in decision making, learns control policies from various experiences based on the associated cumulative return/rewards without treating them differently. Humans, on the contrary, often learn to…

Machine Learning · Computer Science 2025-11-25 Mingkang Wu , Devin White , Vernon Lawhern , Nicholas R. Waytowich , Yongcan Cao

Booking control problems are sequential decision-making problems that occur in the domain of revenue management. More precisely, freight booking control focuses on the problem of deciding to accept or reject bookings: given a limited…

Optimization and Control · Mathematics 2023-04-06 Justin Dumouchelle , Emma Frejinger , Andrea Lodi

Reinforcement learning (RL) has demonstrated the ability to maintain the plasticity of the policy throughout short-term training in aerial robot control. However, these policies have been shown to loss of plasticity when extended to…

Robotics · Computer Science 2025-03-11 Ali Tahir Karasahin , Ziniu Wu , Basaran Bahadir Kocer
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