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Reinforcement learning means finding the optimal course of action in Markovian environments without knowledge of the environment's dynamics. Stochastic optimization algorithms used in the field rely on estimates of the value of a policy.…

Machine Learning · Computer Science 2017-05-25 Leonid Peshkin , Sayan Mukherjee

One of the most natural approaches to reinforcement learning (RL) with function approximation is value iteration, which inductively generates approximations to the optimal value function by solving a sequence of regression problems. To…

Machine Learning · Computer Science 2024-06-19 Noah Golowich , Ankur Moitra

Both the optimal value function and the optimal policy can be used to model an optimal controller based on the duality established by the Bellman equation. Even with this duality, no parametric model has been able to output both policy and…

Systems and Control · Electrical Eng. & Systems 2020-06-02 Jicheng Shi , Yingzhao Lian , Colin N. Jones

Reinforcement learning (RL) algorithms still suffer from high sample complexity despite outstanding recent successes. The need for intensive interactions with the environment is especially observed in many widely popular policy gradient…

Machine Learning · Computer Science 2020-08-04 Samuele Tosatto , Joao Carvalho , Hany Abdulsamad , Jan Peters

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

There has been an increasing surge of interest on development of advanced Reinforcement Learning (RL) systems as intelligent approaches to learn optimal control policies directly from smart agents' interactions with the environment.…

Machine Learning · Computer Science 2020-06-02 Parvin Malekzadeh , Mohammad Salimibeni , Arash Mohammadi , Akbar Assa , Konstantinos N. Plataniotis

Markov decision problems are most commonly solved via dynamic programming. Another approach is Bellman residual minimization, which directly minimizes the squared Bellman residual objective function. However, compared to dynamic…

Machine Learning · Computer Science 2026-04-28 Donghwan Lee , Hyukjun Yang

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

This paper aims at theoretically and empirically comparing two standard optimization criteria for Reinforcement Learning: i) maximization of the mean value and ii) minimization of the Bellman residual. For that purpose, we place ourselves…

Machine Learning · Computer Science 2017-12-13 Matthieu Geist , Bilal Piot , Olivier Pietquin

We show that the popular reinforcement learning (RL) strategy of estimating the state-action value (Q-function) by minimizing the mean squared Bellman error leads to a regression problem with confounding, the inputs and output noise being…

Machine Learning · Computer Science 2022-12-01 Yutian Chen , Liyuan Xu , Caglar Gulcehre , Tom Le Paine , Arthur Gretton , Nando de Freitas , Arnaud Doucet

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

Offline reinforcement learning (RL) aims to learn an effective policy from a static dataset. To alleviate extrapolation errors, existing studies often uniformly regularize the value function or policy updates across all states. However, due…

Machine Learning · Computer Science 2025-05-27 Qin-Wen Luo , Ming-Kun Xie , Ye-Wen Wang , Sheng-Jun Huang

State estimation is a fundamental problem in control and signal processing, for which the Kalman Filter provides an optimal solution under linear dynamics, Gaussian noise, and known noise covariances. However, these assumptions often fail…

Machine Learning · Computer Science 2026-05-27 Vasileios Saketos , Ming Xiao

In this paper, we explore how directly pretraining a value model simplifies and stabilizes reinforcement learning from human feedback (RLHF). In reinforcement learning, value estimation is the key to policy optimization, distinct from…

Machine Learning · Computer Science 2026-01-27 Chenghua Huang , Lu Wang , Fangkai Yang , Pu Zhao , Zhixu Li , Qingwei Lin , Dongmei Zhang , Saravan Rajmohan , Qi Zhang

We present an off-policy actor-critic algorithm for Reinforcement Learning (RL) that combines ideas from gradient-free optimization via stochastic search with learned action-value function. The result is a simple procedure consisting of…

Reinforcement Learning (RL) algorithms sample multiple n>1 solution attempts for each problem and reward them independently. This optimizes for pass@1 performance and prioritizes the strength of isolated samples at the expense of the…

Machine Learning · Computer Science 2025-12-16 Christian Walder , Deep Karkhanis

We consider policy evaluation in infinite-horizon discounted Markov decision problems (MDPs) with infinite spaces. We reformulate this task a compositional stochastic program with a function-valued decision variable that belongs to a…

Optimization and Control · Mathematics 2020-05-19 Alec Koppel , Garrett Warnell , Ethan Stump , Peter Stone , Alejandro Ribeiro

Reinforcement learning (RL) has shown strong performance in LLM post-training, but real-world deployment often involves noisy or incomplete supervision. In such settings, complex and unreliable supervision signals can destabilize training…

We study the off-policy evaluation (OPE) problem in reinforcement learning with linear function approximation, which aims to estimate the value function of a target policy based on the offline data collected by a behavior policy. We propose…

Machine Learning · Computer Science 2022-01-05 Yifei Min , Tianhao Wang , Dongruo Zhou , Quanquan Gu

Reliable long-horizon value prediction is difficult in offline reinforcement learning because fitted value methods combine bootstrapping, function approximation, and distribution shift, while standard guarantees often require Bellman…

Machine Learning · Statistics 2026-05-11 Lars van der Laan , Nathan Kallus