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Optimal decision-making under partial observability requires agents to balance reducing uncertainty (exploration) against pursuing immediate objectives (exploitation). In this paper, we introduce a novel policy optimization framework for…

Machine Learning · Computer Science 2025-12-05 Hany Abdulsamad , Sahel Iqbal , Simo Särkkä

The Robust Markov Decision Process (RMDP) framework focuses on designing control policies that are robust against the parameter uncertainties due to the mismatches between the simulator model and real-world settings. An RMDP problem is…

Machine Learning · Computer Science 2022-05-17 Kishan Panaganti , Dileep Kalathil

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

Model-based reinforcement learning methods learn a dynamics model with real data sampled from the environment and leverage it to generate simulated data to derive an agent. However, due to the potential distribution mismatch between…

Machine Learning · Computer Science 2020-10-29 Jian Shen , Han Zhao , Weinan Zhang , Yong Yu

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

Model-based reinforcement learning (MBRL) has drawn considerable interest in recent years, given its promise to improve sample efficiency. Moreover, when using deep-learned models, it is possible to learn compact and generalizable models…

Machine Learning · Computer Science 2024-10-15 Jinke He , Thomas M. Moerland , Joery A. de Vries , Frans A. Oliehoek

A basic simulation-based reinforcement learning algorithm is the Monte Carlo Exploring States (MCES) method, also known as optimistic policy iteration, in which the value function is approximated by simulated returns and a greedy policy is…

Optimization and Control · Mathematics 2020-07-22 Jun Liu

The ability of Gaussian processes (GPs) to predict the behavior of dynamical systems as a more sample-efficient alternative to parametric models seems promising for real-world robotics research. However, the computational complexity of GPs…

Robotics · Computer Science 2022-03-01 Abdolreza Taheri , Joni Pajarinen , Reza Ghabcheloo

This paper investigates methods for estimating the optimal stochastic control policy for a Markov Decision Process with unknown transition dynamics and an unknown reward function. This form of model-free reinforcement learning comprises…

Machine Learning · Computer Science 2019-12-06 Brandon Trabucco , Albert Qu , Simon Li , Ganeshkumar Ashokavardhanan

Seeking to improve model generalization, we consider a new approach based on distributionally robust learning (DRL) that applies stochastic gradient descent to the outer minimization problem. Our algorithm efficiently estimates the gradient…

Machine Learning · Statistics 2020-12-24 Soumyadip Ghosh , Mark Squillante

Preference-based reinforcement learning (PbRL) is an approach that enables RL agents to learn from preference, which is particularly useful when formulating a reward function is challenging. Existing PbRL methods generally involve a…

Machine Learning · Computer Science 2023-10-30 Gaon An , Junhyeok Lee , Xingdong Zuo , Norio Kosaka , Kyung-Min Kim , Hyun Oh Song

In offline model-based reinforcement learning (offline MBRL), we learn a dynamic model from historically collected data, and subsequently utilize the learned model and fixed datasets for policy learning, without further interacting with the…

Machine Learning · Computer Science 2022-10-13 Shentao Yang , Shujian Zhang , Yihao Feng , Mingyuan Zhou

This paper addresses the prediction stability, prediction accuracy and control capability of the current probabilistic model-based reinforcement learning (MBRL) built on neural networks. A novel approach dropout-based probabilistic…

Systems and Control · Electrical Eng. & Systems 2023-09-21 Wenjun Huang , Yunduan Cui , Huiyun Li , Xinyu Wu

In this paper, we present the use of Model Predictive Control (MPC) based on Reinforcement Learning (RL) to find the optimal policy for a multi-agent battery storage system. A time-varying prediction of the power price and production-demand…

Systems and Control · Electrical Eng. & Systems 2021-06-08 A. Bahari Kordabad , W. Cai , S. Gros

With the aim of improving performance in Markov Decision Problem in an Off-Policy setting, we suggest taking inspiration from what is done in Offline Reinforcement Learning (RL). In Offline RL, it is a common practice during policy learning…

Artificial Intelligence · Computer Science 2024-10-29 Jérôme Arjonilla , Abdallah Saffidine , Tristan Cazenave

Most methods in reinforcement learning use a Policy Gradient (PG) approach to learn a parametric stochastic policy that maps states to actions. The standard approach is to implement such a mapping via a neural network (NN) whose parameters…

Machine Learning · Computer Science 2024-05-29 Sergio Rozada , Antonio G. Marques

Model-based reinforcement learning (MBRL) is believed to have much higher sample efficiency compared to model-free algorithms by learning a predictive model of the environment. However, the performance of MBRL highly relies on the quality…

Machine Learning · Computer Science 2022-11-16 Xin-Yang Liu , Jian-Xun Wang

To overcome the curses of dimensionality and modeling of Dynamic Programming (DP) methods to solve Markov Decision Process (MDP) problems, Reinforcement Learning (RL) methods are adopted in practice. Contrary to traditional RL algorithms…

Machine Learning · Computer Science 2021-08-24 Arghyadip Roy , Vivek Borkar , Abhay Karandikar , Prasanna Chaporkar

Most of Markov Chain Monte Carlo (MCMC) and sequential Monte Carlo (SMC) algorithms in existing probabilistic programming systems suboptimally use only model priors as proposal distributions. In this work, we describe an approach for…

Artificial Intelligence · Computer Science 2016-05-17 Yura N Perov , Tuan Anh Le , Frank Wood

Reinforcement learning (RL) is a technique to learn the control policy for an agent that interacts with a stochastic environment. In any given state, the agent takes some action, and the environment determines the probability distribution…

Machine Learning · Computer Science 2021-07-30 Gaurav Gupta , Chenzhong Yin , Jyotirmoy V. Deshmukh , Paul Bogdan
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