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We study the reinforcement learning (RL) problem in a constrained Markov decision process (CMDP), where an agent explores the environment to maximize the expected cumulative reward while satisfying a single constraint on the expected total…

Off-policy learning ability is an important feature of reinforcement learning (RL) for practical applications. However, even one of the most elementary RL algorithms, temporal-difference (TD) learning, is known to suffer form divergence…

Machine Learning · Computer Science 2025-04-21 Han-Dong Lim , Donghwan Lee

Lane-change maneuvers are commonly executed by drivers to follow a certain routing plan, overtake a slower vehicle, adapt to a merging lane ahead, etc. However, improper lane change behaviors can be a major cause of traffic flow disruptions…

Machine Learning · Computer Science 2020-05-22 Fei Ye , Xuxin Cheng , Pin Wang , Ching-Yao Chan , Jiucai Zhang

In order to model risk aversion in reinforcement learning, an emerging line of research adapts familiar algorithms to optimize coherent risk functionals, a class that includes conditional value-at-risk (CVaR). Because optimizing the…

Machine Learning · Computer Science 2021-03-09 Audrey Huang , Liu Leqi , Zachary C. Lipton , Kamyar Azizzadenesheli

This paper presents a reinforcement learning (RL) framework that utilizes Frank-Wolfe policy optimization to solve Coding-Tree-Unit (CTU) bit allocation for Region-of-Interest (ROI) intra-frame coding. Most previous RL-based methods employ…

Image and Video Processing · Electrical Eng. & Systems 2022-09-28 Yung-Han Ho , Chia-Hao Kao , Wen-Hsiao Peng , Ping-Chun Hsieh

Evolutionary algorithms have been used to evolve a population of actors to generate diverse experiences for training reinforcement learning agents, which helps to tackle the temporal credit assignment problem and improves the exploration…

Neural and Evolutionary Computing · Computer Science 2023-04-21 Chengpeng Hu , Jiyuan Pei , Jialin Liu , Xin Yao

Reliant on too many experiments to learn good actions, current Reinforcement Learning (RL) algorithms have limited applicability in real-world settings, which can be too expensive to allow exploration. We propose an algorithm for batch RL,…

Machine Learning · Computer Science 2021-12-07 Rasool Fakoor , Jonas Mueller , Kavosh Asadi , Pratik Chaudhari , Alexander J. Smola

Deep Reinforcement Learning (RL) has shown great success in learning complex control policies for a variety of applications in robotics. However, in most such cases, the hardware of the robot has been considered immutable, modeled as part…

Robotics · Computer Science 2020-11-10 Tianjian Chen , Zhanpeng He , Matei Ciocarlie

The endeavor of artificial intelligence (AI) is to design autonomous agents capable of achieving complex tasks. Namely, reinforcement learning (RL) proposes a theoretical background to learn optimal behaviors. In practice, RL algorithms…

Machine Learning · Computer Science 2022-09-27 Firas Jarboui , Ahmed Akakzia

Reinforcement Learning (RL) applied to financial problems has been the subject of a lively area of research. The use of RL for optimal trading strategies that exploit latent information in the market is, to the best of our knowledge, not…

Trading and Market Microstructure · Quantitative Finance 2025-11-04 Andrea Macrì , Sebastian Jaimungal , Fabrizio Lillo

Lane change is a challenging task which requires delicate actions to ensure safety and comfort. Some recent studies have attempted to solve the lane-change control problem with Reinforcement Learning (RL), yet the action is confined to…

Robotics · Computer Science 2019-06-07 Pin Wang , Hanhan Li , Ching-Yao Chan

Although in recent years reinforcement learning has become very popular the number of successful applications to different kinds of operations research problems is rather scarce. Reinforcement learning is based on the well-studied dynamic…

Machine Learning · Computer Science 2020-04-03 Manuel Schneckenreither

Quantum control is concerned with the realisation of desired dynamics in quantum systems, serving as a linchpin for advancing quantum technologies and fundamental research. Analytic approaches and standard optimisation algorithms do not…

Quantum Physics · Physics 2025-05-29 Jan Ole Ernst , Aniket Chatterjee , Tim Franzmeyer , Axel Kuhn

While reinforcement learning (RL) has the potential to enable robots to autonomously acquire a wide range of skills, in practice, RL usually requires manual, per-task engineering of reward functions, especially in real world settings where…

Robotics · Computer Science 2019-02-15 Tianhe Yu , Gleb Shevchuk , Dorsa Sadigh , Chelsea Finn

Merely pursuing performance may adversely affect the safety, while a conservative policy for safe exploration will degrade the performance. How to balance the safety and performance in learning-based control problems is an interesting yet…

Systems and Control · Electrical Eng. & Systems 2025-01-28 Xinyang Wang , Hongwei Zhang , Shimin Wang , Wei Xiao , Martin Guay

We develop a mathematical framework for solving multi-task reinforcement learning (MTRL) problems based on a type of policy gradient method. The goal in MTRL is to learn a common policy that operates effectively in different environments;…

Machine Learning · Computer Science 2021-05-31 Sihan Zeng , Aqeel Anwar , Thinh Doan , Arijit Raychowdhury , Justin Romberg

Online reinforcement learning (RL) algorithms are often difficult to deploy in complex human-facing applications as they may learn slowly and have poor early performance. To address this, we introduce a practical algorithm for incorporating…

Artificial Intelligence · Computer Science 2022-01-03 Tong Mu , Georgios Theocharous , David Arbour , Emma Brunskill

This paper considers the problem of solving constrained reinforcement learning problems with anytime guarantees, meaning that the algorithmic solution returns a safe policy regardless of when it is terminated. Drawing inspiration from…

Systems and Control · Electrical Eng. & Systems 2025-11-18 Pol Mestres , Arnau Marzabal , Jorge Cortés

Reinforcement Learning (RL) is essentially a trial-and-error learning procedure which may cause unsafe behavior during the exploration-and-exploitation process. This hinders the application of RL to real-world control problems, especially…

Machine Learning · Computer Science 2021-05-03 Yutong Li , Nan Li , H. Eric Tseng , Anouck Girard , Dimitar Filev , Ilya Kolmanovsky

The emerging field of Reinforcement Learning (RL) has led to impressive results in varied domains like strategy games, robotics, etc. This handout aims to give a simple introduction to RL from control perspective and discuss three possible…

Machine Learning · Computer Science 2021-03-09 Farnaz Adib Yaghmaie , Lennart Ljung