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This survey (re)introduces reinforcement learning methods to economists. The curse of dimensionality limits how far exact dynamic programming can be effectively applied, forcing us to rely on suitably "small" problems or our ability to…

General Economics · Economics 2026-03-25 Pranjal Rawat

Reinforcement learning suffers from limitations in real practices primarily due to the number of required interactions with virtual environments. It results in a challenging problem because we are implausible to obtain a local optimal…

Machine Learning · Computer Science 2024-10-28 Qizhen Wu , Kexin Liu , Lei Chen

We study the problem of efficient exploration in order to learn an accurate model of an environment, modeled as a Markov decision process (MDP). Efficient exploration in this problem requires the agent to identify the regions in which…

Machine learning models have prevalent applications in many real-world problems, which increases the importance of correctness in the behaviour of these trained models. Finding a good test case that can reveal the potential failure in these…

Machine Learning · Computer Science 2022-06-14 Harsh Vardhan , Janos Sztipanovits

Exploration has been a crucial part of reinforcement learning, yet several important questions concerning exploration efficiency are still not answered satisfactorily by existing analytical frameworks. These questions include exploration…

Machine Learning · Computer Science 2016-12-06 Liangpeng Zhang , Ke Tang , Xin Yao

In this paper we consider the problem of learning an $\epsilon$-optimal policy for a discounted Markov Decision Process (MDP). Given an MDP with $S$ states, $A$ actions, the discount factor $\gamma \in (0,1)$, and an approximation threshold…

Machine Learning · Computer Science 2020-12-25 Zihan Zhang , Yuan Zhou , Xiangyang Ji

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

In recent years deep neural networks have been successfully applied to the domains of reinforcement learning \cite{bengio2009learning,krizhevsky2012imagenet,hinton2006reducing}. Deep reinforcement learning \cite{mnih2015human} is reported…

Machine Learning · Computer Science 2020-05-19 Huihui Zhang , Wu Huang

Modern tasks in reinforcement learning have large state and action spaces. To deal with them efficiently, one often uses predefined feature mapping to represent states and actions in a low-dimensional space. In this paper, we study…

Machine Learning · Computer Science 2021-02-24 Dongruo Zhou , Jiafan He , Quanquan Gu

We propose a novel definition of model exploitation in reinforcement learning. Informally, a world model is exploitable if it implies that one policy should be strictly preferred over another while the environment's true transition model…

Artificial Intelligence · Computer Science 2026-05-19 Logan Mondal Bhamidipaty , Esmeralda S. Whitammer , David Abel , Mykel J. Kochenderfer , Subramanian Ramamoorthy

Social goods, such as healthcare, smart city, and information networks, often produce ordered event data in continuous time. The generative processes of these event data can be very complex, requiring flexible models to capture their…

Machine Learning · Computer Science 2020-12-29 Shuang Li , Shuai Xiao , Shixiang Zhu , Nan Du , Yao Xie , Le Song

Reinforcement learning (RL) methods have been shown to be capable of learning intelligent behavior in rich domains. However, this has largely been done in simulated domains without adequate focus on the process of building the simulator. In…

Machine Learning · Computer Science 2019-10-24 Aditya Modi , Nan Jiang , Ambuj Tewari , Satinder Singh

Planning in adversarial and uncertain environments can be modeled as the problem of devising strategies in stochastic perfect information games. These games are generalizations of Markov decision processes (MDPs): there are two…

Artificial Intelligence · Computer Science 2012-07-09 Krishnendu Chatterjee , Thomas A. Henzinger , Ranjit Jhala , Rupak Majumdar

Real-world data is often incomplete and contains missing values. To train accurate models over real-world datasets, users need to spend a substantial amount of time and resources imputing and finding proper values for missing data items. In…

Machine Learning · Statistics 2024-03-05 Cheng Zhen , Nischal Aryal , Arash Termehchy , Alireza Aghasi , Amandeep Singh Chabada

Humans learn to play video games significantly faster than the state-of-the-art reinforcement learning (RL) algorithms. People seem to build simple models that are easy to learn to support planning and strategic exploration. Inspired by…

Artificial Intelligence · Computer Science 2018-11-27 Ramtin Keramati , Jay Whang , Patrick Cho , Emma Brunskill

Developing agents that can perform challenging complex tasks is the goal of reinforcement learning. The model-free reinforcement learning has been considered as a feasible solution. However, the state of the art research has been to develop…

Machine Learning · Computer Science 2020-08-24 MyungJae Shin , Joongheon Kim

In supervised learning, we fit a single statistical model to a given data set, assuming that the data is associated with a singular task, which yields well-tuned models for specific use, but does not adapt well to new contexts. By contrast,…

Machine Learning · Computer Science 2020-09-11 Bingjia Wang , Alec Koppel , Vikram Krishnamurthy

Recent breakthroughs in Go play and strategic games have witnessed the great potential of reinforcement learning in intelligently scheduling in uncertain environment, but some bottlenecks are also encountered when we generalize this…

Machine Learning · Computer Science 2018-12-27 Xingxing Liang , Qi Wang , Yanghe Feng , Zhong Liu , Jincai Huang

Model-free reinforcement learning algorithms can compute policy gradients given sampled environment transitions, but require large amounts of data. In contrast, model-based methods can use the learned model to generate new data, but model…

Machine Learning · Computer Science 2022-03-04 Lukas P. Fröhlich , Maksym Lefarov , Melanie N. Zeilinger , Felix Berkenkamp

Reinforcement learning algorithms typically consider discrete-time dynamics, even though the underlying systems are often continuous in time. In this paper, we introduce a model-based reinforcement learning algorithm that represents…

Machine Learning · Computer Science 2023-11-01 Lenart Treven , Jonas Hübotter , Bhavya Sukhija , Florian Dörfler , Andreas Krause
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