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This paper studies satisfaction of temporal properties on unknown stochastic processes that have continuous state spaces. We show how reinforcement learning (RL) can be applied for computing policies that are finite-memory and deterministic…

Systems and Control · Electrical Eng. & Systems 2020-09-29 Milad Kazemi , Sadegh Soudjani

We study a Q learning algorithm for continuous time stochastic control problems. The proposed algorithm uses the sampled state process by discretizing the state and control action spaces under piece-wise constant control processes. We show…

Optimization and Control · Mathematics 2023-03-10 Erhan Bayraktar , Ali Devran Kara

We present an algorithm for local, regularized, policy improvement in reinforcement learning (RL) that allows us to formulate model-based and model-free variants in a single framework. Our algorithm can be interpreted as a natural extension…

We propose a black-box reduction that turns a certain reinforcement learning algorithm with optimal regret in a (near-)stationary environment into another algorithm with optimal dynamic regret in a non-stationary environment, importantly…

Machine Learning · Computer Science 2021-09-07 Chen-Yu Wei , Haipeng Luo

Episodic control enables sample efficiency in reinforcement learning by recalling past experiences from an episodic memory. We propose a new model-based episodic memory of trajectories addressing current limitations of episodic control. Our…

Machine Learning · Computer Science 2021-11-09 Hung Le , Thommen Karimpanal George , Majid Abdolshah , Truyen Tran , Svetha Venkatesh

In cooperative multi-agent reinforcement learning (MARL), agents aim to achieve a common goal, such as defeating enemies or scoring a goal. Existing MARL algorithms are effective but still require significant learning time and often get…

Machine Learning · Computer Science 2024-03-08 Hyungho Na , Yunkyeong Seo , Il-chul Moon

In an episodic Markov Decision Process (MDP) problem, an online algorithm chooses from a set of actions in a sequence of $H$ trials, where $H$ is the episode length, in order to maximize the total payoff of the chosen actions. Q-learning,…

Machine Learning · Computer Science 2019-07-11 Xu Zhu

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

Considering its advantages in dealing with high-dimensional visual input and learning control policies in discrete domain, Deep Q Network (DQN) could be an alternative method of traditional auto-focus means in the future. In this paper,…

Computer Vision and Pattern Recognition · Computer Science 2018-09-11 Xiaofan Yu , Runze Yu , Jingsong Yang , Xiaohui Duan

Standard model-free deep reinforcement learning (RL) algorithms sample a new initial state for each trial, allowing them to optimize policies that can perform well even in highly stochastic environments. However, problems that exhibit…

Machine Learning · Computer Science 2018-04-30 Dibya Ghosh , Avi Singh , Aravind Rajeswaran , Vikash Kumar , Sergey Levine

Intensity control is a class of continuous-time dynamic optimization problems with many important applications in Operations Research including queueing and revenue management. In this study, we propose a practical continuous-time…

Machine Learning · Computer Science 2026-04-14 Huiling Meng , Ningyuan Chen , Xuefeng Gao

Most reinforcement learning algorithms are based on a key assumption that Markov decision processes (MDPs) are stationary. However, non-stationary MDPs with dynamic action space are omnipresent in real-world scenarios. Yet problems of…

Machine Learning · Computer Science 2023-04-04 Jiaqi Ye , Xiaodong Li , Pangjing Wu , Feng Wang

We study episodic reinforcement learning in non-stationary linear (a.k.a. low-rank) Markov Decision Processes (MDPs), i.e, both the reward and transition kernel are linear with respect to a given feature map and are allowed to evolve either…

Machine Learning · Computer Science 2021-12-28 Ahmed Touati , Pascal Vincent

While reinforcement learning has achieved considerable successes in recent years, state-of-the-art models are often still limited by the size of state and action spaces. Model-free reinforcement learning approaches use some form of state…

Machine Learning · Computer Science 2021-08-23 Paul J. Pritz , Liang Ma , Kin K. Leung

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

We present a theoretical study of continual and experiential learning in large language model agents that combine episodic memory with reinforcement learning. We argue that the key mechanism for continual adaptation, without updating model…

Artificial Intelligence · Computer Science 2026-01-30 Jun Wang

Deep Deterministic Policy Gradient (DDPG) has been proved to be a successful reinforcement learning (RL) algorithm for continuous control tasks. However, DDPG still suffers from data insufficiency and training inefficiency, especially in…

Machine Learning · Computer Science 2019-03-05 Zhizheng Zhang , Jiale Chen , Zhibo Chen , Weiping Li

While Bayesian-based exploration often demonstrates superior empirical performance compared to bonus-based methods in model-based reinforcement learning (RL), its theoretical understanding remains limited for model-free settings. Existing…

Machine Learning · Computer Science 2026-02-05 He Wang , Xingyu Xu , Yuejie Chi

Interaction-aware planning for autonomous driving requires an exploration of a combinatorial solution space when using conventional search- or optimization-based motion planners. With Deep Reinforcement Learning, optimal driving strategies…

Robotics · Computer Science 2021-02-08 Julian Bernhard , Robert Gieselmann , Klemens Esterle , Alois Knoll

Autonomous unpowered flight is a challenge for control and guidance systems: all the energy the aircraft might use during flight has to be harvested directly from the atmosphere. We investigate the design of an algorithm that optimizes the…

Machine Learning · Computer Science 2017-07-19 Erwan Lecarpentier , Sebastian Rapp , Marc Melo , Emmanuel Rachelson