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Tremendous progress has been made in reinforcement learning (RL) over the past decade. Most of these advancements came through the continual development of new algorithms, which were designed using a combination of mathematical derivations,…

Machine Learning · Computer Science 2022-10-14 Chris Lu , Jakub Grudzien Kuba , Alistair Letcher , Luke Metz , Christian Schroeder de Witt , Jakob Foerster

In this paper we consider the problem of how a reinforcement learning agent tasked with solving a set of related Markov decision processes can use knowledge acquired early in its lifetime to improve its ability to more rapidly solve novel,…

Artificial Intelligence · Computer Science 2019-02-26 Francisco M. Garcia , Bruno C. da Silva , Philip S. Thomas

We study automated intrusion prevention using reinforcement learning. In a novel approach, we formulate the problem of intrusion prevention as an optimal stopping problem. This formulation allows us insight into the structure of the optimal…

Artificial Intelligence · Computer Science 2024-04-23 Kim Hammar , Rolf Stadler

Reinforcement learning (RL) tasks are typically framed as Markov Decision Processes (MDPs), assuming that decisions are made at fixed time intervals. However, many applications of great importance, including healthcare, do not satisfy this…

In this paper we consider the basic version of Reinforcement Learning (RL) that involves computing optimal data driven (adaptive) policies for Markovian decision process with unknown transition probabilities. We provide a brief survey of…

Machine Learning · Computer Science 2019-09-16 Wesley Cowan , Michael N. Katehakis , Daniel Pirutinsky

In the backdrop of an increasingly pressing need for effective urban and highway transportation systems, this work explores the synergy between model-based and learning-based strategies to enhance traffic flow management by use of an…

Systems and Control · Electrical Eng. & Systems 2025-02-04 Filippo Airaldi , Bart De Schutter , Azita Dabiri

Existing studies on constrained reinforcement learning (RL) may obtain a well-performing policy in the training environment. However, when deployed in a real environment, it may easily violate constraints that were originally satisfied…

Machine Learning · Computer Science 2024-05-06 Zhongchang Sun , Sihong He , Fei Miao , Shaofeng Zou

Reinforcement learning studies how an agent should interact with an environment to maximize its cumulative reward. A standard way to study this question abstractly is to ask how many samples an agent needs from the environment to learn an…

Quantum Physics · Physics 2021-12-21 Daochen Wang , Aarthi Sundaram , Robin Kothari , Ashish Kapoor , Martin Roetteler

Large Language Models (LLMs) increasingly rely on Chain-of-Thought (CoT) reasoning to improve accuracy on complex tasks. However, always generating lengthy reasoning traces is inefficient, leading to excessive token usage and higher…

Standard Markov decision process (MDP) and reinforcement learning algorithms optimize the policy with respect to the expected gain. We propose an algorithm which enables to optimize an alternative objective: the probability that the gain is…

Machine Learning · Computer Science 2023-03-06 Vincent Corlay , Jean-Christophe Sibel

Incorporating safety is an essential prerequisite for broadening the practical applications of reinforcement learning in real-world scenarios. To tackle this challenge, Constrained Markov Decision Processes (CMDPs) are leveraged, which…

Machine Learning · Computer Science 2023-11-03 Jaafar Mhamed , Shangding Gu

For many applications of reinforcement learning it can be more convenient to specify both a reward function and constraints, rather than trying to design behavior through the reward function. For example, systems that physically interact…

Machine Learning · Computer Science 2017-05-31 Joshua Achiam , David Held , Aviv Tamar , Pieter Abbeel

Reinforcement Learning has emerged as a promising framework for developing adaptive and data-driven strategies, enabling market makers to optimize decision-making policies based on interactions with the limit order book environment. This…

Trading and Market Microstructure · Quantitative Finance 2026-02-17 Rafael Zimmer , Oswaldo Luiz do Valle Costa

Over the recent years, reinforcement learning (RL) starts to show promising results in tackling combinatorial optimization (CO) problems, in particular when coupled with curriculum learning to facilitate training. Despite emerging empirical…

Machine Learning · Computer Science 2023-11-07 Runlong Zhou , Zelin He , Yuandong Tian , Yi Wu , Simon S. Du

Informed and robust decision making in the face of uncertainty is critical for robots that perform physical tasks alongside people. We formulate this as Bayesian Reinforcement Learning over latent Markov Decision Processes (MDPs). While…

Robotics · Computer Science 2020-02-11 Gilwoo Lee , Brian Hou , Sanjiban Choudhury , Siddhartha S. Srinivasa

We investigate the problem of designing optimal stealthy poisoning attacks on the control channel of Markov decision processes (MDPs). This research is motivated by the recent interest of the research community for adversarial and poisoning…

Systems and Control · Electrical Eng. & Systems 2021-09-16 Alessio Russo , Alexandre Proutiere

Robust reinforcement learning (RL) aims to learn policies that remain effective despite uncertainties in its environment, which frequently arise in real-world applications due to variations in environment dynamics. The robust RL methods…

Machine Learning · Computer Science 2025-05-30 Linh Le Pham Van , Minh Hoang Nguyen , Hung Le , Hung The Tran , Sunil Gupta

In this paper we address the solution of the popular Wordle puzzle, using new reinforcement learning methods, which apply more generally to adaptive control of dynamic systems and to classes of Partially Observable Markov Decision Process…

Artificial Intelligence · Computer Science 2022-12-01 Siddhant Bhambri , Amrita Bhattacharjee , Dimitri Bertsekas

Proximal Policy Optimization (PPO) is a popular deep policy gradient algorithm. In standard implementations, PPO regularizes policy updates with clipped probability ratios, and parameterizes policies with either continuous Gaussian…

Machine Learning · Computer Science 2020-09-24 Chloe Ching-Yun Hsu , Celestine Mendler-Dünner , Moritz Hardt

There have been attempts in reinforcement learning to exploit a priori knowledge about the structure of the system. This paper proposes a hybrid reinforcement learning controller which dynamically interpolates a model-based linear…

Machine Learning · Computer Science 2020-12-10 Nicholas Capel , Naifu Zhang
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