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This paper addresses the problem of model-free reinforcement learning for Robust Markov Decision Process (RMDP) with large state spaces. The goal of the RMDP framework is to find a policy that is robust against the parameter uncertainties…

Machine Learning · Computer Science 2021-02-15 Kishan Panaganti , Dileep Kalathil

This study investigates the development of an optimal execution strategy through reinforcement learning, aiming to determine the most effective approach for traders to buy and sell inventory within a finite time horizon. Our proposed model…

Trading and Market Microstructure · Quantitative Finance 2025-11-04 Yadh Hafsi , Edoardo Vittori

A safe and trustworthy use of Large Language Models (LLMs) requires an accurate expression of confidence in their answers. We propose a novel Reinforcement Learning approach that allows to directly fine-tune LLMs to express calibrated…

Computation and Language · Computer Science 2026-03-03 David Bani-Harouni , Chantal Pellegrini , Paul Stangel , Ege Özsoy , Kamilia Zaripova , Nassir Navab , Matthias Keicher

We study the reinforcement learning problem for discounted Markov Decision Processes (MDPs) under the tabular setting. We propose a model-based algorithm named UCBVI-$\gamma$, which is based on the \emph{optimism in the face of uncertainty…

Machine Learning · Computer Science 2022-01-04 Jiafan He , Dongruo Zhou , Quanquan Gu

Reinforcement learning (RL) is a powerful machine learning technique that enables an intelligent agent to learn an optimal policy that maximizes the cumulative rewards in sequential decision making. Most of methods in the existing…

Machine Learning · Statistics 2023-01-06 Chengchun Shi , Zhengling Qi , Jianing Wang , Fan Zhou

Solving tasks in Reinforcement Learning is no easy feat. As the goal of the agent is to maximize the accumulated reward, it often learns to exploit loopholes and misspecifications in the reward signal resulting in unwanted behavior. While…

Machine Learning · Computer Science 2018-12-27 Chen Tessler , Daniel J. Mankowitz , Shie Mannor

General purpose intelligent learning agents cycle through (complex,non-MDP) sequences of observations, actions, and rewards. On the other hand, reinforcement learning is well-developed for small finite state Markov Decision Processes…

Artificial Intelligence · Computer Science 2009-12-30 Marcus Hutter

Learning to control an unknown dynamical system with respect to high-level temporal specifications is an important problem in control theory. We present the first regret-free online algorithm for learning a controller for linear temporal…

Artificial Intelligence · Computer Science 2025-06-09 Rupak Majumdar , Mahmoud Salamati , Sadegh Soudjani

Reinforcement Learning (RL) methods have emerged as a popular choice for training an efficient and effective dialogue policy. However, these methods suffer from sparse and unstable reward signals returned by a user simulator only when a…

Artificial Intelligence · Computer Science 2020-09-18 Ziming Li , Sungjin Lee , Baolin Peng , Jinchao Li , Julia Kiseleva , Maarten de Rijke , Shahin Shayandeh , Jianfeng Gao

Synthesis from linear temporal logic (LTL) specifications provides assured controllers for systems operating in stochastic and potentially adversarial environments. Automatic synthesis tools, however, require a model of the environment to…

Artificial Intelligence · Computer Science 2026-04-07 Alper Kamil Bozkurt , Yu Wang , Michael M. Zavlanos , Miroslav Pajic

Lane change is a challenging task which requires delicate actions to ensure safety and comfort. Some recent studies have attempted to solve the lane-change control problem with Reinforcement Learning (RL), yet the action is confined to…

Robotics · Computer Science 2019-06-07 Pin Wang , Hanhan Li , Ching-Yao Chan

We study reinforcement learning (RL) with linear function approximation in Markov Decision Processes (MDPs) satisfying \emph{linear Bellman completeness} -- a fundamental setting where the Bellman backup of any linear value function remains…

Machine Learning · Computer Science 2026-03-25 Zakaria Mhammedi , Alexander Rakhlin , Nneka Okolo

In this paper, we propose a reinforcement learning-based algorithm for trajectory optimization for constrained dynamical systems. This problem is motivated by the fact that for most robotic systems, the dynamics may not always be known.…

Machine Learning · Statistics 2020-03-05 Kei Ota , Devesh K. Jha , Tomoaki Oiki , Mamoru Miura , Takashi Nammoto , Daniel Nikovski , Toshisada Mariyama

Reinforcement learning algorithms typically rely on the assumption that the environment dynamics and value function can be expressed in terms of a Markovian state representation. However, when state information is only partially observable,…

The Robust Markov Decision Process (RMDP) framework focuses on designing control policies that are robust against the parameter uncertainties due to the mismatches between the simulator model and real-world settings. An RMDP problem is…

Machine Learning · Computer Science 2022-05-17 Kishan Panaganti , Dileep Kalathil

Model-free reinforcement learning algorithms such as Deep Deterministic Policy Gradient (DDPG) often require additional exploration strategies, especially if the actor is of deterministic nature. This work evaluates the use of model-based…

Machine Learning · Computer Science 2019-11-19 Kevin Sebastian Luck , Mel Vecerik , Simon Stepputtis , Heni Ben Amor , Jonathan Scholz

This paper aims to examine the potential of using the emerging deep reinforcement learning techniques in flight control. Instead of learning from scratch, we suggest to leverage domain knowledge available in learning to improve learning…

Artificial Intelligence · Computer Science 2024-10-30 Hyo-Sang Shin , Shaoming He , Antonios Tsourdos

This paper investigates the problem of designing control policies that satisfy high-level specifications described by signal temporal logic (STL) in unknown, stochastic environments. While many existing works concentrate on optimizing the…

Systems and Control · Electrical Eng. & Systems 2024-12-16 Siqi Wang , Shaoyuan Li , Li Yin , Xiang Yin

Deep reinforcement learning has obtained significant breakthroughs in recent years. Most methods in deep-RL achieve good results via the maximization of the reward signal provided by the environment, typically in the form of discounted…

Machine Learning · Computer Science 2018-09-10 Yubin Deng , Ke Yu , Dahua Lin , Xiaoou Tang , Chen Change Loy

Reinforcement learning is commonly concerned with problems of maximizing accumulated rewards in Markov decision processes. Oftentimes, a certain goal state or a subset of the state space attain maximal reward. In such a case, the…

Artificial Intelligence · Computer Science 2024-08-23 Pavel Osinenko , Grigory Yaremenko , Georgiy Malaniya , Anton Bolychev , Alexander Gepperth