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In this paper, we consider reinforcement learning of Markov Decision Processes (MDP) with peak constraints, where an agent chooses a policy to optimize an objective and at the same time satisfy additional constraints. The agent has to take…

Optimization and Control · Mathematics 2019-12-09 Ather Gattami

We are interested in learning models of non-stationary environments, which can be framed as a multi-task learning problem. Model-free reinforcement learning algorithms can achieve good asymptotic performance in multi-task learning at a cost…

Machine Learning · Computer Science 2020-11-24 Elahe Aghapour , Nora Ayanian

The potential benefits of model-free reinforcement learning to real robotics systems are limited by its uninformed exploration that leads to slow convergence, lack of data-efficiency, and unnecessary interactions with the environment. To…

Robotics · Computer Science 2020-11-04 Yuchen Wu , Melissa Mozifian , Florian Shkurti

The low rank MDP has emerged as an important model for studying representation learning and exploration in reinforcement learning. With a known representation, several model-free exploration strategies exist. In contrast, all algorithms for…

Machine Learning · Computer Science 2022-06-23 Aditya Modi , Jinglin Chen , Akshay Krishnamurthy , Nan Jiang , Alekh Agarwal

The application of learning-based control methods in robotics presents significant challenges. One is that model-free reinforcement learning algorithms use observation data with low sample efficiency. To address this challenge, a prevalent…

Machine Learning · Computer Science 2024-07-19 Andrey Gorodetskiy , Konstantin Mironov , Aleksandr Panov

Model-based reinforcement learning (RL) algorithms allow us to combine model-generated data with those collected from interaction with the real system in order to alleviate the data efficiency problem in RL. However, designing such…

Machine Learning · Computer Science 2020-06-25 Yinlam Chow , Brandon Cui , MoonKyung Ryu , Mohammad Ghavamzadeh

This work considers the sample and computational complexity of obtaining an $\epsilon$-optimal policy in a discounted Markov Decision Process (MDP), given only access to a generative model. In this work, we study the effectiveness of the…

Machine Learning · Computer Science 2020-04-07 Alekh Agarwal , Sham Kakade , Lin F. Yang

We study reinforcement learning for the optimal control of Branching Markov Decision Processes (BMDPs), a natural extension of (multitype) Branching Markov Chains (BMCs). The state of a (discrete-time) BMCs is a collection of entities of…

Machine Learning · Computer Science 2021-06-15 Ernst Moritz Hahn , Mateo Perez , Sven Schewe , Fabio Somenzi , Ashutosh Trivedi , Dominik Wojtczak

We investigate robust model-free reinforcement learning algorithms designed for environments that may be dynamic or even adversarial. Traditional state-based policies often struggle to accommodate the challenges imposed by the presence of…

Machine Learning · Computer Science 2023-11-02 Udaya Ghai , Arushi Gupta , Wenhan Xia , Karan Singh , Elad Hazan

Model-based reinforcement learning algorithms tend to achieve higher sample efficiency than model-free methods. However, due to the inevitable errors of learned models, model-based methods struggle to achieve the same asymptotic performance…

Machine Learning · Computer Science 2019-12-02 Qi Zhou , Houqiang Li , Jie Wang

Model predictive control (MPC) is an effective method for controlling robotic systems, particularly autonomous aerial vehicles such as quadcopters. However, application of MPC can be computationally demanding, and typically requires…

Machine Learning · Computer Science 2016-02-17 Tianhao Zhang , Gregory Kahn , Sergey Levine , Pieter Abbeel

In imitation learning, an agent learns how to behave in an environment with an unknown cost function by mimicking expert demonstrations. Existing imitation learning algorithms typically involve solving a sequence of planning or…

Machine Learning · Computer Science 2016-06-17 Jonathan Ho , Jayesh K. Gupta , Stefano Ermon

Model-free Reinforcement Learning (RL) works well when experience can be collected cheaply and model-based RL is effective when system dynamics can be modeled accurately. However, both assumptions can be violated in real world problems such…

Machine Learning · Computer Science 2020-05-07 Mohak Bhardwaj , Ankur Handa , Dieter Fox , Byron Boots

Deep Reinforcement Learning has shown its ability in solving complicated problems directly from high-dimensional observations. However, in end-to-end settings, Reinforcement Learning algorithms are not sample-efficient and requires long…

Machine Learning · Computer Science 2021-07-06 Nicolò Botteghi , Mannes Poel , Beril Sirmacek , Christoph Brune

Model-based reinforcement learning methods learn a dynamics model with real data sampled from the environment and leverage it to generate simulated data to derive an agent. However, due to the potential distribution mismatch between…

Machine Learning · Computer Science 2020-10-29 Jian Shen , Han Zhao , Weinan Zhang , Yong Yu

We present a model-free reinforcement learning algorithm to find an optimal policy for a finite-horizon Markov decision process while guaranteeing a desired lower bound on the probability of satisfying a signal temporal logic (STL)…

Systems and Control · Electrical Eng. & Systems 2021-09-29 Krishna C. Kalagarla , Rahul Jain , Pierluigi Nuzzo

In this paper, a review of model-free reinforcement learning for learning of dynamical systems in uncertain environments has discussed. For this purpose, the Markov Decision Process (MDP) will be reviewed. Furthermore, some learning…

Machine Learning · Computer Science 2019-05-21 Mehran Attar , Mohammadreza Dabirian

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

We study the representation complexity of model-based and model-free reinforcement learning (RL) in the context of circuit complexity. We prove theoretically that there exists a broad class of MDPs such that their underlying transition and…

Machine Learning · Computer Science 2024-03-12 Hanlin Zhu , Baihe Huang , Stuart Russell

Model-based reinforcement learning has the potential to be more sample efficient than model-free approaches. However, existing model-based methods are vulnerable to model bias, which leads to poor generalization and asymptotic performance…

Machine Learning · Computer Science 2019-06-27 Tung-Long Vuong , Kenneth Tran