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Satisfying safety constraints almost surely (or with probability one) can be critical for the deployment of Reinforcement Learning (RL) in real-life applications. For example, plane landing and take-off should ideally occur with probability…

Machine Learning · Computer Science 2022-06-23 Aivar Sootla , Alexander I. Cowen-Rivers , Taher Jafferjee , Ziyan Wang , David Mguni , Jun Wang , Haitham Bou-Ammar

Understanding emerging behaviors of reinforcement learning (RL) agents may be difficult since such agents are often trained in complex environments using highly complex decision making procedures. This has given rise to a variety of…

Artificial Intelligence · Computer Science 2022-12-02 Mira Finkelstein , Lucy Liu , Nitsan Levy Schlot , Yoav Kolumbus , David C. Parkes , Jeffrey S. Rosenshein , Sarah Keren

MDPs with low-rank transitions -- that is, the transition matrix can be factored into the product of two matrices, left and right -- is a highly representative structure that enables tractable learning. The left matrix enables expressive…

Machine Learning · Computer Science 2023-02-07 Audrey Huang , Jinglin Chen , Nan Jiang

The transition kernel of a continuous-state-action Markov decision process (MDP) admits a natural tensor structure. This paper proposes a tensor-inspired unsupervised learning method to identify meaningful low-dimensional state and action…

Machine Learning · Statistics 2023-02-21 Chengzhuo Ni , Yaqi Duan , Munther Dahleh , Anru Zhang , Mengdi Wang

We study learning in periodic Markov Decision Process(MDP), a special type of non-stationary MDP where both the state transition probabilities and reward functions vary periodically, under the average reward maximization setting. We…

Machine Learning · Computer Science 2022-07-26 Ayush Aniket , Arpan Chattopadhyay

Reinforcement Learning (RL) has demonstrated a huge potential in learning optimal policies without any prior knowledge of the process to be controlled. Model Predictive Control (MPC) is a popular control technique which is able to deal with…

Systems and Control · Computer Science 2019-04-10 Mario Zanon , Sébastien Gros , Alberto Bemporad

A key challenge in applying reinforcement learning to safety-critical domains is understanding how to balance exploration (needed to attain good performance on the task) with safety (needed to avoid catastrophic failure). Although a growing…

Machine Learning · Computer Science 2021-03-23 Melrose Roderick , Vaishnavh Nagarajan , J. Zico Kolter

We investigate the ability of transformers to perform in-context reinforcement learning (ICRL), where a model must infer and execute learning algorithms from trajectory data without parameter updates. We show that a linear self-attention…

Machine Learning · Statistics 2026-05-08 Haodong Liang , Lifeng Lai

Markov decision processes (MDPs) are formal models commonly used in sequential decision-making. MDPs capture the stochasticity that may arise, for instance, from imprecise actuators via probabilities in the transition function. However, in…

Artificial Intelligence · Computer Science 2023-06-21 Marnix Suilen , Thiago D. Simão , David Parker , Nils Jansen

Reinforcement learning agents must painstakingly learn through trial and error what sets of state-action pairs are value equivalent -- requiring an often prohibitively large amount of environment experience. MDP homomorphisms have been…

Reinforcement learning (RL) is currently one of the most prominent methods for optimizing dynamical systems, with breakthrough results across various fields. The framework is based on the concept of a Markov decision process (MDP), leading…

Optimization and Control · Mathematics 2025-11-17 Rene Carmona , Mathieu Lauriere

Reinforcement learning (RL) algorithms aim to learn optimal decisions in unknown environments through experience of taking actions and observing the rewards gained. In some cases, the environment is not influenced by the actions of the RL…

We study Reinforcement Learning (RL) in environments with large state spaces, where function approximation is required for sample-efficient learning. Departing from a long history of prior work, we consider the weakest possible form of…

Machine Learning · Computer Science 2025-04-09 Akshay Krishnamurthy , Gene Li , Ayush Sekhari

This paper analyzes reinforcement learning (RL) algorithms for Markov decision processes (MDPs) under the average-reward criterion. We focus on Q-learning algorithms based on relative value iteration (RVI), which are model-free stochastic…

Machine Learning · Computer Science 2024-08-30 Yi Wan , Huizhen Yu , Richard S. Sutton

Non-stationary environments are challenging for reinforcement learning algorithms. If the state transition and/or reward functions change based on latent factors, the agent is effectively tasked with optimizing a behavior that maximizes…

Machine Learning · Computer Science 2021-05-21 Lucas N. Alegre , Ana L. C. Bazzan , Bruno C. da Silva

Model-Free Reinforcement Learning (RL) algorithms either learn how to map states to expected rewards or search for policies that can maximize a certain performance function. Model-Based algorithms instead, aim to learn an approximation of…

Machine Learning · Computer Science 2024-11-19 Juan Cardenas-Cartagena , Massimiliano Falzari , Marco Zullich , Matthia Sabatelli

Reinforcement Learning (RL) has gained substantial attention across diverse application domains and theoretical investigations. Existing literature on RL theory largely focuses on risk-neutral settings where the decision-maker learns to…

Machine Learning · Computer Science 2024-12-24 Zhengqi Wu , Renyuan Xu

Recursion is the fundamental paradigm to finitely describe potentially infinite objects. As state-of-the-art reinforcement learning (RL) algorithms cannot directly reason about recursion, they must rely on the practitioner's ingenuity in…

Machine Learning · Computer Science 2022-06-24 Ernst Moritz Hahn , Mateo Perez , Sven Schewe , Fabio Somenzi , Ashutosh Trivedi , Dominik Wojtczak

Many applications, e.g., in shared mobility, require coordinating a large number of agents. Mean-field reinforcement learning addresses the resulting scalability challenge by optimizing the policy of a representative agent interacting with…

Machine Learning · Computer Science 2023-12-29 Matej Jusup , Barna Pásztor , Tadeusz Janik , Kenan Zhang , Francesco Corman , Andreas Krause , Ilija Bogunovic

Model-based reinforcement learning (MBRL) aims to learn a dynamic model to reduce the number of interactions with real-world environments. However, due to estimation error, rollouts in the learned model, especially those of long horizons,…

Machine Learning · Computer Science 2020-03-17 Yueh-Hua Wu , Ting-Han Fan , Peter J. Ramadge , Hao Su