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We devise a control-theoretic reinforcement learning approach to support direct learning of the optimal policy. We establish various theoretical properties of our approach, such as convergence and optimality of our analog of the Bellman…

Machine Learning · Computer Science 2026-04-01 Weiqin Chen , Mark S. Squillante , Chai Wah Wu , Santiago Paternain

Empowerment is an information-theoretic method that can be used to intrinsically motivate learning agents. It attempts to maximize an agent's control over the environment by encouraging visiting states with a large number of reachable next…

Machine Learning · Computer Science 2020-01-09 Felix Leibfried , Sergio Pascual-Diaz , Jordi Grau-Moya

For continuous action spaces, actor-critic methods are widely used in online reinforcement learning (RL). However, unlike RL algorithms for discrete actions, which generally model the optimal value function using the Bellman optimality…

Machine Learning · Computer Science 2025-08-14 Motoki Omura , Kazuki Ota , Takayuki Osa , Yusuke Mukuta , Tatsuya Harada

We propose a reinforcement learning (RL)-based algorithm to jointly train (1) a trajectory planner and (2) a tracking controller in a layered control architecture. Our algorithm arises naturally from a rewrite of the underlying optimal…

Systems and Control · Electrical Eng. & Systems 2024-12-18 Fengjun Yang , Nikolai Matni

Reinforcement learning algorithms in multi-agent systems deliver highly resilient and adaptable solutions for common problems in telecommunications,aerospace, and industrial robotics. However, achieving an optimal global goal remains a…

Multiagent Systems · Computer Science 2021-05-18 Changgang Zheng , Shufan Yang , Juan Parra-Ullauri , Antonio Garcia-Dominguez , Nelly Bencomo

Reinforcement learning (RL) algorithms have been successfully applied to a range of challenging sequential decision making and control tasks. In this paper, we classify RL into direct and indirect RL according to how they seek the optimal…

Machine Learning · Computer Science 2021-05-12 Yang Guan , Shengbo Eben Li , Jingliang Duan , Jie Li , Yangang Ren , Qi Sun , Bo Cheng

We consider the problem of reinforcement learning using function approximation, where the approximating basis can change dynamically while interacting with the environment. A motivation for such an approach is maximizing the value function…

Machine Learning · Computer Science 2010-05-04 Dotan Di Castro , Shie Mannor

We develop a parameterized Primal-Dual $\pi$ Learning method based on deep neural networks for Markov decision process with large state space and off-policy reinforcement learning. In contrast to the popular Q-learning and actor-critic…

Machine Learning · Computer Science 2017-12-08 Woon Sang Cho , Mengdi Wang

Finding optimal policies which maximize long term rewards of Markov Decision Processes requires the use of dynamic programming and backward induction to solve the Bellman optimality equation. However, many real-world problems require…

Machine Learning · Computer Science 2023-01-10 Mridul Agarwal , Vaneet Aggarwal

We introduce a new algorithm for multi-objective reinforcement learning (MORL) with linear preferences, with the goal of enabling few-shot adaptation to new tasks. In MORL, the aim is to learn policies over multiple competing objectives…

Machine Learning · Computer Science 2019-11-07 Runzhe Yang , Xingyuan Sun , Karthik Narasimhan

Reinforcement learning algorithms describe how an agent can learn an optimal action policy in a sequential decision process, through repeated experience. In a given environment, the agent policy provides him some running and terminal…

Theoretical Economics · Economics 2020-03-24 Arthur Charpentier , Romuald Elie , Carl Remlinger

Making optimal decisions under uncertainty is a shared problem among distinct fields. While optimal control is commonly studied in the framework of dynamic programming, it is approached with differing perspectives of the Bellman optimality…

Systems and Control · Electrical Eng. & Systems 2025-03-18 Thomas Banker , Nathan P. Lawrence , Ali Mesbah

This paper develops an inverse reinforcement learning algorithm aimed at recovering a reward function from the observed actions of an agent. We introduce a strategy to flexibly handle different types of actions with two approximations of…

Machine Learning · Computer Science 2017-07-26 Kun Li , Yanan Sui , Joel W. Burdick

Model-free reinforcement learning methods lack an inherent mechanism to impose behavioural constraints on the trained policies. Although certain extensions exist, they remain limited to specific types of constraints, such as value…

Machine Learning · Computer Science 2025-04-28 Bram De Cooman , Johan Suykens

The shortcomings of maximum likelihood estimation in the context of model-based reinforcement learning have been highlighted by an increasing number of papers. When the model class is misspecified or has a limited representational capacity,…

Machine Learning · Computer Science 2021-06-08 Evgenii Nikishin , Romina Abachi , Rishabh Agarwal , Pierre-Luc Bacon

Reinforcement learning algorithms solve sequential decision-making problems in probabilistic environments by optimizing for long-term reward. The desire to use reinforcement learning in safety-critical settings inspires a recent line of…

Artificial Intelligence · Computer Science 2020-12-17 Koundinya Vajjha , Avraham Shinnar , Vasily Pestun , Barry Trager , Nathan Fulton

We investigate the repeated prisoner's dilemma game where both players alternately use reinforcement learning to obtain their optimal memory-one strategies. We theoretically solve the simultaneous Bellman optimality equations of…

Computer Science and Game Theory · Computer Science 2021-06-02 Yuki Usui , Masahiko Ueda

The physical design of a robot and the policy that controls its motion are inherently coupled, and should be determined according to the task and environment. In an increasing number of applications, data-driven and learning-based…

Robotics · Computer Science 2018-09-18 Charles Schaff , David Yunis , Ayan Chakrabarti , Matthew R. Walter

Value-based algorithms are a cornerstone of off-policy reinforcement learning due to their simplicity and training stability. However, their use has traditionally been restricted to discrete action spaces, as they rely on estimating…

Machine Learning · Computer Science 2025-10-23 Yigit Korkmaz , Urvi Bhuwania , Ayush Jain , Erdem Bıyık

We develop a continuous-time reinforcement learning framework for a class of singular stochastic control problems without entropy regularization. The optimal singular control is characterized as the optimal singular control law, which is a…

Optimization and Control · Mathematics 2026-05-14 Zongxia Liang , Xiaodong Luo , Xiang Yu
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