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In the realm of reinforcement learning (RL), accounting for risk is crucial for making decisions under uncertainty, particularly in applications where safety and reliability are paramount. In this paper, we introduce a general framework on…

Machine Learning · Computer Science 2024-02-29 Yu Chen , Xiangcheng Zhang , Siwei Wang , Longbo Huang

Recently, various auxiliary tasks have been proposed to accelerate representation learning and improve sample efficiency in deep reinforcement learning (RL). However, existing auxiliary tasks do not take the characteristics of RL problems…

Machine Learning · Computer Science 2021-02-23 Guoqing Liu , Chuheng Zhang , Li Zhao , Tao Qin , Jinhua Zhu , Jian Li , Nenghai Yu , Tie-Yan Liu

We study computationally and statistically efficient Reinforcement Learning algorithms for the linear Bellman Complete setting. This setting uses linear function approximation to capture value functions and unifies existing models like…

Machine Learning · Computer Science 2025-03-04 Runzhe Wu , Ayush Sekhari , Akshay Krishnamurthy , Wen Sun

Safety in reinforcement learning (RL) is a key property in both training and execution in many domains such as autonomous driving or finance. In this paper, we formalize it with a constrained RL formulation in the distributional RL setting.…

Machine Learning · Computer Science 2021-03-01 Jianyi Zhang , Paul Weng

We introduce a novel class of algorithms to efficiently approximate the unknown return distributions in policy evaluation problems from distributional reinforcement learning (DRL). The proposed distributional dynamic programming algorithms…

Machine Learning · Statistics 2024-07-22 Julian Gerstenberg , Ralph Neininger , Denis Spiegel

Recently, deep reinforcement learning (RL) methods have been applied successfully to multi-agent scenarios. Typically, these methods rely on a concatenation of agent states to represent the information content required for decentralized…

Multiagent Systems · Computer Science 2019-06-07 Maximilian Hüttenrauch , Adrian Šošić , Gerhard Neumann

Offline reinforcement learning (RL) extends the paradigm of classical RL algorithms to purely learning from static datasets, without interacting with the underlying environment during the learning process. A key challenge of offline RL is…

Machine Learning · Computer Science 2022-06-16 Shentao Yang , Yihao Feng , Shujian Zhang , Mingyuan Zhou

We study the problem of learning optimal behavior from sub-optimal datasets for goal-conditioned offline reinforcement learning under sparse rewards, invertible actions and deterministic transitions. To mitigate the effects of…

Machine Learning · Computer Science 2026-02-12 Alfredo Reichlin , Miguel Vasco , Hang Yin , Danica Kragic

Reinforcement learning (RL), a common tool in decision making, learns control policies from various experiences based on the associated cumulative return/rewards without treating them differently. Humans, on the contrary, often learn to…

Machine Learning · Computer Science 2025-11-25 Mingkang Wu , Devin White , Vernon Lawhern , Nicholas R. Waytowich , Yongcan Cao

This paper concerns the central issues of model robustness and sample efficiency in offline reinforcement learning (RL), which aims to learn to perform decision making from history data without active exploration. Due to uncertainties and…

Machine Learning · Computer Science 2024-01-01 Laixi Shi , Yuejie Chi

We propose a reinforcement learning (RL) approach to compute the expression of quasi-stationary distribution. Based on the fixed-point formulation of quasi-stationary distribution, we minimize the KL-divergence of two Markovian path…

Machine Learning · Computer Science 2022-09-14 Zhiqiang Cai , Ling Lin , Xiang Zhou

Despite many algorithmic advances, our theoretical understanding of practical distributional reinforcement learning methods remains limited. One exception is Rowland et al. (2018)'s analysis of the C51 algorithm in terms of the Cram\'er…

Machine Learning · Computer Science 2019-02-11 Marc G. Bellemare , Nicolas Le Roux , Pablo Samuel Castro , Subhodeep Moitra

In this work we continue to build upon recent advances in reinforcement learning for finite Markov processes. A common approach among previous existing algorithms, both single-actor and distributed, is to either clip rewards or to apply a…

Machine Learning · Computer Science 2021-12-15 Björn Lindenberg , Jonas Nordqvist , Karl-Olof Lindahl

This paper establishes a rigorous connection between regularized discrete-time reinforcement learning (RL) and continuous-time stochastic optimal control. Specifically, classical RL algorithms are typically solving a regularized…

Optimization and Control · Mathematics 2026-04-24 Huyên Pham , Yuming Paul Zhang , Yuhua Zhu

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

The goal of an offline reinforcement learning (RL) algorithm is to learn optimal polices using historical (offline) data, without access to the environment for online exploration. One of the main challenges in offline RL is the distribution…

Machine Learning · Computer Science 2023-10-31 Kishan Panaganti , Zaiyan Xu , Dileep Kalathil , Mohammad Ghavamzadeh

We propose a framework for learning calibrated uncertainties under domain shifts, where the source (training) distribution differs from the target (test) distribution. We detect such domain shifts via a differentiable density ratio…

Machine Learning · Computer Science 2024-02-07 Haoxuan Wang , Zhiding Yu , Yisong Yue , Anima Anandkumar , Anqi Liu , Junchi Yan

Robust reinforcement learning (RL) aims to find a policy that optimizes the worst-case performance in the face of uncertainties. In this paper, we focus on action robust RL with the probabilistic policy execution uncertainty, in which,…

Machine Learning · Computer Science 2023-07-21 Guanlin Liu , Zhihan Zhou , Han Liu , Lifeng Lai

Reinforcement Learning (RL) has emerged as an efficient method of choice for solving complex sequential decision making problems in automatic control, computer science, economics, and biology. In this paper we present a model-free RL…

Logic in Computer Science · Computer Science 2019-09-13 Mohammadhosein Hasanbeig , Yiannis Kantaros , Alessandro Abate , Daniel Kroening , George J. Pappas , Insup Lee

Fairness plays a crucial role in various multi-agent systems (e.g., communication networks, financial markets, etc.). Many multi-agent dynamical interactions can be cast as Markov Decision Processes (MDPs). While existing research has…

Machine Learning · Computer Science 2023-06-02 Peizhong Ju , Arnob Ghosh , Ness B. Shroff
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