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We study reinforcement learning for continuous-time Markov decision processes (MDPs) in the finite-horizon episodic setting. In contrast to discrete-time MDPs, the inter-transition times of a continuous-time MDP are exponentially…

Machine Learning · Computer Science 2023-10-04 Xuefeng Gao , Xun Yu Zhou

Reinforcement learning (RL) in large environments often suffers from severe computational bottlenecks, as conventional regret minimization algorithms require repeated, costly calls to planning and statistical estimation oracles. While…

Machine Learning · Computer Science 2026-05-04 Haichen Hu , Jian Qian , David Simchi-Levi

This work pioneers regret analysis of risk-sensitive reinforcement learning in partially observable environments with hindsight observation, addressing a gap in theoretical exploration. We introduce a novel formulation that integrates…

Machine Learning · Computer Science 2024-02-29 Tonghe Zhang , Yu Chen , Longbo Huang

Recent advancements in deep reinforcement learning (RL) have demonstrated notable progress in sample efficiency, spanning both model-based and model-free paradigms. Despite the identification and mitigation of specific bottlenecks in prior…

Machine Learning · Computer Science 2024-04-02 Yibo Wang , Jiang Zhao

We study learning in periodic Markov Decision Process (MDP), a special type of non-stationary MDP where both the state transition probabilities and reward functions vary periodically, under the average reward maximization setting. We…

Machine Learning · Computer Science 2023-03-20 Ayush Aniket , Arpan Chattopadhyay

Reinforcement learning (RL) has increasingly become a pivotal technique in the post-training of large language models (LLMs). The effective exploration of the output space is essential for the success of RL. We observe that for complex…

Machine Learning · Computer Science 2025-07-08 Shihan Dou , Muling Wu , Jingwen Xu , Rui Zheng , Tao Gui , Qi Zhang , Xuanjing Huang

Sequential decision making, commonly formalized as Markov Decision Process (MDP) optimization, is a important challenge in artificial intelligence. Two key approaches to this problem are reinforcement learning (RL) and planning. This paper…

Machine Learning · Computer Science 2022-04-01 Thomas M. Moerland , Joost Broekens , Aske Plaat , Catholijn M. Jonker

This paper studies the safe reinforcement learning problem formulated as an episodic finite-horizon tabular constrained Markov decision process with an unknown transition kernel and stochastic reward and cost functions. We propose a…

Machine Learning · Computer Science 2024-10-15 Kihyun Yu , Duksang Lee , William Overman , Dabeen Lee

During initial iterations of training in most Reinforcement Learning (RL) algorithms, agents perform a significant number of random exploratory steps. In the real world, this can limit the practicality of these algorithms as it can lead to…

Machine Learning · Computer Science 2022-10-17 Ashish Kumar Jayant , Shalabh Bhatnagar

We consider a multi-agent episodic MDP setup where an agent (leader) takes action at each step of the episode followed by another agent (follower). The state evolution and rewards depend on the joint action pair of the leader and the…

Machine Learning · Computer Science 2023-01-10 Arnob Ghosh

We study meta-reinforcement learning in finite-horizon MDPs where related tasks share similar structures in their optimal action-value functions. Specifically, we posit a linear representation $Q^*_h(s,a)=\Phi_h(s,a)\,\theta^{(k)}_h$ and…

Machine Learning · Computer Science 2025-10-08 Runlin Zhou , Chixiang Chen , Elynn Chen

In this paper, we study the problem of regret minimization for episodic Reinforcement Learning (RL) both in the model-free and the model-based setting. We focus on learning with general function classes and general model classes, and we…

Machine Learning · Computer Science 2022-03-04 Grigoris Velegkas , Zhuoran Yang , Amin Karbasi

A crucial problem in reinforcement learning is learning the optimal policy. We study this in tabular infinite-horizon discounted Markov decision processes under the online setting. The existing algorithms either fail to achieve regret…

Machine Learning · Computer Science 2023-12-13 Xiang Ji , Gen Li

We study the problem of infinite-horizon average-reward reinforcement learning with linear Markov decision processes (MDPs). The associated Bellman operator of the problem not being a contraction makes the algorithm design challenging.…

Machine Learning · Statistics 2025-03-12 Kihyuk Hong , Woojin Chae , Yufan Zhang , Dabeen Lee , Ambuj Tewari

We study episodic reinforcement learning with fixed reward and transition functions, but with episode-dependent admissible action sets that are observed at the start of each episode. Performance is measured by cumulative regret against the…

Machine Learning · Computer Science 2026-05-18 Zijun Chen , Zihan Zhang

Model Predictive Control (MPC) provides interpretable, tunable locomotion controllers grounded in physical models, but its robustness depends on frequent replanning and is limited by model mismatch and real-time computational constraints.…

Robotics · Computer Science 2025-10-15 Se Hwan Jeon , Ho Jae Lee , Seungwoo Hong , Sangbae Kim

Training sophisticated agents for optimal decision-making under uncertainty has been key to the rapid development of modern autonomous systems across fields. Notably, model-free reinforcement learning (RL) has enabled decision-making agents…

Machine Learning · Computer Science 2025-07-21 Thomas Banker , Ali Mesbah

Learning Markov decision processes (MDPs) in the presence of the adversary is a challenging problem in reinforcement learning (RL). In this paper, we study RL in episodic MDPs with adversarial reward and full information feedback, where the…

Machine Learning · Computer Science 2022-04-21 Jiafan He , Dongruo Zhou , Quanquan Gu

We investigate the hardness of online reinforcement learning in fixed horizon, sparse linear Markov decision process (MDP), with a special focus on the high-dimensional regime where the ambient dimension is larger than the number of…

Machine Learning · Computer Science 2021-02-11 Botao Hao , Tor Lattimore , Csaba Szepesvári , Mengdi Wang

Classical theory in reinforcement learning (RL) predominantly focuses on the single task setting, where an agent learns to solve a task through trial-and-error experience, given access to data only from that task. However, many recent…

Machine Learning · Computer Science 2022-06-28 Aldo Pacchiano , Ofir Nachum , Nilseh Tripuraneni , Peter Bartlett