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The continuous nature of belief states in POMDPs presents significant computational challenges in learning the optimal policy. In this paper, we consider an approach that solves a Partially Observable Reinforcement Learning (PORL) problem…

Machine Learning · Computer Science 2025-10-15 Ameya Anjarlekar , Rasoul Etesami , R Srikant

We introduce Massively Multi-Task Model-Based Policy Optimization (M3PO), a scalable model-based reinforcement learning (MBRL) framework designed to address sample inefficiency in single-task settings and poor generalization in multi-task…

Machine Learning · Computer Science 2025-06-30 Aditya Narendra , Dmitry Makarov , Aleksandr Panov

Offline reinforcement learning (RL) is a powerful approach for data-driven decision-making and control. Compared to model-free methods, offline model-based reinforcement learning (MBRL) explicitly learns world models from a static dataset…

Machine Learning · Computer Science 2026-01-28 Jiayu Chen , Le Xu , Wentse Chen , Jeff Schneider

The goal of reinforcement learning (RL) is to let an agent learn an optimal control policy in an unknown environment so that future expected rewards are maximized. The model-free RL approach directly learns the policy based on data samples.…

Machine Learning · Statistics 2013-07-22 Syogo Mori , Voot Tangkaratt , Tingting Zhao , Jun Morimoto , Masashi Sugiyama

Bayesian reinforcement learning (BRL) is a method that merges principles from Bayesian statistics and reinforcement learning to make optimal decisions in uncertain environments. As a model-based RL method, it has two key components: (1)…

Machine Learning · Statistics 2025-06-03 Shreya Sinha Roy , Richard G. Everitt , Christian P. Robert , Ritabrata Dutta

We introduce $\mathcal{L}_1$-MBRL, a control-theoretic augmentation scheme for Model-Based Reinforcement Learning (MBRL) algorithms. Unlike model-free approaches, MBRL algorithms learn a model of the transition function using data and use…

Systems and Control · Electrical Eng. & Systems 2024-03-25 Minjun Sung , Sambhu H. Karumanchi , Aditya Gahlawat , Naira Hovakimyan

Model-based reinforcement learning (MBRL) is a promising route to sample-efficient policy optimization. However, a known vulnerability of reconstruction-based MBRL consists of scenarios in which detailed aspects of the world are highly…

Machine Learning · Computer Science 2024-12-10 Miles Hutson , Isaac Kauvar , Nick Haber

We introduce \textit{Policy Guided Monte Carlo} (PGMC), a computational framework using reinforcement learning to improve Markov chain Monte Carlo (MCMC) sampling. The methodology is generally applicable, unbiased and opens up a new path to…

Computational Physics · Physics 2018-12-12 Troels Arnfred Bojesen

Multi-Objective Reinforcement Learning (MORL) is a generalization of traditional Reinforcement Learning (RL) that aims to optimize multiple, often conflicting objectives simultaneously rather than focusing on a single reward. This approach…

Machine Learning · Computer Science 2025-08-15 Davide Guidobene , Lorenzo Benedetti , Diego Arapovic

Due to recent breakthroughs, reinforcement learning (RL) has demonstrated impressive performance in challenging sequential decision-making problems. However, an open question is how to make RL cope with partial observability which is…

Machine Learning · Computer Science 2021-04-23 Stephan Weigand , Pascal Klink , Jan Peters , Joni Pajarinen

Reinforcement Learning (RL) methods are typically sample-inefficient, making it challenging to train and deploy RL-policies in real world robots. Even a robust policy trained in simulation requires a real-world deployment to assess their…

Machine Learning · Computer Science 2023-10-06 Pulkit Katdare , Nan Jiang , Katherine Driggs-Campbell

In most real-world reinforcement learning applications, state information is only partially observable, which breaks the Markov decision process assumption and leads to inferior performance for algorithms that conflate observations with…

Machine Learning · Computer Science 2024-06-12 Hongming Zhang , Tongzheng Ren , Chenjun Xiao , Dale Schuurmans , Bo Dai

In this paper, we introduce a reduced order model-based reinforcement learning (MBRL) approach, utilizing the Iterative Linear Quadratic Regulator (ILQR) algorithm for the optimal control of nonlinear partial differential equations (PDEs).…

Systems and Control · Electrical Eng. & Systems 2025-01-14 Aayushman Sharma , Suman Chakravorty

By planning through a learned dynamics model, model-based reinforcement learning (MBRL) offers the prospect of good performance with little environment interaction. However, it is common in practice for the learned model to be inaccurate,…

Machine Learning · Computer Science 2021-03-31 Behzad Haghgoo , Allan Zhou , Archit Sharma , Chelsea Finn

Model predictive control (MPC) is an effective method for controlling robotic systems, particularly autonomous aerial vehicles such as quadcopters. However, application of MPC can be computationally demanding, and typically requires…

Machine Learning · Computer Science 2016-02-17 Tianhao Zhang , Gregory Kahn , Sergey Levine , Pieter Abbeel

Model-based reinforcement learning (MBRL) is a crucial approach to enhance the generalization capabilities and improve the sample efficiency of RL algorithms. However, current MBRL methods focus primarily on building world models for single…

Machine Learning · Computer Science 2025-11-11 Xuantang Xiong , Ni Mu , Runpeng Xie , Senhao Yang , Yaqing Wang , Lexiang Wang , Yao Luan , Siyuan Li , Shuang Xu , Yiqin Yang , Bo Xu

Policy-guided Monte Carlo is an adaptive method to simulate classical interacting systems. It adjusts the proposal distribution of the Metropolis-Hastings algorithm to maximize the sampling efficiency, using a formalism inspired by…

Soft Condensed Matter · Physics 2024-08-23 Leonardo Galliano , Riccardo Rende , Daniele Coslovich

Probabilistic (or Bayesian) modeling and learning offers interesting possibilities for systematic representation of uncertainty using probability theory. However, probabilistic learning often leads to computationally challenging problems.…

Computation · Statistics 2018-03-14 Andreas Svensson , Thomas B. Schön , Fredrik Lindsten

Provably efficient Model-Based Reinforcement Learning (MBRL) based on optimism or posterior sampling (PSRL) is ensured to attain the global optimality asymptotically by introducing the complexity measure of the model. However, the…

Machine Learning · Computer Science 2022-09-19 Shenao Zhang

We study the numerical solution of nonlinear partially observed optimal stopping problems. The system state is taken to be a multi-dimensional diffusion and drives the drift of the observation process, which is another multi-dimensional…

Optimization and Control · Mathematics 2010-01-20 Mike Ludkovski