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Related papers: Stochastic processes with competing reinforcements

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We introduce a class of reinforcement models where, at each time step $t$, one first chooses a random subset $A_t$ of colours (independent of the past) from $n$ colours of balls, and then chooses a colour $i$ from this subset with…

Probability · Mathematics 2014-06-03 Remco van der Hofstad , Mark Holmes , Alexey Kuznetsov , Wioletta Ruszel

We consider a finite collection of reinforced stochastic processes with a general network-based interaction among them. We provide sufficient and necessary conditions in order to have some form of almost sure asymptotic synchronization,…

Probability · Mathematics 2025-06-11 Giacomo Aletti , Irene Crimaldi , Andrea Ghiglietti

We present a method to probe rare molecular dynamics trajectories directly using reinforcement learning. We consider trajectories that are conditioned to transition between regions of configuration space in finite time, like those relevant…

Statistical Mechanics · Physics 2022-01-07 Avishek Das , Dominic C. Rose , Juan P. Garrahan , David T. Limmer

We show that bootstrap methods based on the positivity of probability measures provide a systematic framework for studying both synchronous and asynchronous nonequilibrium stochastic processes on infinite lattices. First, we formulate…

Statistical Mechanics · Physics 2025-11-12 Minjae Cho

In this paper we introduce a new simple but powerful general technique for the study of edge- and vertex-reinforced processes with super-linear reinforcement, based on the use of order statistics for the number of edge, respectively of…

Probability · Mathematics 2016-06-03 Codina Cotar , Debleena Thacker

Many applications -- including power systems, robotics, and economics -- involve a dynamical system interacting with a stochastic and hard-to-model environment. We adopt a reinforcement learning approach to control such systems.…

Optimization and Control · Mathematics 2025-08-26 Abed AlRahman Al Makdah , Oliver Kosut , Lalitha Sankar , Shaofeng Zou

Reward machines are an established tool for dealing with reinforcement learning problems in which rewards are sparse and depend on complex sequences of actions. However, existing algorithms for learning reward machines assume an overly…

Machine Learning · Computer Science 2025-10-20 Jan Corazza , Ivan Gavran , Daniel Neider

Non-deterministic measurements are common in real-world scenarios: the performance of a stochastic optimization algorithm or the total reward of a reinforcement learning agent in a chaotic environment are just two examples in which…

Machine Learning · Statistics 2022-08-31 Etor Arza , Josu Ceberio , Ekhiñe Irurozki , Aritz Pérez

A properly designed controller can help improve the quality of experimental measurements or force a dynamical system to follow a completely new time-evolution path. Recent developments in deep reinforcement learning have made steep advances…

Statistical Mechanics · Physics 2025-02-26 Ruslan Mukhamadiarov

Reinforced processes are known to provide a stochastic representation for the quasi-stationary distribution of a given killed Markov process - describing the killed Markov process at fixed time instants. In this paper we shall adapt the…

Probability · Mathematics 2022-02-10 Oliver Tough

We provide performance guarantees for a variant of simulation-based policy iteration for controlling Markov decision processes that involves the use of stochastic approximation algorithms along with state-of-the-art techniques that are…

Machine Learning · Computer Science 2022-10-17 Anna Winnicki , R. Srikant

Understanding the evolutionary dynamics of reinforcement learning under multi-agent settings has long remained an open problem. While previous works primarily focus on 2-player games, we consider population games, which model the strategic…

Multiagent Systems · Computer Science 2020-06-30 Shuyue Hu , Chin-Wing Leung , Ho-fung Leung , Harold Soh

After collecting data from observations or experiments, the next step is to build an appropriate mathematical or stochastic model to describe the data so that further studies can be done with the help of the models. In this article, the…

Data Analysis, Statistics and Probability · Physics 2023-07-19 A. M. Mathai , H. J. Haubold

Sampling the collective, dynamical fluctuations that lead to nonequilibrium pattern formation requires probing rare regions of trajectory space. Recent approaches to this problem based on importance sampling, cloning, and spectral…

Statistical Mechanics · Physics 2022-02-14 Jiawei Yan , Hugo Touchette , Grant M. Rotskoff

This paper proposes a robust control design method using reinforcement-learning for controlling partially-unknown dynamical systems under uncertain conditions. The method extends the optimal reinforcement-learning algorithm with a new…

Systems and Control · Electrical Eng. & Systems 2020-04-17 Phuong D. Ngo , Fred Godtliebsen

Many sequential decision-making problems that are currently automated, such as those in manufacturing or recommender systems, operate in an environment where there is either little uncertainty, or zero risk of catastrophe. As companies and…

Machine Learning · Computer Science 2023-04-04 Marc Rigter

We study the performance of a stochastic algorithm based on the power method that adaptively learns the large deviation functions characterizing the fluctuations of additive functionals of Markov processes, used in physics to model…

Statistical Mechanics · Physics 2023-03-30 Francesco Coghi , Hugo Touchette

We present a general, two-stage reinforcement learning approach to create robust policies that can be deployed on real robots without any additional training using a single demonstration generated by trajectory optimization. The…

Robotics · Computer Science 2022-01-25 Miroslav Bogdanovic , Majid Khadiv , Ludovic Righetti

We study episodic reinforcement learning in Markov decision processes when the agent receives additional feedback per step in the form of several transition observations. Such additional observations are available in a range of tasks…

Machine Learning · Computer Science 2020-05-11 Christoph Dann , Yishay Mansour , Mehryar Mohri , Ayush Sekhari , Karthik Sridharan

The paper deals with the problem of finding the best alternatives on the basis of pairwise comparisons when these comparisons need not be transitive. In this setting, we study a reinforcement urn model. We prove convergence to the optimal…

Optimization and Control · Mathematics 2013-01-25 Benoit Laslier , Jean-Francois Laslier